NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 22-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2.579 |
2.606 |
0.027 |
1.0% |
2.656 |
| High |
2.640 |
2.682 |
0.042 |
1.6% |
2.663 |
| Low |
2.551 |
2.575 |
0.024 |
0.9% |
2.521 |
| Close |
2.624 |
2.674 |
0.050 |
1.9% |
2.624 |
| Range |
0.089 |
0.107 |
0.018 |
20.2% |
0.142 |
| ATR |
0.090 |
0.091 |
0.001 |
1.3% |
0.000 |
| Volume |
23,348 |
27,259 |
3,911 |
16.8% |
161,003 |
|
| Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.965 |
2.926 |
2.733 |
|
| R3 |
2.858 |
2.819 |
2.703 |
|
| R2 |
2.751 |
2.751 |
2.694 |
|
| R1 |
2.712 |
2.712 |
2.684 |
2.732 |
| PP |
2.644 |
2.644 |
2.644 |
2.653 |
| S1 |
2.605 |
2.605 |
2.664 |
2.625 |
| S2 |
2.537 |
2.537 |
2.654 |
|
| S3 |
2.430 |
2.498 |
2.645 |
|
| S4 |
2.323 |
2.391 |
2.615 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.029 |
2.968 |
2.702 |
|
| R3 |
2.887 |
2.826 |
2.663 |
|
| R2 |
2.745 |
2.745 |
2.650 |
|
| R1 |
2.684 |
2.684 |
2.637 |
2.644 |
| PP |
2.603 |
2.603 |
2.603 |
2.582 |
| S1 |
2.542 |
2.542 |
2.611 |
2.502 |
| S2 |
2.461 |
2.461 |
2.598 |
|
| S3 |
2.319 |
2.400 |
2.585 |
|
| S4 |
2.177 |
2.258 |
2.546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.682 |
2.521 |
0.161 |
6.0% |
0.085 |
3.2% |
95% |
True |
False |
28,151 |
| 10 |
2.807 |
2.521 |
0.286 |
10.7% |
0.084 |
3.1% |
53% |
False |
False |
30,984 |
| 20 |
3.001 |
2.521 |
0.480 |
18.0% |
0.083 |
3.1% |
32% |
False |
False |
29,893 |
| 40 |
3.084 |
2.521 |
0.563 |
21.1% |
0.093 |
3.5% |
27% |
False |
False |
30,956 |
| 60 |
3.084 |
2.411 |
0.673 |
25.2% |
0.094 |
3.5% |
39% |
False |
False |
26,019 |
| 80 |
3.084 |
2.411 |
0.673 |
25.2% |
0.092 |
3.4% |
39% |
False |
False |
23,163 |
| 100 |
3.084 |
2.411 |
0.673 |
25.2% |
0.087 |
3.3% |
39% |
False |
False |
20,166 |
| 120 |
3.084 |
2.411 |
0.673 |
25.2% |
0.081 |
3.0% |
39% |
False |
False |
17,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.137 |
|
2.618 |
2.962 |
|
1.618 |
2.855 |
|
1.000 |
2.789 |
|
0.618 |
2.748 |
|
HIGH |
2.682 |
|
0.618 |
2.641 |
|
0.500 |
2.629 |
|
0.382 |
2.616 |
|
LOW |
2.575 |
|
0.618 |
2.509 |
|
1.000 |
2.468 |
|
1.618 |
2.402 |
|
2.618 |
2.295 |
|
4.250 |
2.120 |
|
|
| Fisher Pivots for day following 22-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.659 |
2.650 |
| PP |
2.644 |
2.626 |
| S1 |
2.629 |
2.602 |
|