NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 24-Mar-2021

Day Change Summary
	Previous	Current
	23-Mar-2021	24-Mar-2021	Change	Change %	Previous Week
Open	2.670	2.619	-0.051	-1.9%	2.656
High	2.671	2.651	-0.020	-0.7%	2.663
Low	2.611	2.604	-0.007	-0.3%	2.521
Close	2.615	2.630	0.015	0.6%	2.624
Range	0.060	0.047	-0.013	-21.7%	0.142
ATR	0.089	0.086	-0.003	-3.4%	0.000
Volume	29,139	25,966	-3,173	-10.9%	161,003

Daily Pivots for day following 24-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.769	2.747	2.656
R3	2.722	2.700	2.643
R2	2.675	2.675	2.639
R1	2.653	2.653	2.634	2.664
PP	2.628	2.628	2.628	2.634
S1	2.606	2.606	2.626	2.617
S2	2.581	2.581	2.621
S3	2.534	2.559	2.617
S4	2.487	2.512	2.604

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	6.1%	0.079	3.0%	68%	False	False	27,739
10	2.807	2.521	0.286	10.9%	0.079	3.0%	38%	False	False	30,559
20	2.958	2.521	0.437	16.6%	0.081	3.1%	25%	False	False	29,798
40	3.084	2.521	0.563	21.4%	0.092	3.5%	19%	False	False	31,624
60	3.084	2.411	0.673	25.6%	0.092	3.5%	33%	False	False	26,595
80	3.084	2.411	0.673	25.6%	0.092	3.5%	33%	False	False	23,581
100	3.084	2.411	0.673	25.6%	0.088	3.3%	33%	False	False	20,615
120	3.084	2.411	0.673	25.6%	0.081	3.1%	33%	False	False	18,030

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.014
Narrowest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	2.851
2.618	2.774
1.618	2.727
1.000	2.698
0.618	2.680
HIGH	2.651
0.618	2.633
0.500	2.628
0.382	2.622
LOW	2.604
0.618	2.575
1.000	2.557
1.618	2.528
2.618	2.481
4.250	2.404

Fisher Pivots for day following 24-Mar-2021
Pivot	1 day	3 day
R1	2.629	2.630
PP	2.628	2.629
S1	2.628	2.629

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These figures are updated between 7pm and 10pm EST after a trading day.

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