NYMEX Natural Gas Future July 2021


Trading Metrics calculated at close of trading on 11-Mar-2021
Day Change Summary
Previous Current
10-Mar-2021 11-Mar-2021 Change Change % Previous Week
Open 2.800 2.835 0.035 1.3% 2.939
High 2.854 2.861 0.007 0.2% 3.007
Low 2.768 2.796 0.028 1.0% 2.828
Close 2.842 2.817 -0.025 -0.9% 2.846
Range 0.086 0.065 -0.021 -24.4% 0.179
ATR 0.088 0.086 -0.002 -1.9% 0.000
Volume 25,651 27,800 2,149 8.4% 118,374
Daily Pivots for day following 11-Mar-2021
Classic Woodie Camarilla DeMark
R4 3.020 2.983 2.853
R3 2.955 2.918 2.835
R2 2.890 2.890 2.829
R1 2.853 2.853 2.823 2.839
PP 2.825 2.825 2.825 2.818
S1 2.788 2.788 2.811 2.774
S2 2.760 2.760 2.805
S3 2.695 2.723 2.799
S4 2.630 2.658 2.781
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 3.431 3.317 2.944
R3 3.252 3.138 2.895
R2 3.073 3.073 2.879
R1 2.959 2.959 2.862 2.927
PP 2.894 2.894 2.894 2.877
S1 2.780 2.780 2.830 2.748
S2 2.715 2.715 2.813
S3 2.536 2.601 2.797
S4 2.357 2.422 2.748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.886 2.768 0.118 4.2% 0.072 2.6% 42% False False 27,333
10 3.007 2.768 0.239 8.5% 0.078 2.8% 21% False False 26,138
20 3.128 2.768 0.360 12.8% 0.085 3.0% 14% False False 29,246
40 3.128 2.665 0.463 16.4% 0.088 3.1% 33% False False 25,857
60 3.128 2.472 0.656 23.3% 0.087 3.1% 53% False False 21,539
80 3.128 2.472 0.656 23.3% 0.087 3.1% 53% False False 18,869
100 3.128 2.472 0.656 23.3% 0.080 2.8% 53% False False 16,414
120 3.128 2.472 0.656 23.3% 0.074 2.6% 53% False False 14,451
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.137
2.618 3.031
1.618 2.966
1.000 2.926
0.618 2.901
HIGH 2.861
0.618 2.836
0.500 2.829
0.382 2.821
LOW 2.796
0.618 2.756
1.000 2.731
1.618 2.691
2.618 2.626
4.250 2.520
Fisher Pivots for day following 11-Mar-2021
Pivot 1 day 3 day
R1 2.829 2.816
PP 2.825 2.815
S1 2.821 2.815

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

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