NYMEX Natural Gas Future July 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2.820 |
2.714 |
-0.106 |
-3.8% |
2.826 |
| High |
2.838 |
2.721 |
-0.117 |
-4.1% |
2.869 |
| Low |
2.736 |
2.640 |
-0.096 |
-3.5% |
2.736 |
| Close |
2.752 |
2.646 |
-0.106 |
-3.9% |
2.752 |
| Range |
0.102 |
0.081 |
-0.021 |
-20.6% |
0.133 |
| ATR |
0.088 |
0.089 |
0.002 |
2.0% |
0.000 |
| Volume |
24,910 |
37,560 |
12,650 |
50.8% |
129,432 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.912 |
2.860 |
2.691 |
|
| R3 |
2.831 |
2.779 |
2.668 |
|
| R2 |
2.750 |
2.750 |
2.661 |
|
| R1 |
2.698 |
2.698 |
2.653 |
2.684 |
| PP |
2.669 |
2.669 |
2.669 |
2.662 |
| S1 |
2.617 |
2.617 |
2.639 |
2.603 |
| S2 |
2.588 |
2.588 |
2.631 |
|
| S3 |
2.507 |
2.536 |
2.624 |
|
| S4 |
2.426 |
2.455 |
2.601 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.185 |
3.101 |
2.825 |
|
| R3 |
3.052 |
2.968 |
2.789 |
|
| R2 |
2.919 |
2.919 |
2.776 |
|
| R1 |
2.835 |
2.835 |
2.764 |
2.811 |
| PP |
2.786 |
2.786 |
2.786 |
2.773 |
| S1 |
2.702 |
2.702 |
2.740 |
2.678 |
| S2 |
2.653 |
2.653 |
2.728 |
|
| S3 |
2.520 |
2.569 |
2.715 |
|
| S4 |
2.387 |
2.436 |
2.679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.861 |
2.640 |
0.221 |
8.4% |
0.079 |
3.0% |
3% |
False |
True |
28,326 |
| 10 |
3.007 |
2.640 |
0.367 |
13.9% |
0.081 |
3.1% |
2% |
False |
True |
26,851 |
| 20 |
3.128 |
2.640 |
0.488 |
18.4% |
0.083 |
3.1% |
1% |
False |
True |
29,496 |
| 40 |
3.128 |
2.640 |
0.488 |
18.4% |
0.088 |
3.3% |
1% |
False |
True |
26,473 |
| 60 |
3.128 |
2.472 |
0.656 |
24.8% |
0.088 |
3.3% |
27% |
False |
False |
22,274 |
| 80 |
3.128 |
2.472 |
0.656 |
24.8% |
0.087 |
3.3% |
27% |
False |
False |
19,411 |
| 100 |
3.128 |
2.472 |
0.656 |
24.8% |
0.081 |
3.1% |
27% |
False |
False |
16,948 |
| 120 |
3.128 |
2.472 |
0.656 |
24.8% |
0.075 |
2.8% |
27% |
False |
False |
14,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.065 |
|
2.618 |
2.933 |
|
1.618 |
2.852 |
|
1.000 |
2.802 |
|
0.618 |
2.771 |
|
HIGH |
2.721 |
|
0.618 |
2.690 |
|
0.500 |
2.681 |
|
0.382 |
2.671 |
|
LOW |
2.640 |
|
0.618 |
2.590 |
|
1.000 |
2.559 |
|
1.618 |
2.509 |
|
2.618 |
2.428 |
|
4.250 |
2.296 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.681 |
2.751 |
| PP |
2.669 |
2.716 |
| S1 |
2.658 |
2.681 |
|