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

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 2 trading days

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

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

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