NYMEX Natural Gas Future July 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	2.725	2.675	-0.050	-1.8%	2.714
High	2.727	2.710	-0.017	-0.6%	2.721
Low	2.670	2.662	-0.008	-0.3%	2.585
Close	2.674	2.691	0.017	0.6%	2.682
Range	0.057	0.048	-0.009	-15.8%	0.136
ATR	0.086	0.083	-0.003	-3.1%	0.000
Volume	21,749	17,922	-3,827	-17.6%	131,222

Daily Pivots for day following 24-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.832	2.809	2.717
R3	2.784	2.761	2.704
R2	2.736	2.736	2.700
R1	2.713	2.713	2.695	2.725
PP	2.688	2.688	2.688	2.693
S1	2.665	2.665	2.687	2.677
S2	2.640	2.640	2.682
S3	2.592	2.617	2.678
S4	2.544	2.569	2.665

Weekly Pivots for week ending 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.071	3.012	2.757
R3	2.935	2.876	2.719
R2	2.799	2.799	2.707
R1	2.740	2.740	2.694	2.702
PP	2.663	2.663	2.663	2.643
S1	2.604	2.604	2.670	2.566
S2	2.527	2.527	2.657
S3	2.391	2.468	2.645
S4	2.255	2.332	2.607

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.739	2.585	0.154	5.7%	0.077	2.9%	69%	False	False	21,062
10	2.861	2.585	0.276	10.3%	0.077	2.8%	38%	False	False	24,252
20	3.007	2.585	0.422	15.7%	0.078	2.9%	25%	False	False	25,308
40	3.128	2.585	0.543	20.2%	0.088	3.3%	20%	False	False	27,418
60	3.128	2.472	0.656	24.4%	0.087	3.2%	33%	False	False	23,882
80	3.128	2.472	0.656	24.4%	0.087	3.2%	33%	False	False	20,481
100	3.128	2.472	0.656	24.4%	0.084	3.1%	33%	False	False	18,156
120	3.128	2.472	0.656	24.4%	0.077	2.9%	33%	False	False	15,960

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	0.012
Narrowest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	2.914
2.618	2.836
1.618	2.788
1.000	2.758
0.618	2.740
HIGH	2.710
0.618	2.692
0.500	2.686
0.382	2.680
LOW	2.662
0.618	2.632
1.000	2.614
1.618	2.584
2.618	2.536
4.250	2.458

Fisher Pivots for day following 24-Mar-2021
Pivot	1 day	3 day
R1	2.689	2.690
PP	2.688	2.688
S1	2.686	2.687

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

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