NYMEX Natural Gas Future August 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 |
2.827 |
2.860 |
0.033 |
1.2% |
2.944 |
| High |
2.876 |
2.882 |
0.006 |
0.2% |
3.025 |
| Low |
2.791 |
2.820 |
0.029 |
1.0% |
2.850 |
| Close |
2.864 |
2.838 |
-0.026 |
-0.9% |
2.869 |
| Range |
0.085 |
0.062 |
-0.023 |
-27.1% |
0.175 |
| ATR |
0.085 |
0.084 |
-0.002 |
-2.0% |
0.000 |
| Volume |
9,004 |
10,015 |
1,011 |
11.2% |
48,652 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.033 |
2.997 |
2.872 |
|
| R3 |
2.971 |
2.935 |
2.855 |
|
| R2 |
2.909 |
2.909 |
2.849 |
|
| R1 |
2.873 |
2.873 |
2.844 |
2.860 |
| PP |
2.847 |
2.847 |
2.847 |
2.840 |
| S1 |
2.811 |
2.811 |
2.832 |
2.798 |
| S2 |
2.785 |
2.785 |
2.827 |
|
| S3 |
2.723 |
2.749 |
2.821 |
|
| S4 |
2.661 |
2.687 |
2.804 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.440 |
3.329 |
2.965 |
|
| R3 |
3.265 |
3.154 |
2.917 |
|
| R2 |
3.090 |
3.090 |
2.901 |
|
| R1 |
2.979 |
2.979 |
2.885 |
2.947 |
| PP |
2.915 |
2.915 |
2.915 |
2.899 |
| S1 |
2.804 |
2.804 |
2.853 |
2.772 |
| S2 |
2.740 |
2.740 |
2.837 |
|
| S3 |
2.565 |
2.629 |
2.821 |
|
| S4 |
2.390 |
2.454 |
2.773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.906 |
2.791 |
0.115 |
4.1% |
0.069 |
2.4% |
41% |
False |
False |
10,267 |
| 10 |
3.025 |
2.791 |
0.234 |
8.2% |
0.075 |
2.6% |
20% |
False |
False |
10,694 |
| 20 |
3.136 |
2.791 |
0.345 |
12.2% |
0.082 |
2.9% |
14% |
False |
False |
13,237 |
| 40 |
3.136 |
2.691 |
0.445 |
15.7% |
0.085 |
3.0% |
33% |
False |
False |
11,991 |
| 60 |
3.136 |
2.500 |
0.636 |
22.4% |
0.083 |
2.9% |
53% |
False |
False |
10,146 |
| 80 |
3.136 |
2.500 |
0.636 |
22.4% |
0.083 |
2.9% |
53% |
False |
False |
9,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.146 |
|
2.618 |
3.044 |
|
1.618 |
2.982 |
|
1.000 |
2.944 |
|
0.618 |
2.920 |
|
HIGH |
2.882 |
|
0.618 |
2.858 |
|
0.500 |
2.851 |
|
0.382 |
2.844 |
|
LOW |
2.820 |
|
0.618 |
2.782 |
|
1.000 |
2.758 |
|
1.618 |
2.720 |
|
2.618 |
2.658 |
|
4.250 |
2.557 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.851 |
2.838 |
| PP |
2.847 |
2.837 |
| S1 |
2.842 |
2.837 |
|