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

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	3.146
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

Download as Excel Spreadsheet

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

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