NYMEX Natural Gas Future September 2021

Trading Metrics calculated at close of trading on 24-Feb-2021

Day Change Summary
	Previous	Current
	23-Feb-2021	24-Feb-2021	Change	Change %	Previous Week
Open	3.039	2.988	-0.051	-1.7%	3.068
High	3.047	2.990	-0.057	-1.9%	3.115
Low	2.977	2.924	-0.053	-1.8%	2.996
Close	2.986	2.926	-0.060	-2.0%	3.073
Range	0.070	0.066	-0.004	-5.7%	0.119
ATR	0.096	0.094	-0.002	-2.2%	0.000
Volume	12,978	15,754	2,776	21.4%	71,213

Daily Pivots for day following 24-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.145	3.101	2.962
R3	3.079	3.035	2.944
R2	3.013	3.013	2.938
R1	2.969	2.969	2.932	2.958
PP	2.947	2.947	2.947	2.941
S1	2.903	2.903	2.920	2.892
S2	2.881	2.881	2.914
S3	2.815	2.837	2.908
S4	2.749	2.771	2.890

Weekly Pivots for week ending 19-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.418	3.365	3.138
R3	3.299	3.246	3.106
R2	3.180	3.180	3.095
R1	3.127	3.127	3.084	3.154
PP	3.061	3.061	3.061	3.075
S1	3.008	3.008	3.062	3.035
S2	2.942	2.942	3.051
S3	2.823	2.889	3.040
S4	2.704	2.770	3.008

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.115	2.924	0.191	6.5%	0.086	3.0%	1%	False	True	14,895
10	3.115	2.904	0.211	7.2%	0.094	3.2%	10%	False	False	18,773
20	3.115	2.758	0.357	12.2%	0.094	3.2%	47%	False	False	17,557
40	3.115	2.517	0.598	20.4%	0.086	3.0%	68%	False	False	12,885
60	3.115	2.516	0.599	20.5%	0.086	2.9%	68%	False	False	10,786

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	3.271
2.618	3.163
1.618	3.097
1.000	3.056
0.618	3.031
HIGH	2.990
0.618	2.965
0.500	2.957
0.382	2.949
LOW	2.924
0.618	2.883
1.000	2.858
1.618	2.817
2.618	2.751
4.250	2.644

Fisher Pivots for day following 24-Feb-2021
Pivot	1 day	3 day
R1	2.957	2.999
PP	2.947	2.974
S1	2.936	2.950

Download as Excel Spreadsheet

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

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