NYMEX Natural Gas Future September 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	2.814	2.850	0.036	1.3%	2.938
High	2.866	2.873	0.007	0.2%	3.010
Low	2.780	2.817	0.037	1.3%	2.843
Close	2.853	2.827	-0.026	-0.9%	2.859
Range	0.086	0.056	-0.030	-34.9%	0.167
ATR	0.084	0.082	-0.002	-2.4%	0.000
Volume	12,801	12,424	-377	-2.9%	51,373

Daily Pivots for day following 11-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.007	2.973	2.858
R3	2.951	2.917	2.842
R2	2.895	2.895	2.837
R1	2.861	2.861	2.832	2.850
PP	2.839	2.839	2.839	2.834
S1	2.805	2.805	2.822	2.794
S2	2.783	2.783	2.817
S3	2.727	2.749	2.812
S4	2.671	2.693	2.796

Weekly Pivots for week ending 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.405	3.299	2.951
R3	3.238	3.132	2.905
R2	3.071	3.071	2.890
R1	2.965	2.965	2.874	2.935
PP	2.904	2.904	2.904	2.889
S1	2.798	2.798	2.844	2.768
S2	2.737	2.737	2.828
S3	2.570	2.631	2.813
S4	2.403	2.464	2.767

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.898	2.780	0.118	4.2%	0.069	2.4%	40%	False	False	14,030
10	3.010	2.780	0.230	8.1%	0.073	2.6%	20%	False	False	12,815
20	3.115	2.780	0.335	11.9%	0.081	2.9%	14%	False	False	15,285
40	3.115	2.682	0.433	15.3%	0.084	3.0%	33%	False	False	14,226
60	3.115	2.517	0.598	21.2%	0.082	2.9%	52%	False	False	11,613

Crabel Price Patterns
NR	True
NR4	True
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	0.023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.111
2.618	3.020
1.618	2.964
1.000	2.929
0.618	2.908
HIGH	2.873
0.618	2.852
0.500	2.845
0.382	2.838
LOW	2.817
0.618	2.782
1.000	2.761
1.618	2.726
2.618	2.670
4.250	2.579

Fisher Pivots for day following 11-Mar-2021
Pivot	1 day	3 day
R1	2.845	2.827
PP	2.839	2.827
S1	2.833	2.827

Download as Excel Spreadsheet

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

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