NYMEX Natural Gas Future September 2021

Trading Metrics calculated at close of trading on 12-Mar-2021

Day Change Summary
	Previous	Current
	11-Mar-2021	12-Mar-2021	Change	Change %	Previous Week
Open	2.850	2.830	-0.020	-0.7%	2.841
High	2.873	2.847	-0.026	-0.9%	2.880
Low	2.817	2.741	-0.076	-2.7%	2.741
Close	2.827	2.761	-0.066	-2.3%	2.761
Range	0.056	0.106	0.050	89.3%	0.139
ATR	0.082	0.084	0.002	2.1%	0.000
Volume	12,424	12,165	-259	-2.1%	67,998

Daily Pivots for day following 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.101	3.037	2.819
R3	2.995	2.931	2.790
R2	2.889	2.889	2.780
R1	2.825	2.825	2.771	2.804
PP	2.783	2.783	2.783	2.773
S1	2.719	2.719	2.751	2.698
S2	2.677	2.677	2.742
S3	2.571	2.613	2.732
S4	2.465	2.507	2.703

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.211	3.125	2.837
R3	3.072	2.986	2.799
R2	2.933	2.933	2.786
R1	2.847	2.847	2.774	2.821
PP	2.794	2.794	2.794	2.781
S1	2.708	2.708	2.748	2.682
S2	2.655	2.655	2.736
S3	2.516	2.569	2.723
S4	2.377	2.430	2.685

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.880	2.741	0.139	5.0%	0.079	2.9%	14%	False	True	13,599
10	3.010	2.741	0.269	9.7%	0.076	2.7%	7%	False	True	11,937
20	3.115	2.741	0.374	13.5%	0.080	2.9%	5%	False	True	14,301
40	3.115	2.682	0.433	15.7%	0.085	3.1%	18%	False	False	14,387
60	3.115	2.517	0.598	21.7%	0.082	3.0%	41%	False	False	11,711

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.298
2.618	3.125
1.618	3.019
1.000	2.953
0.618	2.913
HIGH	2.847
0.618	2.807
0.500	2.794
0.382	2.781
LOW	2.741
0.618	2.675
1.000	2.635
1.618	2.569
2.618	2.463
4.250	2.291

Fisher Pivots for day following 12-Mar-2021
Pivot	1 day	3 day
R1	2.794	2.807
PP	2.783	2.792
S1	2.772	2.776

Download as Excel Spreadsheet

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

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