NYMEX Natural Gas Future September 2021

Trading Metrics calculated at close of trading on 15-Mar-2021

Day Change Summary
	Previous	Current
	12-Mar-2021	15-Mar-2021	Change	Change %	Previous Week
Open	2.830	2.720	-0.110	-3.9%	2.841
High	2.847	2.730	-0.117	-4.1%	2.880
Low	2.741	2.646	-0.095	-3.5%	2.741
Close	2.761	2.656	-0.105	-3.8%	2.761
Range	0.106	0.084	-0.022	-20.8%	0.139
ATR	0.084	0.086	0.002	2.7%	0.000
Volume	12,165	13,150	985	8.1%	67,998

Daily Pivots for day following 15-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.929	2.877	2.702
R3	2.845	2.793	2.679
R2	2.761	2.761	2.671
R1	2.709	2.709	2.664	2.693
PP	2.677	2.677	2.677	2.670
S1	2.625	2.625	2.648	2.609
S2	2.593	2.593	2.641
S3	2.509	2.541	2.633
S4	2.425	2.457	2.610

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	2.873	2.646	0.227	8.5%	0.078	2.9%	4%	False	True	12,924
10	3.010	2.646	0.364	13.7%	0.079	3.0%	3%	False	True	12,442
20	3.115	2.646	0.469	17.7%	0.080	3.0%	2%	False	True	14,061
40	3.115	2.646	0.469	17.7%	0.084	3.2%	2%	False	True	14,530
60	3.115	2.517	0.598	22.5%	0.083	3.1%	23%	False	False	11,850

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.087
2.618	2.950
1.618	2.866
1.000	2.814
0.618	2.782
HIGH	2.730
0.618	2.698
0.500	2.688
0.382	2.678
LOW	2.646
0.618	2.594
1.000	2.562
1.618	2.510
2.618	2.426
4.250	2.289

Fisher Pivots for day following 15-Mar-2021
Pivot	1 day	3 day
R1	2.688	2.760
PP	2.677	2.725
S1	2.667	2.691

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols