NYMEX Natural Gas Future September 2021

Trading Metrics calculated at close of trading on 16-Mar-2021

Day Change Summary
	Previous	Current
	15-Mar-2021	16-Mar-2021	Change	Change %	Previous Week
Open	2.720	2.660	-0.060	-2.2%	2.841
High	2.730	2.720	-0.010	-0.4%	2.880
Low	2.646	2.653	0.007	0.3%	2.741
Close	2.656	2.720	0.064	2.4%	2.761
Range	0.084	0.067	-0.017	-20.2%	0.139
ATR	0.086	0.085	-0.001	-1.6%	0.000
Volume	13,150	5,338	-7,812	-59.4%	67,998

Daily Pivots for day following 16-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.899	2.876	2.757
R3	2.832	2.809	2.738
R2	2.765	2.765	2.732
R1	2.742	2.742	2.726	2.754
PP	2.698	2.698	2.698	2.703
S1	2.675	2.675	2.714	2.687
S2	2.631	2.631	2.708
S3	2.564	2.608	2.702
S4	2.497	2.541	2.683

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	8.3%	0.080	2.9%	33%	False	False	11,175
10	3.010	2.646	0.364	13.4%	0.078	2.9%	20%	False	False	12,181
20	3.115	2.646	0.469	17.2%	0.079	2.9%	16%	False	False	13,166
40	3.115	2.646	0.469	17.2%	0.084	3.1%	16%	False	False	14,511
60	3.115	2.517	0.598	22.0%	0.083	3.1%	34%	False	False	11,894

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.005
2.618	2.895
1.618	2.828
1.000	2.787
0.618	2.761
HIGH	2.720
0.618	2.694
0.500	2.687
0.382	2.679
LOW	2.653
0.618	2.612
1.000	2.586
1.618	2.545
2.618	2.478
4.250	2.368

Fisher Pivots for day following 16-Mar-2021
Pivot	1 day	3 day
R1	2.709	2.747
PP	2.698	2.738
S1	2.687	2.729

Download as Excel Spreadsheet

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

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