NYMEX Natural Gas Future September 2021

Trading Metrics calculated at close of trading on 22-Mar-2021

Day Change Summary
	Previous	Current
	19-Mar-2021	22-Mar-2021	Change	Change %	Previous Week
Open	2.656	2.651	-0.005	-0.2%	2.720
High	2.701	2.742	0.041	1.5%	2.730
Low	2.619	2.643	0.024	0.9%	2.594
Close	2.686	2.736	0.050	1.9%	2.686
Range	0.082	0.099	0.017	20.7%	0.136
ATR	0.083	0.084	0.001	1.3%	0.000
Volume	7,692	5,513	-2,179	-28.3%	44,303

Daily Pivots for day following 22-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.004	2.969	2.790
R3	2.905	2.870	2.763
R2	2.806	2.806	2.754
R1	2.771	2.771	2.745	2.789
PP	2.707	2.707	2.707	2.716
S1	2.672	2.672	2.727	2.690
S2	2.608	2.608	2.718
S3	2.509	2.573	2.709
S4	2.410	2.474	2.682

Weekly Pivots for week ending 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.078	3.018	2.761
R3	2.942	2.882	2.723
R2	2.806	2.806	2.711
R1	2.746	2.746	2.698	2.708
PP	2.670	2.670	2.670	2.651
S1	2.610	2.610	2.674	2.572
S2	2.534	2.534	2.661
S3	2.398	2.474	2.649
S4	2.262	2.338	2.611

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.742	2.594	0.148	5.4%	0.079	2.9%	96%	True	False	7,333
10	2.873	2.594	0.279	10.2%	0.079	2.9%	51%	False	False	10,128
20	3.047	2.594	0.453	16.6%	0.076	2.8%	31%	False	False	11,638
40	3.115	2.594	0.521	19.0%	0.085	3.1%	27%	False	False	14,270
60	3.115	2.517	0.598	21.9%	0.085	3.1%	37%	False	False	12,108
80	3.115	2.516	0.599	21.9%	0.083	3.0%	37%	False	False	10,757

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	0.017
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.163
2.618	3.001
1.618	2.902
1.000	2.841
0.618	2.803
HIGH	2.742
0.618	2.704
0.500	2.693
0.382	2.681
LOW	2.643
0.618	2.582
1.000	2.544
1.618	2.483
2.618	2.384
4.250	2.222

Fisher Pivots for day following 22-Mar-2021
Pivot	1 day	3 day
R1	2.722	2.713
PP	2.707	2.691
S1	2.693	2.668

Download as Excel Spreadsheet

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

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