NYMEX Natural Gas Future September 2021

Trading Metrics calculated at close of trading on 23-Mar-2021

Day Change Summary
	Previous	Current
	22-Mar-2021	23-Mar-2021	Change	Change %	Previous Week
Open	2.651	2.730	0.079	3.0%	2.720
High	2.742	2.731	-0.011	-0.4%	2.730
Low	2.643	2.679	0.036	1.4%	2.594
Close	2.736	2.683	-0.053	-1.9%	2.686
Range	0.099	0.052	-0.047	-47.5%	0.136
ATR	0.084	0.082	-0.002	-2.3%	0.000
Volume	5,513	6,141	628	11.4%	44,303

Daily Pivots for day following 23-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.854	2.820	2.712
R3	2.802	2.768	2.697
R2	2.750	2.750	2.693
R1	2.716	2.716	2.688	2.707
PP	2.698	2.698	2.698	2.693
S1	2.664	2.664	2.678	2.655
S2	2.646	2.646	2.673
S3	2.594	2.612	2.669
S4	2.542	2.560	2.654

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	5.5%	0.076	2.8%	60%	False	False	7,493
10	2.873	2.594	0.279	10.4%	0.078	2.9%	32%	False	False	9,334
20	3.010	2.594	0.416	15.5%	0.075	2.8%	21%	False	False	11,296
40	3.115	2.594	0.521	19.4%	0.084	3.1%	17%	False	False	14,200
60	3.115	2.517	0.598	22.3%	0.083	3.1%	28%	False	False	12,123
80	3.115	2.516	0.599	22.3%	0.083	3.1%	28%	False	False	10,775

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	2.952
2.618	2.867
1.618	2.815
1.000	2.783
0.618	2.763
HIGH	2.731
0.618	2.711
0.500	2.705
0.382	2.699
LOW	2.679
0.618	2.647
1.000	2.627
1.618	2.595
2.618	2.543
4.250	2.458

Fisher Pivots for day following 23-Mar-2021
Pivot	1 day	3 day
R1	2.705	2.682
PP	2.698	2.681
S1	2.690	2.681

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

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