NYMEX Natural Gas Future September 2021

Trading Metrics calculated at close of trading on 24-Mar-2021

Day Change Summary
	Previous	Current
	23-Mar-2021	24-Mar-2021	Change	Change %	Previous Week
Open	2.730	2.682	-0.048	-1.8%	2.720
High	2.731	2.716	-0.015	-0.5%	2.730
Low	2.679	2.672	-0.007	-0.3%	2.594
Close	2.683	2.698	0.015	0.6%	2.686
Range	0.052	0.044	-0.008	-15.4%	0.136
ATR	0.082	0.080	-0.003	-3.3%	0.000
Volume	6,141	6,380	239	3.9%	44,303

Daily Pivots for day following 24-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.827	2.807	2.722
R3	2.783	2.763	2.710
R2	2.739	2.739	2.706
R1	2.719	2.719	2.702	2.729
PP	2.695	2.695	2.695	2.701
S1	2.675	2.675	2.694	2.685
S2	2.651	2.651	2.690
S3	2.607	2.631	2.686
S4	2.563	2.587	2.674

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%	0.072	2.7%	70%	False	False	7,169
10	2.873	2.594	0.279	10.3%	0.074	2.7%	37%	False	False	8,692
20	3.010	2.594	0.416	15.4%	0.074	2.8%	25%	False	False	10,828
40	3.115	2.594	0.521	19.3%	0.084	3.1%	20%	False	False	14,193
60	3.115	2.517	0.598	22.2%	0.082	3.1%	30%	False	False	12,199
80	3.115	2.516	0.599	22.2%	0.083	3.1%	30%	False	False	10,796

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.012
Narrowest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	2.903
2.618	2.831
1.618	2.787
1.000	2.760
0.618	2.743
HIGH	2.716
0.618	2.699
0.500	2.694
0.382	2.689
LOW	2.672
0.618	2.645
1.000	2.628
1.618	2.601
2.618	2.557
4.250	2.485

Fisher Pivots for day following 24-Mar-2021
Pivot	1 day	3 day
R1	2.697	2.696
PP	2.695	2.694
S1	2.694	2.693

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

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