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 |
|
|
|
| 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 |
|