NYMEX Natural Gas Future September 2021

Trading Metrics calculated at close of trading on 26-Mar-2021

Day Change Summary
	Previous	Current
	25-Mar-2021	26-Mar-2021	Change	Change %	Previous Week
Open	2.689	2.738	0.049	1.8%	2.651
High	2.745	2.760	0.015	0.5%	2.760
Low	2.662	2.726	0.064	2.4%	2.643
Close	2.737	2.741	0.004	0.1%	2.741
Range	0.083	0.034	-0.049	-59.0%	0.117
ATR	0.080	0.077	-0.003	-4.1%	0.000
Volume	8,051	6,942	-1,109	-13.8%	33,027

Daily Pivots for day following 26-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.844	2.827	2.760
R3	2.810	2.793	2.750
R2	2.776	2.776	2.747
R1	2.759	2.759	2.744	2.768
PP	2.742	2.742	2.742	2.747
S1	2.725	2.725	2.738	2.734
S2	2.708	2.708	2.735
S3	2.674	2.691	2.732
S4	2.640	2.657	2.722

Weekly Pivots for week ending 26-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.066	3.020	2.805
R3	2.949	2.903	2.773
R2	2.832	2.832	2.762
R1	2.786	2.786	2.752	2.809
PP	2.715	2.715	2.715	2.726
S1	2.669	2.669	2.730	2.692
S2	2.598	2.598	2.720
S3	2.481	2.552	2.709
S4	2.364	2.435	2.677

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.760	2.643	0.117	4.3%	0.062	2.3%	84%	True	False	6,605
10	2.760	2.594	0.166	6.1%	0.069	2.5%	89%	True	False	7,733
20	3.010	2.594	0.416	15.2%	0.073	2.7%	35%	False	False	9,835
40	3.115	2.594	0.521	19.0%	0.083	3.0%	28%	False	False	14,181
60	3.115	2.594	0.521	19.0%	0.081	3.0%	28%	False	False	12,097
80	3.115	2.516	0.599	21.9%	0.083	3.0%	38%	False	False	10,819

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Narrowest range in 88 trading days

Fibonacci Retracements and Extensions
4.250	2.905
2.618	2.849
1.618	2.815
1.000	2.794
0.618	2.781
HIGH	2.760
0.618	2.747
0.500	2.743
0.382	2.739
LOW	2.726
0.618	2.705
1.000	2.692
1.618	2.671
2.618	2.637
4.250	2.582

Fisher Pivots for day following 26-Mar-2021
Pivot	1 day	3 day
R1	2.743	2.731
PP	2.742	2.721
S1	2.742	2.711

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

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