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 |
|
|
|
| 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 |
|