NYMEX Natural Gas Future October 2021


Trading Metrics calculated at close of trading on 15-Mar-2021
Day Change Summary
Previous Current
12-Mar-2021 15-Mar-2021 Change Change % Previous Week
Open 2.843 2.735 -0.108 -3.8% 2.853
High 2.856 2.748 -0.108 -3.8% 2.890
Low 2.755 2.659 -0.096 -3.5% 2.755
Close 2.775 2.670 -0.105 -3.8% 2.775
Range 0.101 0.089 -0.012 -11.9% 0.135
ATR 0.083 0.085 0.002 2.9% 0.000
Volume 24,247 35,666 11,419 47.1% 106,338
Daily Pivots for day following 15-Mar-2021
Classic Woodie Camarilla DeMark
R4 2.959 2.904 2.719
R3 2.870 2.815 2.694
R2 2.781 2.781 2.686
R1 2.726 2.726 2.678 2.709
PP 2.692 2.692 2.692 2.684
S1 2.637 2.637 2.662 2.620
S2 2.603 2.603 2.654
S3 2.514 2.548 2.646
S4 2.425 2.459 2.621
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 3.212 3.128 2.849
R3 3.077 2.993 2.812
R2 2.942 2.942 2.800
R1 2.858 2.858 2.787 2.833
PP 2.807 2.807 2.807 2.794
S1 2.723 2.723 2.763 2.698
S2 2.672 2.672 2.750
S3 2.537 2.588 2.738
S4 2.402 2.453 2.701
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.885 2.659 0.226 8.5% 0.079 3.0% 5% False True 23,339
10 3.021 2.659 0.362 13.6% 0.079 2.9% 3% False True 23,232
20 3.120 2.659 0.461 17.3% 0.080 3.0% 2% False True 27,122
40 3.120 2.659 0.461 17.3% 0.083 3.1% 2% False True 28,000
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.126
2.618 2.981
1.618 2.892
1.000 2.837
0.618 2.803
HIGH 2.748
0.618 2.714
0.500 2.704
0.382 2.693
LOW 2.659
0.618 2.604
1.000 2.570
1.618 2.515
2.618 2.426
4.250 2.281
Fisher Pivots for day following 15-Mar-2021
Pivot 1 day 3 day
R1 2.704 2.772
PP 2.692 2.738
S1 2.681 2.704

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

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