NYMEX Natural Gas Future October 2021

Trading Metrics calculated at close of trading on 30-Mar-2021

Day Change Summary
	Previous	Current
	29-Mar-2021	30-Mar-2021	Change	Change %	Previous Week
Open	2.763	2.769	0.006	0.2%	2.680
High	2.781	2.800	0.019	0.7%	2.772
Low	2.728	2.737	0.009	0.3%	2.658
Close	2.776	2.756	-0.020	-0.7%	2.755
Range	0.053	0.063	0.010	18.9%	0.114
ATR	0.075	0.074	-0.001	-1.1%	0.000
Volume	17,848	11,470	-6,378	-35.7%	76,117

Daily Pivots for day following 30-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.953	2.918	2.791
R3	2.890	2.855	2.773
R2	2.827	2.827	2.768
R1	2.792	2.792	2.762	2.778
PP	2.764	2.764	2.764	2.758
S1	2.729	2.729	2.750	2.715
S2	2.701	2.701	2.744
S3	2.638	2.666	2.739
S4	2.575	2.603	2.721

Weekly Pivots for week ending 26-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.070	3.027	2.818
R3	2.956	2.913	2.786
R2	2.842	2.842	2.776
R1	2.799	2.799	2.765	2.821
PP	2.728	2.728	2.728	2.739
S1	2.685	2.685	2.745	2.707
S2	2.614	2.614	2.734
S3	2.500	2.571	2.724
S4	2.386	2.457	2.692

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.800	2.677	0.123	4.5%	0.055	2.0%	64%	True	False	14,056
10	2.800	2.608	0.192	7.0%	0.066	2.4%	77%	True	False	17,246
20	3.021	2.608	0.413	15.0%	0.072	2.6%	36%	False	False	20,524
40	3.120	2.608	0.512	18.6%	0.081	2.9%	29%	False	False	26,397
60	3.120	2.608	0.512	18.6%	0.080	2.9%	29%	False	False	25,260

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.068
2.618	2.965
1.618	2.902
1.000	2.863
0.618	2.839
HIGH	2.800
0.618	2.776
0.500	2.769
0.382	2.761
LOW	2.737
0.618	2.698
1.000	2.674
1.618	2.635
2.618	2.572
4.250	2.469

Fisher Pivots for day following 30-Mar-2021
Pivot	1 day	3 day
R1	2.769	2.764
PP	2.764	2.761
S1	2.760	2.759

Download as Excel Spreadsheet

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

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