NYMEX Natural Gas Future October 2021

Trading Metrics calculated at close of trading on 31-Mar-2021

Day Change Summary
	Previous	Current
	30-Mar-2021	31-Mar-2021	Change	Change %	Previous Week
Open	2.769	2.756	-0.013	-0.5%	2.680
High	2.800	2.785	-0.015	-0.5%	2.772
Low	2.737	2.721	-0.016	-0.6%	2.658
Close	2.756	2.755	-0.001	0.0%	2.755
Range	0.063	0.064	0.001	1.6%	0.114
ATR	0.074	0.073	-0.001	-1.0%	0.000
Volume	11,470	16,552	5,082	44.3%	76,117

Daily Pivots for day following 31-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.946	2.914	2.790
R3	2.882	2.850	2.773
R2	2.818	2.818	2.767
R1	2.786	2.786	2.761	2.770
PP	2.754	2.754	2.754	2.746
S1	2.722	2.722	2.749	2.706
S2	2.690	2.690	2.743
S3	2.626	2.658	2.737
S4	2.562	2.594	2.720

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%	0.059	2.1%	63%	False	False	15,093
10	2.800	2.608	0.192	7.0%	0.066	2.4%	77%	False	False	16,734
20	2.968	2.608	0.360	13.1%	0.072	2.6%	41%	False	False	20,424
40	3.120	2.608	0.512	18.6%	0.080	2.9%	29%	False	False	25,551
60	3.120	2.608	0.512	18.6%	0.080	2.9%	29%	False	False	25,221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.057
2.618	2.953
1.618	2.889
1.000	2.849
0.618	2.825
HIGH	2.785
0.618	2.761
0.500	2.753
0.382	2.745
LOW	2.721
0.618	2.681
1.000	2.657
1.618	2.617
2.618	2.553
4.250	2.449

Fisher Pivots for day following 31-Mar-2021
Pivot	1 day	3 day
R1	2.754	2.761
PP	2.754	2.759
S1	2.753	2.757

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols