NYMEX Natural Gas Future December 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	3.025	2.923	-0.102	-3.4%	3.049
High	3.035	2.935	-0.100	-3.3%	3.072
Low	2.945	2.865	-0.080	-2.7%	2.945
Close	2.965	2.878	-0.087	-2.9%	2.965
Range	0.090	0.070	-0.020	-22.2%	0.127
ATR	0.068	0.070	0.002	3.4%	0.000
Volume	3,738	8,305	4,567	122.2%	25,131

Daily Pivots for day following 15-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.103	3.060	2.917
R3	3.033	2.990	2.897
R2	2.963	2.963	2.891
R1	2.920	2.920	2.884	2.907
PP	2.893	2.893	2.893	2.886
S1	2.850	2.850	2.872	2.837
S2	2.823	2.823	2.865
S3	2.753	2.780	2.859
S4	2.683	2.710	2.840

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.375	3.297	3.035
R3	3.248	3.170	3.000
R2	3.121	3.121	2.988
R1	3.043	3.043	2.977	3.019
PP	2.994	2.994	2.994	2.982
S1	2.916	2.916	2.953	2.892
S2	2.867	2.867	2.942
S3	2.740	2.789	2.930
S4	2.613	2.662	2.895

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.067	2.865	0.202	7.0%	0.069	2.4%	6%	False	True	5,191
10	3.189	2.865	0.324	11.3%	0.072	2.5%	4%	False	True	5,515

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	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.233
2.618	3.118
1.618	3.048
1.000	3.005
0.618	2.978
HIGH	2.935
0.618	2.908
0.500	2.900
0.382	2.892
LOW	2.865
0.618	2.822
1.000	2.795
1.618	2.752
2.618	2.682
4.250	2.568

Fisher Pivots for day following 15-Mar-2021
Pivot	1 day	3 day
R1	2.900	2.966
PP	2.893	2.937
S1	2.885	2.907

Download as Excel Spreadsheet

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

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