NYMEX Natural Gas Future March 2022

Trading Metrics calculated at close of trading on 11-Aug-2021

Day Change Summary
	Previous	Current
	10-Aug-2021	11-Aug-2021	Change	Change %	Previous Week
Open	3.942	3.997	0.055	1.4%	3.874
High	4.010	4.003	-0.007	-0.2%	4.070
Low	3.924	3.893	-0.031	-0.8%	3.837
Close	3.982	3.967	-0.015	-0.4%	4.023
Range	0.086	0.110	0.024	27.9%	0.233
ATR	0.097	0.098	0.001	1.0%	0.000
Volume	17,101	19,142	2,041	11.9%	93,178

Daily Pivots for day following 11-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	4.284	4.236	4.028
R3	4.174	4.126	3.997
R2	4.064	4.064	3.987
R1	4.016	4.016	3.977	3.985
PP	3.954	3.954	3.954	3.939
S1	3.906	3.906	3.957	3.875
S2	3.844	3.844	3.947
S3	3.734	3.796	3.937
S4	3.624	3.686	3.907

Weekly Pivots for week ending 06-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	4.676	4.582	4.151
R3	4.443	4.349	4.087
R2	4.210	4.210	4.066
R1	4.116	4.116	4.044	4.163
PP	3.977	3.977	3.977	4.000
S1	3.883	3.883	4.002	3.930
S2	3.744	3.744	3.980
S3	3.511	3.650	3.959
S4	3.278	3.417	3.895

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.070	3.893	0.177	4.5%	0.092	2.3%	42%	False	True	18,414
10	4.070	3.785	0.285	7.2%	0.101	2.5%	64%	False	False	18,953
20	4.070	3.536	0.534	13.5%	0.095	2.4%	81%	False	False	16,035
40	4.070	3.186	0.884	22.3%	0.091	2.3%	88%	False	False	16,864

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.471
2.618	4.291
1.618	4.181
1.000	4.113
0.618	4.071
HIGH	4.003
0.618	3.961
0.500	3.948
0.382	3.935
LOW	3.893
0.618	3.825
1.000	3.783
1.618	3.715
2.618	3.605
4.250	3.426

Fisher Pivots for day following 11-Aug-2021
Pivot	1 day	3 day
R1	3.961	3.972
PP	3.954	3.970
S1	3.948	3.969

Download as Excel Spreadsheet

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

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