NYMEX Natural Gas Future May 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 |
2.703 |
2.596 |
-0.107 |
-4.0% |
2.725 |
| High |
2.727 |
2.602 |
-0.125 |
-4.6% |
2.770 |
| Low |
2.619 |
2.518 |
-0.101 |
-3.9% |
2.619 |
| Close |
2.636 |
2.523 |
-0.113 |
-4.3% |
2.636 |
| Range |
0.108 |
0.084 |
-0.024 |
-22.2% |
0.151 |
| ATR |
0.098 |
0.099 |
0.001 |
1.5% |
0.000 |
| Volume |
67,457 |
98,130 |
30,673 |
45.5% |
346,563 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.800 |
2.745 |
2.569 |
|
| R3 |
2.716 |
2.661 |
2.546 |
|
| R2 |
2.632 |
2.632 |
2.538 |
|
| R1 |
2.577 |
2.577 |
2.531 |
2.563 |
| PP |
2.548 |
2.548 |
2.548 |
2.540 |
| S1 |
2.493 |
2.493 |
2.515 |
2.479 |
| S2 |
2.464 |
2.464 |
2.508 |
|
| S3 |
2.380 |
2.409 |
2.500 |
|
| S4 |
2.296 |
2.325 |
2.477 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.128 |
3.033 |
2.719 |
|
| R3 |
2.977 |
2.882 |
2.678 |
|
| R2 |
2.826 |
2.826 |
2.664 |
|
| R1 |
2.731 |
2.731 |
2.650 |
2.703 |
| PP |
2.675 |
2.675 |
2.675 |
2.661 |
| S1 |
2.580 |
2.580 |
2.622 |
2.552 |
| S2 |
2.524 |
2.524 |
2.608 |
|
| S3 |
2.373 |
2.429 |
2.594 |
|
| S4 |
2.222 |
2.278 |
2.553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.750 |
2.518 |
0.232 |
9.2% |
0.084 |
3.3% |
2% |
False |
True |
72,810 |
| 10 |
2.916 |
2.518 |
0.398 |
15.8% |
0.090 |
3.6% |
1% |
False |
True |
65,710 |
| 20 |
3.060 |
2.518 |
0.542 |
21.5% |
0.092 |
3.6% |
1% |
False |
True |
65,319 |
| 40 |
3.060 |
2.518 |
0.542 |
21.5% |
0.099 |
3.9% |
1% |
False |
True |
60,608 |
| 60 |
3.060 |
2.352 |
0.708 |
28.1% |
0.097 |
3.8% |
24% |
False |
False |
48,313 |
| 80 |
3.060 |
2.352 |
0.708 |
28.1% |
0.096 |
3.8% |
24% |
False |
False |
41,777 |
| 100 |
3.060 |
2.352 |
0.708 |
28.1% |
0.090 |
3.6% |
24% |
False |
False |
36,685 |
| 120 |
3.060 |
2.352 |
0.708 |
28.1% |
0.083 |
3.3% |
24% |
False |
False |
32,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.959 |
|
2.618 |
2.822 |
|
1.618 |
2.738 |
|
1.000 |
2.686 |
|
0.618 |
2.654 |
|
HIGH |
2.602 |
|
0.618 |
2.570 |
|
0.500 |
2.560 |
|
0.382 |
2.550 |
|
LOW |
2.518 |
|
0.618 |
2.466 |
|
1.000 |
2.434 |
|
1.618 |
2.382 |
|
2.618 |
2.298 |
|
4.250 |
2.161 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.560 |
2.634 |
| PP |
2.548 |
2.597 |
| S1 |
2.535 |
2.560 |
|