NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 22-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2.523 |
2.540 |
0.017 |
0.7% |
2.596 |
| High |
2.583 |
2.628 |
0.045 |
1.7% |
2.602 |
| Low |
2.490 |
2.515 |
0.025 |
1.0% |
2.459 |
| Close |
2.566 |
2.619 |
0.053 |
2.1% |
2.566 |
| Range |
0.093 |
0.113 |
0.020 |
21.5% |
0.143 |
| ATR |
0.096 |
0.097 |
0.001 |
1.3% |
0.000 |
| Volume |
66,140 |
88,728 |
22,588 |
34.2% |
433,557 |
|
| Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.926 |
2.886 |
2.681 |
|
| R3 |
2.813 |
2.773 |
2.650 |
|
| R2 |
2.700 |
2.700 |
2.640 |
|
| R1 |
2.660 |
2.660 |
2.629 |
2.680 |
| PP |
2.587 |
2.587 |
2.587 |
2.598 |
| S1 |
2.547 |
2.547 |
2.609 |
2.567 |
| S2 |
2.474 |
2.474 |
2.598 |
|
| S3 |
2.361 |
2.434 |
2.588 |
|
| S4 |
2.248 |
2.321 |
2.557 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.971 |
2.912 |
2.645 |
|
| R3 |
2.828 |
2.769 |
2.605 |
|
| R2 |
2.685 |
2.685 |
2.592 |
|
| R1 |
2.626 |
2.626 |
2.579 |
2.584 |
| PP |
2.542 |
2.542 |
2.542 |
2.522 |
| S1 |
2.483 |
2.483 |
2.553 |
2.441 |
| S2 |
2.399 |
2.399 |
2.540 |
|
| S3 |
2.256 |
2.340 |
2.527 |
|
| S4 |
2.113 |
2.197 |
2.487 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.628 |
2.459 |
0.169 |
6.5% |
0.091 |
3.5% |
95% |
True |
False |
84,831 |
| 10 |
2.750 |
2.459 |
0.291 |
11.1% |
0.087 |
3.3% |
55% |
False |
False |
78,820 |
| 20 |
2.956 |
2.459 |
0.497 |
19.0% |
0.088 |
3.4% |
32% |
False |
False |
67,721 |
| 40 |
3.060 |
2.459 |
0.601 |
22.9% |
0.099 |
3.8% |
27% |
False |
False |
67,969 |
| 60 |
3.060 |
2.352 |
0.708 |
27.0% |
0.099 |
3.8% |
38% |
False |
False |
54,234 |
| 80 |
3.060 |
2.352 |
0.708 |
27.0% |
0.096 |
3.7% |
38% |
False |
False |
45,732 |
| 100 |
3.060 |
2.352 |
0.708 |
27.0% |
0.092 |
3.5% |
38% |
False |
False |
40,486 |
| 120 |
3.060 |
2.352 |
0.708 |
27.0% |
0.085 |
3.3% |
38% |
False |
False |
35,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.108 |
|
2.618 |
2.924 |
|
1.618 |
2.811 |
|
1.000 |
2.741 |
|
0.618 |
2.698 |
|
HIGH |
2.628 |
|
0.618 |
2.585 |
|
0.500 |
2.572 |
|
0.382 |
2.558 |
|
LOW |
2.515 |
|
0.618 |
2.445 |
|
1.000 |
2.402 |
|
1.618 |
2.332 |
|
2.618 |
2.219 |
|
4.250 |
2.035 |
|
|
| Fisher Pivots for day following 22-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.603 |
2.594 |
| PP |
2.587 |
2.569 |
| S1 |
2.572 |
2.544 |
|