NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 26-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2021 |
26-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2.563 |
2.617 |
0.054 |
2.1% |
2.540 |
| High |
2.629 |
2.640 |
0.011 |
0.4% |
2.640 |
| Low |
2.526 |
2.603 |
0.077 |
3.0% |
2.515 |
| Close |
2.616 |
2.619 |
0.003 |
0.1% |
2.619 |
| Range |
0.103 |
0.037 |
-0.066 |
-64.1% |
0.125 |
| ATR |
0.093 |
0.089 |
-0.004 |
-4.3% |
0.000 |
| Volume |
105,286 |
77,940 |
-27,346 |
-26.0% |
439,874 |
|
| Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.732 |
2.712 |
2.639 |
|
| R3 |
2.695 |
2.675 |
2.629 |
|
| R2 |
2.658 |
2.658 |
2.626 |
|
| R1 |
2.638 |
2.638 |
2.622 |
2.648 |
| PP |
2.621 |
2.621 |
2.621 |
2.626 |
| S1 |
2.601 |
2.601 |
2.616 |
2.611 |
| S2 |
2.584 |
2.584 |
2.612 |
|
| S3 |
2.547 |
2.564 |
2.609 |
|
| S4 |
2.510 |
2.527 |
2.599 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.966 |
2.918 |
2.688 |
|
| R3 |
2.841 |
2.793 |
2.653 |
|
| R2 |
2.716 |
2.716 |
2.642 |
|
| R1 |
2.668 |
2.668 |
2.630 |
2.692 |
| PP |
2.591 |
2.591 |
2.591 |
2.604 |
| S1 |
2.543 |
2.543 |
2.608 |
2.567 |
| S2 |
2.466 |
2.466 |
2.596 |
|
| S3 |
2.341 |
2.418 |
2.585 |
|
| S4 |
2.216 |
2.293 |
2.550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.640 |
2.515 |
0.125 |
4.8% |
0.074 |
2.8% |
83% |
True |
False |
87,974 |
| 10 |
2.640 |
2.459 |
0.181 |
6.9% |
0.079 |
3.0% |
88% |
True |
False |
87,343 |
| 20 |
2.916 |
2.459 |
0.457 |
17.4% |
0.084 |
3.2% |
35% |
False |
False |
73,446 |
| 40 |
3.060 |
2.459 |
0.601 |
22.9% |
0.097 |
3.7% |
27% |
False |
False |
73,714 |
| 60 |
3.060 |
2.445 |
0.615 |
23.5% |
0.095 |
3.6% |
28% |
False |
False |
58,699 |
| 80 |
3.060 |
2.352 |
0.708 |
27.0% |
0.096 |
3.7% |
38% |
False |
False |
49,256 |
| 100 |
3.060 |
2.352 |
0.708 |
27.0% |
0.092 |
3.5% |
38% |
False |
False |
43,475 |
| 120 |
3.060 |
2.352 |
0.708 |
27.0% |
0.085 |
3.3% |
38% |
False |
False |
37,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.797 |
|
2.618 |
2.737 |
|
1.618 |
2.700 |
|
1.000 |
2.677 |
|
0.618 |
2.663 |
|
HIGH |
2.640 |
|
0.618 |
2.626 |
|
0.500 |
2.622 |
|
0.382 |
2.617 |
|
LOW |
2.603 |
|
0.618 |
2.580 |
|
1.000 |
2.566 |
|
1.618 |
2.543 |
|
2.618 |
2.506 |
|
4.250 |
2.446 |
|
|
| Fisher Pivots for day following 26-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.622 |
2.607 |
| PP |
2.621 |
2.595 |
| S1 |
2.620 |
2.583 |
|