NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 11-Mar-2021
Day Change Summary
Previous Current
10-Mar-2021 11-Mar-2021 Change Change % Previous Week
Open 2.748 2.786 0.038 1.4% 2.893
High 2.799 2.807 0.008 0.3% 2.958
Low 2.710 2.736 0.026 1.0% 2.774
Close 2.785 2.760 -0.025 -0.9% 2.793
Range 0.089 0.071 -0.018 -20.2% 0.184
ATR 0.093 0.091 -0.002 -1.7% 0.000
Volume 26,596 26,156 -440 -1.7% 115,189
Daily Pivots for day following 11-Mar-2021
Classic Woodie Camarilla DeMark
R4 2.981 2.941 2.799
R3 2.910 2.870 2.780
R2 2.839 2.839 2.773
R1 2.799 2.799 2.767 2.784
PP 2.768 2.768 2.768 2.760
S1 2.728 2.728 2.753 2.713
S2 2.697 2.697 2.747
S3 2.626 2.657 2.740
S4 2.555 2.586 2.721
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 3.394 3.277 2.894
R3 3.210 3.093 2.844
R2 3.026 3.026 2.827
R1 2.909 2.909 2.810 2.876
PP 2.842 2.842 2.842 2.825
S1 2.725 2.725 2.776 2.692
S2 2.658 2.658 2.759
S3 2.474 2.541 2.742
S4 2.290 2.357 2.692
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.836 2.710 0.126 4.6% 0.077 2.8% 40% False False 30,880
10 2.958 2.710 0.248 9.0% 0.082 3.0% 20% False False 28,253
20 3.084 2.710 0.374 13.6% 0.088 3.2% 13% False False 32,417
40 3.084 2.593 0.491 17.8% 0.092 3.3% 34% False False 28,254
60 3.084 2.411 0.673 24.4% 0.091 3.3% 52% False False 23,606
80 3.084 2.411 0.673 24.4% 0.091 3.3% 52% False False 21,290
100 3.084 2.411 0.673 24.4% 0.084 3.1% 52% False False 18,278
120 3.084 2.411 0.673 24.4% 0.078 2.8% 52% False False 16,107
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.109
2.618 2.993
1.618 2.922
1.000 2.878
0.618 2.851
HIGH 2.807
0.618 2.780
0.500 2.772
0.382 2.763
LOW 2.736
0.618 2.692
1.000 2.665
1.618 2.621
2.618 2.550
4.250 2.434
Fisher Pivots for day following 11-Mar-2021
Pivot 1 day 3 day
R1 2.772 2.760
PP 2.768 2.759
S1 2.764 2.759

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

View Archives - Comment on this page... - Back to Index of Symbols