NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2.786 |
2.760 |
-0.026 |
-0.9% |
2.775 |
| High |
2.807 |
2.782 |
-0.025 |
-0.9% |
2.820 |
| Low |
2.736 |
2.678 |
-0.058 |
-2.1% |
2.678 |
| Close |
2.760 |
2.695 |
-0.065 |
-2.4% |
2.695 |
| Range |
0.071 |
0.104 |
0.033 |
46.5% |
0.142 |
| ATR |
0.091 |
0.092 |
0.001 |
1.0% |
0.000 |
| Volume |
26,156 |
36,069 |
9,913 |
37.9% |
156,690 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.030 |
2.967 |
2.752 |
|
| R3 |
2.926 |
2.863 |
2.724 |
|
| R2 |
2.822 |
2.822 |
2.714 |
|
| R1 |
2.759 |
2.759 |
2.705 |
2.739 |
| PP |
2.718 |
2.718 |
2.718 |
2.708 |
| S1 |
2.655 |
2.655 |
2.685 |
2.635 |
| S2 |
2.614 |
2.614 |
2.676 |
|
| S3 |
2.510 |
2.551 |
2.666 |
|
| S4 |
2.406 |
2.447 |
2.638 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.157 |
3.068 |
2.773 |
|
| R3 |
3.015 |
2.926 |
2.734 |
|
| R2 |
2.873 |
2.873 |
2.721 |
|
| R1 |
2.784 |
2.784 |
2.708 |
2.758 |
| PP |
2.731 |
2.731 |
2.731 |
2.718 |
| S1 |
2.642 |
2.642 |
2.682 |
2.616 |
| S2 |
2.589 |
2.589 |
2.669 |
|
| S3 |
2.447 |
2.500 |
2.656 |
|
| S4 |
2.305 |
2.358 |
2.617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.820 |
2.678 |
0.142 |
5.3% |
0.085 |
3.2% |
12% |
False |
True |
31,338 |
| 10 |
2.958 |
2.678 |
0.280 |
10.4% |
0.084 |
3.1% |
6% |
False |
True |
27,187 |
| 20 |
3.084 |
2.678 |
0.406 |
15.1% |
0.087 |
3.2% |
4% |
False |
True |
32,383 |
| 40 |
3.084 |
2.593 |
0.491 |
18.2% |
0.093 |
3.5% |
21% |
False |
False |
28,712 |
| 60 |
3.084 |
2.411 |
0.673 |
25.0% |
0.092 |
3.4% |
42% |
False |
False |
23,906 |
| 80 |
3.084 |
2.411 |
0.673 |
25.0% |
0.092 |
3.4% |
42% |
False |
False |
21,635 |
| 100 |
3.084 |
2.411 |
0.673 |
25.0% |
0.085 |
3.2% |
42% |
False |
False |
18,576 |
| 120 |
3.084 |
2.411 |
0.673 |
25.0% |
0.079 |
2.9% |
42% |
False |
False |
16,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.224 |
|
2.618 |
3.054 |
|
1.618 |
2.950 |
|
1.000 |
2.886 |
|
0.618 |
2.846 |
|
HIGH |
2.782 |
|
0.618 |
2.742 |
|
0.500 |
2.730 |
|
0.382 |
2.718 |
|
LOW |
2.678 |
|
0.618 |
2.614 |
|
1.000 |
2.574 |
|
1.618 |
2.510 |
|
2.618 |
2.406 |
|
4.250 |
2.236 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.730 |
2.743 |
| PP |
2.718 |
2.727 |
| S1 |
2.707 |
2.711 |
|