NYMEX Natural Gas Future June 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 |
2.760 |
2.656 |
-0.104 |
-3.8% |
2.775 |
| High |
2.782 |
2.663 |
-0.119 |
-4.3% |
2.820 |
| Low |
2.678 |
2.580 |
-0.098 |
-3.7% |
2.678 |
| Close |
2.695 |
2.586 |
-0.109 |
-4.0% |
2.695 |
| Range |
0.104 |
0.083 |
-0.021 |
-20.2% |
0.142 |
| ATR |
0.092 |
0.094 |
0.002 |
1.8% |
0.000 |
| Volume |
36,069 |
47,504 |
11,435 |
31.7% |
156,690 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.859 |
2.805 |
2.632 |
|
| R3 |
2.776 |
2.722 |
2.609 |
|
| R2 |
2.693 |
2.693 |
2.601 |
|
| R1 |
2.639 |
2.639 |
2.594 |
2.625 |
| PP |
2.610 |
2.610 |
2.610 |
2.602 |
| S1 |
2.556 |
2.556 |
2.578 |
2.542 |
| S2 |
2.527 |
2.527 |
2.571 |
|
| S3 |
2.444 |
2.473 |
2.563 |
|
| S4 |
2.361 |
2.390 |
2.540 |
|
|
| 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 |
2.807 |
2.580 |
0.227 |
8.8% |
0.082 |
3.2% |
3% |
False |
True |
33,818 |
| 10 |
2.958 |
2.580 |
0.378 |
14.6% |
0.085 |
3.3% |
2% |
False |
True |
30,216 |
| 20 |
3.084 |
2.580 |
0.504 |
19.5% |
0.086 |
3.3% |
1% |
False |
True |
33,353 |
| 40 |
3.084 |
2.580 |
0.504 |
19.5% |
0.093 |
3.6% |
1% |
False |
True |
29,422 |
| 60 |
3.084 |
2.411 |
0.673 |
26.0% |
0.092 |
3.6% |
26% |
False |
False |
24,524 |
| 80 |
3.084 |
2.411 |
0.673 |
26.0% |
0.091 |
3.5% |
26% |
False |
False |
22,076 |
| 100 |
3.084 |
2.411 |
0.673 |
26.0% |
0.085 |
3.3% |
26% |
False |
False |
19,001 |
| 120 |
3.084 |
2.411 |
0.673 |
26.0% |
0.079 |
3.1% |
26% |
False |
False |
16,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.016 |
|
2.618 |
2.880 |
|
1.618 |
2.797 |
|
1.000 |
2.746 |
|
0.618 |
2.714 |
|
HIGH |
2.663 |
|
0.618 |
2.631 |
|
0.500 |
2.622 |
|
0.382 |
2.612 |
|
LOW |
2.580 |
|
0.618 |
2.529 |
|
1.000 |
2.497 |
|
1.618 |
2.446 |
|
2.618 |
2.363 |
|
4.250 |
2.227 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.622 |
2.694 |
| PP |
2.610 |
2.658 |
| S1 |
2.598 |
2.622 |
|