NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 23-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2.606 |
2.670 |
0.064 |
2.5% |
2.656 |
| High |
2.682 |
2.671 |
-0.011 |
-0.4% |
2.663 |
| Low |
2.575 |
2.611 |
0.036 |
1.4% |
2.521 |
| Close |
2.674 |
2.615 |
-0.059 |
-2.2% |
2.624 |
| Range |
0.107 |
0.060 |
-0.047 |
-43.9% |
0.142 |
| ATR |
0.091 |
0.089 |
-0.002 |
-2.2% |
0.000 |
| Volume |
27,259 |
29,139 |
1,880 |
6.9% |
161,003 |
|
| Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.812 |
2.774 |
2.648 |
|
| R3 |
2.752 |
2.714 |
2.632 |
|
| R2 |
2.692 |
2.692 |
2.626 |
|
| R1 |
2.654 |
2.654 |
2.621 |
2.643 |
| PP |
2.632 |
2.632 |
2.632 |
2.627 |
| S1 |
2.594 |
2.594 |
2.610 |
2.583 |
| S2 |
2.572 |
2.572 |
2.604 |
|
| S3 |
2.512 |
2.534 |
2.599 |
|
| S4 |
2.452 |
2.474 |
2.582 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.029 |
2.968 |
2.702 |
|
| R3 |
2.887 |
2.826 |
2.663 |
|
| R2 |
2.745 |
2.745 |
2.650 |
|
| R1 |
2.684 |
2.684 |
2.637 |
2.644 |
| PP |
2.603 |
2.603 |
2.603 |
2.582 |
| S1 |
2.542 |
2.542 |
2.611 |
2.502 |
| S2 |
2.461 |
2.461 |
2.598 |
|
| S3 |
2.319 |
2.400 |
2.585 |
|
| S4 |
2.177 |
2.258 |
2.546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.682 |
2.521 |
0.161 |
6.2% |
0.083 |
3.2% |
58% |
False |
False |
28,868 |
| 10 |
2.807 |
2.521 |
0.286 |
10.9% |
0.083 |
3.2% |
33% |
False |
False |
30,622 |
| 20 |
2.958 |
2.521 |
0.437 |
16.7% |
0.082 |
3.1% |
22% |
False |
False |
30,025 |
| 40 |
3.084 |
2.521 |
0.563 |
21.5% |
0.092 |
3.5% |
17% |
False |
False |
31,305 |
| 60 |
3.084 |
2.411 |
0.673 |
25.7% |
0.092 |
3.5% |
30% |
False |
False |
26,288 |
| 80 |
3.084 |
2.411 |
0.673 |
25.7% |
0.092 |
3.5% |
30% |
False |
False |
23,416 |
| 100 |
3.084 |
2.411 |
0.673 |
25.7% |
0.087 |
3.3% |
30% |
False |
False |
20,387 |
| 120 |
3.084 |
2.411 |
0.673 |
25.7% |
0.081 |
3.1% |
30% |
False |
False |
17,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.926 |
|
2.618 |
2.828 |
|
1.618 |
2.768 |
|
1.000 |
2.731 |
|
0.618 |
2.708 |
|
HIGH |
2.671 |
|
0.618 |
2.648 |
|
0.500 |
2.641 |
|
0.382 |
2.634 |
|
LOW |
2.611 |
|
0.618 |
2.574 |
|
1.000 |
2.551 |
|
1.618 |
2.514 |
|
2.618 |
2.454 |
|
4.250 |
2.356 |
|
|
| Fisher Pivots for day following 23-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.641 |
2.617 |
| PP |
2.632 |
2.616 |
| S1 |
2.624 |
2.616 |
|