NYMEX Natural Gas Future July 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 |
2.835 |
2.820 |
-0.015 |
-0.5% |
2.826 |
| High |
2.861 |
2.838 |
-0.023 |
-0.8% |
2.869 |
| Low |
2.796 |
2.736 |
-0.060 |
-2.1% |
2.736 |
| Close |
2.817 |
2.752 |
-0.065 |
-2.3% |
2.752 |
| Range |
0.065 |
0.102 |
0.037 |
56.9% |
0.133 |
| ATR |
0.086 |
0.088 |
0.001 |
1.3% |
0.000 |
| Volume |
27,800 |
24,910 |
-2,890 |
-10.4% |
129,432 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.081 |
3.019 |
2.808 |
|
| R3 |
2.979 |
2.917 |
2.780 |
|
| R2 |
2.877 |
2.877 |
2.771 |
|
| R1 |
2.815 |
2.815 |
2.761 |
2.795 |
| PP |
2.775 |
2.775 |
2.775 |
2.766 |
| S1 |
2.713 |
2.713 |
2.743 |
2.693 |
| S2 |
2.673 |
2.673 |
2.733 |
|
| S3 |
2.571 |
2.611 |
2.724 |
|
| S4 |
2.469 |
2.509 |
2.696 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.185 |
3.101 |
2.825 |
|
| R3 |
3.052 |
2.968 |
2.789 |
|
| R2 |
2.919 |
2.919 |
2.776 |
|
| R1 |
2.835 |
2.835 |
2.764 |
2.811 |
| PP |
2.786 |
2.786 |
2.786 |
2.773 |
| S1 |
2.702 |
2.702 |
2.740 |
2.678 |
| S2 |
2.653 |
2.653 |
2.728 |
|
| S3 |
2.520 |
2.569 |
2.715 |
|
| S4 |
2.387 |
2.436 |
2.679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.869 |
2.736 |
0.133 |
4.8% |
0.081 |
3.0% |
12% |
False |
True |
25,886 |
| 10 |
3.007 |
2.736 |
0.271 |
9.8% |
0.080 |
2.9% |
6% |
False |
True |
24,780 |
| 20 |
3.128 |
2.736 |
0.392 |
14.2% |
0.084 |
3.0% |
4% |
False |
True |
28,842 |
| 40 |
3.128 |
2.665 |
0.463 |
16.8% |
0.089 |
3.2% |
19% |
False |
False |
26,014 |
| 60 |
3.128 |
2.472 |
0.656 |
23.8% |
0.087 |
3.2% |
43% |
False |
False |
21,773 |
| 80 |
3.128 |
2.472 |
0.656 |
23.8% |
0.087 |
3.2% |
43% |
False |
False |
19,092 |
| 100 |
3.128 |
2.472 |
0.656 |
23.8% |
0.081 |
2.9% |
43% |
False |
False |
16,609 |
| 120 |
3.128 |
2.472 |
0.656 |
23.8% |
0.075 |
2.7% |
43% |
False |
False |
14,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.272 |
|
2.618 |
3.105 |
|
1.618 |
3.003 |
|
1.000 |
2.940 |
|
0.618 |
2.901 |
|
HIGH |
2.838 |
|
0.618 |
2.799 |
|
0.500 |
2.787 |
|
0.382 |
2.775 |
|
LOW |
2.736 |
|
0.618 |
2.673 |
|
1.000 |
2.634 |
|
1.618 |
2.571 |
|
2.618 |
2.469 |
|
4.250 |
2.303 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.787 |
2.799 |
| PP |
2.775 |
2.783 |
| S1 |
2.764 |
2.768 |
|