NYMEX Natural Gas Future August 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 |
2.860 |
2.846 |
-0.014 |
-0.5% |
2.851 |
| High |
2.882 |
2.856 |
-0.026 |
-0.9% |
2.885 |
| Low |
2.820 |
2.753 |
-0.067 |
-2.4% |
2.753 |
| Close |
2.838 |
2.771 |
-0.067 |
-2.4% |
2.771 |
| Range |
0.062 |
0.103 |
0.041 |
66.1% |
0.132 |
| ATR |
0.084 |
0.085 |
0.001 |
1.6% |
0.000 |
| Volume |
10,015 |
13,625 |
3,610 |
36.0% |
55,510 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.102 |
3.040 |
2.828 |
|
| R3 |
2.999 |
2.937 |
2.799 |
|
| R2 |
2.896 |
2.896 |
2.790 |
|
| R1 |
2.834 |
2.834 |
2.780 |
2.814 |
| PP |
2.793 |
2.793 |
2.793 |
2.783 |
| S1 |
2.731 |
2.731 |
2.762 |
2.711 |
| S2 |
2.690 |
2.690 |
2.752 |
|
| S3 |
2.587 |
2.628 |
2.743 |
|
| S4 |
2.484 |
2.525 |
2.714 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.199 |
3.117 |
2.844 |
|
| R3 |
3.067 |
2.985 |
2.807 |
|
| R2 |
2.935 |
2.935 |
2.795 |
|
| R1 |
2.853 |
2.853 |
2.783 |
2.828 |
| PP |
2.803 |
2.803 |
2.803 |
2.791 |
| S1 |
2.721 |
2.721 |
2.759 |
2.696 |
| S2 |
2.671 |
2.671 |
2.747 |
|
| S3 |
2.539 |
2.589 |
2.735 |
|
| S4 |
2.407 |
2.457 |
2.698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.885 |
2.753 |
0.132 |
4.8% |
0.079 |
2.9% |
14% |
False |
True |
11,102 |
| 10 |
3.025 |
2.753 |
0.272 |
9.8% |
0.078 |
2.8% |
7% |
False |
True |
10,416 |
| 20 |
3.136 |
2.753 |
0.383 |
13.8% |
0.082 |
2.9% |
5% |
False |
True |
13,126 |
| 40 |
3.136 |
2.691 |
0.445 |
16.1% |
0.086 |
3.1% |
18% |
False |
False |
12,143 |
| 60 |
3.136 |
2.500 |
0.636 |
23.0% |
0.084 |
3.0% |
43% |
False |
False |
10,269 |
| 80 |
3.136 |
2.500 |
0.636 |
23.0% |
0.084 |
3.0% |
43% |
False |
False |
9,805 |
| 100 |
3.136 |
2.500 |
0.636 |
23.0% |
0.078 |
2.8% |
43% |
False |
False |
8,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.294 |
|
2.618 |
3.126 |
|
1.618 |
3.023 |
|
1.000 |
2.959 |
|
0.618 |
2.920 |
|
HIGH |
2.856 |
|
0.618 |
2.817 |
|
0.500 |
2.805 |
|
0.382 |
2.792 |
|
LOW |
2.753 |
|
0.618 |
2.689 |
|
1.000 |
2.650 |
|
1.618 |
2.586 |
|
2.618 |
2.483 |
|
4.250 |
2.315 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.805 |
2.818 |
| PP |
2.793 |
2.802 |
| S1 |
2.782 |
2.787 |
|