NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 26-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2021 |
26-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2.700 |
2.749 |
0.049 |
1.8% |
2.668 |
| High |
2.756 |
2.772 |
0.016 |
0.6% |
2.772 |
| Low |
2.670 |
2.739 |
0.069 |
2.6% |
2.652 |
| Close |
2.749 |
2.754 |
0.005 |
0.2% |
2.754 |
| Range |
0.086 |
0.033 |
-0.053 |
-61.6% |
0.120 |
| ATR |
0.081 |
0.078 |
-0.003 |
-4.2% |
0.000 |
| Volume |
11,565 |
7,566 |
-3,999 |
-34.6% |
42,773 |
|
| Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.854 |
2.837 |
2.772 |
|
| R3 |
2.821 |
2.804 |
2.763 |
|
| R2 |
2.788 |
2.788 |
2.760 |
|
| R1 |
2.771 |
2.771 |
2.757 |
2.780 |
| PP |
2.755 |
2.755 |
2.755 |
2.759 |
| S1 |
2.738 |
2.738 |
2.751 |
2.747 |
| S2 |
2.722 |
2.722 |
2.748 |
|
| S3 |
2.689 |
2.705 |
2.745 |
|
| S4 |
2.656 |
2.672 |
2.736 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.086 |
3.040 |
2.820 |
|
| R3 |
2.966 |
2.920 |
2.787 |
|
| R2 |
2.846 |
2.846 |
2.776 |
|
| R1 |
2.800 |
2.800 |
2.765 |
2.823 |
| PP |
2.726 |
2.726 |
2.726 |
2.738 |
| S1 |
2.680 |
2.680 |
2.743 |
2.703 |
| S2 |
2.606 |
2.606 |
2.732 |
|
| S3 |
2.486 |
2.560 |
2.721 |
|
| S4 |
2.366 |
2.440 |
2.688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.772 |
2.652 |
0.120 |
4.4% |
0.064 |
2.3% |
85% |
True |
False |
8,554 |
| 10 |
2.772 |
2.605 |
0.167 |
6.1% |
0.070 |
2.5% |
89% |
True |
False |
10,471 |
| 20 |
3.025 |
2.605 |
0.420 |
15.3% |
0.074 |
2.7% |
35% |
False |
False |
10,443 |
| 40 |
3.136 |
2.605 |
0.531 |
19.3% |
0.084 |
3.1% |
28% |
False |
False |
12,889 |
| 60 |
3.136 |
2.605 |
0.531 |
19.3% |
0.082 |
3.0% |
28% |
False |
False |
11,070 |
| 80 |
3.136 |
2.500 |
0.636 |
23.1% |
0.084 |
3.0% |
40% |
False |
False |
10,066 |
| 100 |
3.136 |
2.500 |
0.636 |
23.1% |
0.081 |
2.9% |
40% |
False |
False |
9,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.912 |
|
2.618 |
2.858 |
|
1.618 |
2.825 |
|
1.000 |
2.805 |
|
0.618 |
2.792 |
|
HIGH |
2.772 |
|
0.618 |
2.759 |
|
0.500 |
2.756 |
|
0.382 |
2.752 |
|
LOW |
2.739 |
|
0.618 |
2.719 |
|
1.000 |
2.706 |
|
1.618 |
2.686 |
|
2.618 |
2.653 |
|
4.250 |
2.599 |
|
|
| Fisher Pivots for day following 26-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.756 |
2.743 |
| PP |
2.755 |
2.732 |
| S1 |
2.755 |
2.721 |
|