NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2.814 |
2.850 |
0.036 |
1.3% |
2.938 |
| High |
2.866 |
2.873 |
0.007 |
0.2% |
3.010 |
| Low |
2.780 |
2.817 |
0.037 |
1.3% |
2.843 |
| Close |
2.853 |
2.827 |
-0.026 |
-0.9% |
2.859 |
| Range |
0.086 |
0.056 |
-0.030 |
-34.9% |
0.167 |
| ATR |
0.084 |
0.082 |
-0.002 |
-2.4% |
0.000 |
| Volume |
12,801 |
12,424 |
-377 |
-2.9% |
51,373 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.007 |
2.973 |
2.858 |
|
| R3 |
2.951 |
2.917 |
2.842 |
|
| R2 |
2.895 |
2.895 |
2.837 |
|
| R1 |
2.861 |
2.861 |
2.832 |
2.850 |
| PP |
2.839 |
2.839 |
2.839 |
2.834 |
| S1 |
2.805 |
2.805 |
2.822 |
2.794 |
| S2 |
2.783 |
2.783 |
2.817 |
|
| S3 |
2.727 |
2.749 |
2.812 |
|
| S4 |
2.671 |
2.693 |
2.796 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.405 |
3.299 |
2.951 |
|
| R3 |
3.238 |
3.132 |
2.905 |
|
| R2 |
3.071 |
3.071 |
2.890 |
|
| R1 |
2.965 |
2.965 |
2.874 |
2.935 |
| PP |
2.904 |
2.904 |
2.904 |
2.889 |
| S1 |
2.798 |
2.798 |
2.844 |
2.768 |
| S2 |
2.737 |
2.737 |
2.828 |
|
| S3 |
2.570 |
2.631 |
2.813 |
|
| S4 |
2.403 |
2.464 |
2.767 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.898 |
2.780 |
0.118 |
4.2% |
0.069 |
2.4% |
40% |
False |
False |
14,030 |
| 10 |
3.010 |
2.780 |
0.230 |
8.1% |
0.073 |
2.6% |
20% |
False |
False |
12,815 |
| 20 |
3.115 |
2.780 |
0.335 |
11.9% |
0.081 |
2.9% |
14% |
False |
False |
15,285 |
| 40 |
3.115 |
2.682 |
0.433 |
15.3% |
0.084 |
3.0% |
33% |
False |
False |
14,226 |
| 60 |
3.115 |
2.517 |
0.598 |
21.2% |
0.082 |
2.9% |
52% |
False |
False |
11,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.111 |
|
2.618 |
3.020 |
|
1.618 |
2.964 |
|
1.000 |
2.929 |
|
0.618 |
2.908 |
|
HIGH |
2.873 |
|
0.618 |
2.852 |
|
0.500 |
2.845 |
|
0.382 |
2.838 |
|
LOW |
2.817 |
|
0.618 |
2.782 |
|
1.000 |
2.761 |
|
1.618 |
2.726 |
|
2.618 |
2.670 |
|
4.250 |
2.579 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.845 |
2.827 |
| PP |
2.839 |
2.827 |
| S1 |
2.833 |
2.827 |
|