NYMEX Natural Gas Future September 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 |
2.850 |
2.830 |
-0.020 |
-0.7% |
2.841 |
| High |
2.873 |
2.847 |
-0.026 |
-0.9% |
2.880 |
| Low |
2.817 |
2.741 |
-0.076 |
-2.7% |
2.741 |
| Close |
2.827 |
2.761 |
-0.066 |
-2.3% |
2.761 |
| Range |
0.056 |
0.106 |
0.050 |
89.3% |
0.139 |
| ATR |
0.082 |
0.084 |
0.002 |
2.1% |
0.000 |
| Volume |
12,424 |
12,165 |
-259 |
-2.1% |
67,998 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.101 |
3.037 |
2.819 |
|
| R3 |
2.995 |
2.931 |
2.790 |
|
| R2 |
2.889 |
2.889 |
2.780 |
|
| R1 |
2.825 |
2.825 |
2.771 |
2.804 |
| PP |
2.783 |
2.783 |
2.783 |
2.773 |
| S1 |
2.719 |
2.719 |
2.751 |
2.698 |
| S2 |
2.677 |
2.677 |
2.742 |
|
| S3 |
2.571 |
2.613 |
2.732 |
|
| S4 |
2.465 |
2.507 |
2.703 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.211 |
3.125 |
2.837 |
|
| R3 |
3.072 |
2.986 |
2.799 |
|
| R2 |
2.933 |
2.933 |
2.786 |
|
| R1 |
2.847 |
2.847 |
2.774 |
2.821 |
| PP |
2.794 |
2.794 |
2.794 |
2.781 |
| S1 |
2.708 |
2.708 |
2.748 |
2.682 |
| S2 |
2.655 |
2.655 |
2.736 |
|
| S3 |
2.516 |
2.569 |
2.723 |
|
| S4 |
2.377 |
2.430 |
2.685 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.880 |
2.741 |
0.139 |
5.0% |
0.079 |
2.9% |
14% |
False |
True |
13,599 |
| 10 |
3.010 |
2.741 |
0.269 |
9.7% |
0.076 |
2.7% |
7% |
False |
True |
11,937 |
| 20 |
3.115 |
2.741 |
0.374 |
13.5% |
0.080 |
2.9% |
5% |
False |
True |
14,301 |
| 40 |
3.115 |
2.682 |
0.433 |
15.7% |
0.085 |
3.1% |
18% |
False |
False |
14,387 |
| 60 |
3.115 |
2.517 |
0.598 |
21.7% |
0.082 |
3.0% |
41% |
False |
False |
11,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.298 |
|
2.618 |
3.125 |
|
1.618 |
3.019 |
|
1.000 |
2.953 |
|
0.618 |
2.913 |
|
HIGH |
2.847 |
|
0.618 |
2.807 |
|
0.500 |
2.794 |
|
0.382 |
2.781 |
|
LOW |
2.741 |
|
0.618 |
2.675 |
|
1.000 |
2.635 |
|
1.618 |
2.569 |
|
2.618 |
2.463 |
|
4.250 |
2.291 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.794 |
2.807 |
| PP |
2.783 |
2.792 |
| S1 |
2.772 |
2.776 |
|