NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2.830 |
2.720 |
-0.110 |
-3.9% |
2.841 |
| High |
2.847 |
2.730 |
-0.117 |
-4.1% |
2.880 |
| Low |
2.741 |
2.646 |
-0.095 |
-3.5% |
2.741 |
| Close |
2.761 |
2.656 |
-0.105 |
-3.8% |
2.761 |
| Range |
0.106 |
0.084 |
-0.022 |
-20.8% |
0.139 |
| ATR |
0.084 |
0.086 |
0.002 |
2.7% |
0.000 |
| Volume |
12,165 |
13,150 |
985 |
8.1% |
67,998 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.929 |
2.877 |
2.702 |
|
| R3 |
2.845 |
2.793 |
2.679 |
|
| R2 |
2.761 |
2.761 |
2.671 |
|
| R1 |
2.709 |
2.709 |
2.664 |
2.693 |
| PP |
2.677 |
2.677 |
2.677 |
2.670 |
| S1 |
2.625 |
2.625 |
2.648 |
2.609 |
| S2 |
2.593 |
2.593 |
2.641 |
|
| S3 |
2.509 |
2.541 |
2.633 |
|
| S4 |
2.425 |
2.457 |
2.610 |
|
|
| 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 |
2.873 |
2.646 |
0.227 |
8.5% |
0.078 |
2.9% |
4% |
False |
True |
12,924 |
| 10 |
3.010 |
2.646 |
0.364 |
13.7% |
0.079 |
3.0% |
3% |
False |
True |
12,442 |
| 20 |
3.115 |
2.646 |
0.469 |
17.7% |
0.080 |
3.0% |
2% |
False |
True |
14,061 |
| 40 |
3.115 |
2.646 |
0.469 |
17.7% |
0.084 |
3.2% |
2% |
False |
True |
14,530 |
| 60 |
3.115 |
2.517 |
0.598 |
22.5% |
0.083 |
3.1% |
23% |
False |
False |
11,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.087 |
|
2.618 |
2.950 |
|
1.618 |
2.866 |
|
1.000 |
2.814 |
|
0.618 |
2.782 |
|
HIGH |
2.730 |
|
0.618 |
2.698 |
|
0.500 |
2.688 |
|
0.382 |
2.678 |
|
LOW |
2.646 |
|
0.618 |
2.594 |
|
1.000 |
2.562 |
|
1.618 |
2.510 |
|
2.618 |
2.426 |
|
4.250 |
2.289 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.688 |
2.760 |
| PP |
2.677 |
2.725 |
| S1 |
2.667 |
2.691 |
|