NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 31-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2021 |
31-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2.757 |
2.742 |
-0.015 |
-0.5% |
2.651 |
| High |
2.785 |
2.770 |
-0.015 |
-0.5% |
2.760 |
| Low |
2.724 |
2.706 |
-0.018 |
-0.7% |
2.643 |
| Close |
2.742 |
2.740 |
-0.002 |
-0.1% |
2.741 |
| Range |
0.061 |
0.064 |
0.003 |
4.9% |
0.117 |
| ATR |
0.074 |
0.073 |
-0.001 |
-1.0% |
0.000 |
| Volume |
7,118 |
10,839 |
3,721 |
52.3% |
33,027 |
|
| Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.931 |
2.899 |
2.775 |
|
| R3 |
2.867 |
2.835 |
2.758 |
|
| R2 |
2.803 |
2.803 |
2.752 |
|
| R1 |
2.771 |
2.771 |
2.746 |
2.755 |
| PP |
2.739 |
2.739 |
2.739 |
2.731 |
| S1 |
2.707 |
2.707 |
2.734 |
2.691 |
| S2 |
2.675 |
2.675 |
2.728 |
|
| S3 |
2.611 |
2.643 |
2.722 |
|
| S4 |
2.547 |
2.579 |
2.705 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.066 |
3.020 |
2.805 |
|
| R3 |
2.949 |
2.903 |
2.773 |
|
| R2 |
2.832 |
2.832 |
2.762 |
|
| R1 |
2.786 |
2.786 |
2.752 |
2.809 |
| PP |
2.715 |
2.715 |
2.715 |
2.726 |
| S1 |
2.669 |
2.669 |
2.730 |
2.692 |
| S2 |
2.598 |
2.598 |
2.720 |
|
| S3 |
2.481 |
2.552 |
2.709 |
|
| S4 |
2.364 |
2.435 |
2.677 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.785 |
2.662 |
0.123 |
4.5% |
0.059 |
2.2% |
63% |
False |
False |
8,882 |
| 10 |
2.785 |
2.594 |
0.191 |
7.0% |
0.066 |
2.4% |
76% |
False |
False |
8,025 |
| 20 |
2.958 |
2.594 |
0.364 |
13.3% |
0.072 |
2.6% |
40% |
False |
False |
10,100 |
| 40 |
3.115 |
2.594 |
0.521 |
19.0% |
0.080 |
2.9% |
28% |
False |
False |
13,453 |
| 60 |
3.115 |
2.594 |
0.521 |
19.0% |
0.081 |
3.0% |
28% |
False |
False |
12,286 |
| 80 |
3.115 |
2.516 |
0.599 |
21.9% |
0.080 |
2.9% |
37% |
False |
False |
10,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.042 |
|
2.618 |
2.938 |
|
1.618 |
2.874 |
|
1.000 |
2.834 |
|
0.618 |
2.810 |
|
HIGH |
2.770 |
|
0.618 |
2.746 |
|
0.500 |
2.738 |
|
0.382 |
2.730 |
|
LOW |
2.706 |
|
0.618 |
2.666 |
|
1.000 |
2.642 |
|
1.618 |
2.602 |
|
2.618 |
2.538 |
|
4.250 |
2.434 |
|
|
| Fisher Pivots for day following 31-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.739 |
2.746 |
| PP |
2.739 |
2.744 |
| S1 |
2.738 |
2.742 |
|