NYMEX Natural Gas Future December 2020


Trading Metrics calculated at close of trading on 17-Jun-2020
Day Change Summary
Previous Current
16-Jun-2020 17-Jun-2020 Change Change % Previous Week
Open 2.797 2.782 -0.015 -0.5% 2.814
High 2.812 2.814 0.002 0.1% 2.908
Low 2.766 2.778 0.012 0.4% 2.755
Close 2.787 2.809 0.022 0.8% 2.831
Range 0.046 0.036 -0.010 -21.7% 0.153
ATR 0.060 0.058 -0.002 -2.9% 0.000
Volume 9,428 11,395 1,967 20.9% 65,638
Daily Pivots for day following 17-Jun-2020
Classic Woodie Camarilla DeMark
R4 2.908 2.895 2.829
R3 2.872 2.859 2.819
R2 2.836 2.836 2.816
R1 2.823 2.823 2.812 2.830
PP 2.800 2.800 2.800 2.804
S1 2.787 2.787 2.806 2.794
S2 2.764 2.764 2.802
S3 2.728 2.751 2.799
S4 2.692 2.715 2.789
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.290 3.214 2.915
R3 3.137 3.061 2.873
R2 2.984 2.984 2.859
R1 2.908 2.908 2.845 2.946
PP 2.831 2.831 2.831 2.851
S1 2.755 2.755 2.817 2.793
S2 2.678 2.678 2.803
S3 2.525 2.602 2.789
S4 2.372 2.449 2.747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.908 2.766 0.142 5.1% 0.056 2.0% 30% False False 12,699
10 2.908 2.755 0.153 5.4% 0.054 1.9% 35% False False 12,694
20 2.908 2.755 0.153 5.4% 0.055 1.9% 35% False False 12,958
40 3.074 2.755 0.319 11.4% 0.061 2.2% 17% False False 11,656
60 3.074 2.541 0.533 19.0% 0.062 2.2% 50% False False 10,920
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2.967
2.618 2.908
1.618 2.872
1.000 2.850
0.618 2.836
HIGH 2.814
0.618 2.800
0.500 2.796
0.382 2.792
LOW 2.778
0.618 2.756
1.000 2.742
1.618 2.720
2.618 2.684
4.250 2.625
Fisher Pivots for day following 17-Jun-2020
Pivot 1 day 3 day
R1 2.805 2.807
PP 2.800 2.805
S1 2.796 2.803

These figures are updated between 7pm and 10pm EST after a trading day.

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