NYMEX Natural Gas Future December 2020


Trading Metrics calculated at close of trading on 19-Jun-2020
Day Change Summary
Previous Current
18-Jun-2020 19-Jun-2020 Change Change % Previous Week
Open 2.799 2.800 0.001 0.0% 2.835
High 2.813 2.814 0.001 0.0% 2.839
Low 2.782 2.786 0.004 0.1% 2.766
Close 2.806 2.810 0.004 0.1% 2.810
Range 0.031 0.028 -0.003 -9.7% 0.073
ATR 0.056 0.054 -0.002 -3.6% 0.000
Volume 16,689 18,138 1,449 8.7% 66,748
Daily Pivots for day following 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 2.887 2.877 2.825
R3 2.859 2.849 2.818
R2 2.831 2.831 2.815
R1 2.821 2.821 2.813 2.826
PP 2.803 2.803 2.803 2.806
S1 2.793 2.793 2.807 2.798
S2 2.775 2.775 2.805
S3 2.747 2.765 2.802
S4 2.719 2.737 2.795
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.024 2.990 2.850
R3 2.951 2.917 2.830
R2 2.878 2.878 2.823
R1 2.844 2.844 2.817 2.825
PP 2.805 2.805 2.805 2.795
S1 2.771 2.771 2.803 2.752
S2 2.732 2.732 2.797
S3 2.659 2.698 2.790
S4 2.586 2.625 2.770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.839 2.766 0.073 2.6% 0.038 1.4% 60% False False 13,349
10 2.908 2.755 0.153 5.4% 0.052 1.9% 36% False False 13,238
20 2.908 2.755 0.153 5.4% 0.052 1.8% 36% False False 13,592
40 3.074 2.755 0.319 11.4% 0.059 2.1% 17% False False 12,100
60 3.074 2.546 0.528 18.8% 0.061 2.2% 50% False False 11,330
80 3.074 2.305 0.769 27.4% 0.064 2.3% 66% False False 10,352
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2.933
2.618 2.887
1.618 2.859
1.000 2.842
0.618 2.831
HIGH 2.814
0.618 2.803
0.500 2.800
0.382 2.797
LOW 2.786
0.618 2.769
1.000 2.758
1.618 2.741
2.618 2.713
4.250 2.667
Fisher Pivots for day following 19-Jun-2020
Pivot 1 day 3 day
R1 2.807 2.805
PP 2.803 2.801
S1 2.800 2.796

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

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