NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 15-Jun-2020
Day Change Summary
Previous Current
12-Jun-2020 15-Jun-2020 Change Change % Previous Week
Open 3.023 2.974 -0.049 -1.6% 2.952
High 3.044 2.979 -0.065 -2.1% 3.044
Low 2.960 2.927 -0.033 -1.1% 2.902
Close 2.972 2.941 -0.031 -1.0% 2.972
Range 0.084 0.052 -0.032 -38.1% 0.142
ATR 0.059 0.059 -0.001 -0.9% 0.000
Volume 17,150 13,271 -3,879 -22.6% 94,662
Daily Pivots for day following 15-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.105 3.075 2.970
R3 3.053 3.023 2.955
R2 3.001 3.001 2.951
R1 2.971 2.971 2.946 2.960
PP 2.949 2.949 2.949 2.944
S1 2.919 2.919 2.936 2.908
S2 2.897 2.897 2.931
S3 2.845 2.867 2.927
S4 2.793 2.815 2.912
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.399 3.327 3.050
R3 3.257 3.185 3.011
R2 3.115 3.115 2.998
R1 3.043 3.043 2.985 3.079
PP 2.973 2.973 2.973 2.991
S1 2.901 2.901 2.959 2.937
S2 2.831 2.831 2.946
S3 2.689 2.759 2.933
S4 2.547 2.617 2.894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.044 2.902 0.142 4.8% 0.063 2.2% 27% False False 17,999
10 3.044 2.902 0.142 4.8% 0.052 1.8% 27% False False 17,417
20 3.044 2.902 0.142 4.8% 0.056 1.9% 27% False False 18,008
40 3.208 2.902 0.306 10.4% 0.064 2.2% 13% False False 17,829
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.200
2.618 3.115
1.618 3.063
1.000 3.031
0.618 3.011
HIGH 2.979
0.618 2.959
0.500 2.953
0.382 2.947
LOW 2.927
0.618 2.895
1.000 2.875
1.618 2.843
2.618 2.791
4.250 2.706
Fisher Pivots for day following 15-Jun-2020
Pivot 1 day 3 day
R1 2.953 2.986
PP 2.949 2.971
S1 2.945 2.956

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

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