NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 04-Jun-2020
Day Change Summary
Previous Current
03-Jun-2020 04-Jun-2020 Change Change % Previous Week
Open 2.368 2.384 0.016 0.7% 2.408
High 2.420 2.411 -0.009 -0.4% 2.465
Low 2.367 2.378 0.011 0.5% 2.337
Close 2.396 2.391 -0.005 -0.2% 2.389
Range 0.053 0.033 -0.020 -37.7% 0.128
ATR 0.072 0.069 -0.003 -3.9% 0.000
Volume 19,636 10,368 -9,268 -47.2% 46,612
Daily Pivots for day following 04-Jun-2020
Classic Woodie Camarilla DeMark
R4 2.492 2.475 2.409
R3 2.459 2.442 2.400
R2 2.426 2.426 2.397
R1 2.409 2.409 2.394 2.418
PP 2.393 2.393 2.393 2.398
S1 2.376 2.376 2.388 2.385
S2 2.360 2.360 2.385
S3 2.327 2.343 2.382
S4 2.294 2.310 2.373
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 2.781 2.713 2.459
R3 2.653 2.585 2.424
R2 2.525 2.525 2.412
R1 2.457 2.457 2.401 2.427
PP 2.397 2.397 2.397 2.382
S1 2.329 2.329 2.377 2.299
S2 2.269 2.269 2.366
S3 2.141 2.201 2.354
S4 2.013 2.073 2.319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.420 2.327 0.093 3.9% 0.050 2.1% 69% False False 12,693
10 2.465 2.327 0.138 5.8% 0.058 2.4% 46% False False 11,987
20 2.622 2.327 0.295 12.3% 0.067 2.8% 22% False False 13,967
40 2.794 2.327 0.467 19.5% 0.074 3.1% 14% False False 12,485
60 2.794 2.166 0.628 26.3% 0.074 3.1% 36% False False 11,836
80 2.794 2.072 0.722 30.2% 0.069 2.9% 44% False False 10,674
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 2.551
2.618 2.497
1.618 2.464
1.000 2.444
0.618 2.431
HIGH 2.411
0.618 2.398
0.500 2.395
0.382 2.391
LOW 2.378
0.618 2.358
1.000 2.345
1.618 2.325
2.618 2.292
4.250 2.238
Fisher Pivots for day following 04-Jun-2020
Pivot 1 day 3 day
R1 2.395 2.387
PP 2.393 2.384
S1 2.392 2.380

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

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