NYMEX Natural Gas Future November 2020

Trading Metrics calculated at close of trading on 11-Jun-2020

Day Change Summary
	Previous	Current
	10-Jun-2020	11-Jun-2020	Change	Change %	Previous Week
Open	2.356	2.381	0.025	1.1%	2.362
High	2.391	2.422	0.031	1.3%	2.420
Low	2.293	2.367	0.074	3.2%	2.327
Close	2.382	2.416	0.034	1.4%	2.367
Range	0.098	0.055	-0.043	-43.9%	0.093
ATR	0.068	0.067	-0.001	-1.3%	0.000
Volume	15,080	23,721	8,641	57.3%	67,154

Daily Pivots for day following 11-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.567	2.546	2.446
R3	2.512	2.491	2.431
R2	2.457	2.457	2.426
R1	2.436	2.436	2.421	2.447
PP	2.402	2.402	2.402	2.407
S1	2.381	2.381	2.411	2.392
S2	2.347	2.347	2.406
S3	2.292	2.326	2.401
S4	2.237	2.271	2.386

Weekly Pivots for week ending 05-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.650	2.602	2.418
R3	2.557	2.509	2.393
R2	2.464	2.464	2.384
R1	2.416	2.416	2.376	2.440
PP	2.371	2.371	2.371	2.384
S1	2.323	2.323	2.358	2.347
S2	2.278	2.278	2.350
S3	2.185	2.230	2.341
S4	2.092	2.137	2.316

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.422	2.293	0.129	5.3%	0.061	2.5%	95%	True	False	15,776
10	2.422	2.293	0.129	5.3%	0.056	2.3%	95%	True	False	14,235
20	2.519	2.293	0.226	9.4%	0.065	2.7%	54%	False	False	13,632
40	2.794	2.293	0.501	20.7%	0.075	3.1%	25%	False	False	13,359
60	2.794	2.166	0.628	26.0%	0.071	3.0%	40%	False	False	12,137
80	2.794	2.072	0.722	29.9%	0.071	2.9%	48%	False	False	11,293

Crabel Price Patterns
NR	True
NR4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	2.656
2.618	2.566
1.618	2.511
1.000	2.477
0.618	2.456
HIGH	2.422
0.618	2.401
0.500	2.395
0.382	2.388
LOW	2.367
0.618	2.333
1.000	2.312
1.618	2.278
2.618	2.223
4.250	2.133

Fisher Pivots for day following 11-Jun-2020
Pivot	1 day	3 day
R1	2.409	2.397
PP	2.402	2.377
S1	2.395	2.358

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

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