NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 16-Jun-2020
Day Change Summary
Previous Current
15-Jun-2020 16-Jun-2020 Change Change % Previous Week
Open 2.360 2.303 -0.057 -2.4% 2.379
High 2.360 2.323 -0.037 -1.6% 2.422
Low 2.300 2.269 -0.031 -1.3% 2.293
Close 2.313 2.286 -0.027 -1.2% 2.346
Range 0.060 0.054 -0.006 -10.0% 0.129
ATR 0.067 0.066 -0.001 -1.4% 0.000
Volume 11,449 14,795 3,346 29.2% 78,013
Daily Pivots for day following 16-Jun-2020
Classic Woodie Camarilla DeMark
R4 2.455 2.424 2.316
R3 2.401 2.370 2.301
R2 2.347 2.347 2.296
R1 2.316 2.316 2.291 2.305
PP 2.293 2.293 2.293 2.287
S1 2.262 2.262 2.281 2.251
S2 2.239 2.239 2.276
S3 2.185 2.208 2.271
S4 2.131 2.154 2.256
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 2.741 2.672 2.417
R3 2.612 2.543 2.381
R2 2.483 2.483 2.370
R1 2.414 2.414 2.358 2.384
PP 2.354 2.354 2.354 2.339
S1 2.285 2.285 2.334 2.255
S2 2.225 2.225 2.322
S3 2.096 2.156 2.311
S4 1.967 2.027 2.275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.422 2.269 0.153 6.7% 0.069 3.0% 11% False True 16,005
10 2.422 2.269 0.153 6.7% 0.058 2.6% 11% False True 15,011
20 2.519 2.269 0.250 10.9% 0.062 2.7% 7% False True 13,359
40 2.794 2.269 0.525 23.0% 0.071 3.1% 3% False True 13,530
60 2.794 2.195 0.599 26.2% 0.070 3.1% 15% False False 12,209
80 2.794 2.072 0.722 31.6% 0.072 3.1% 30% False False 11,631
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 0.012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.553
2.618 2.464
1.618 2.410
1.000 2.377
0.618 2.356
HIGH 2.323
0.618 2.302
0.500 2.296
0.382 2.290
LOW 2.269
0.618 2.236
1.000 2.215
1.618 2.182
2.618 2.128
4.250 2.040
Fisher Pivots for day following 16-Jun-2020
Pivot 1 day 3 day
R1 2.296 2.345
PP 2.293 2.325
S1 2.289 2.306

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

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