NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 22-Jun-2020
Day Change Summary
Previous Current
19-Jun-2020 22-Jun-2020 Change Change % Previous Week
Open 2.304 2.310 0.006 0.3% 2.360
High 2.323 2.335 0.012 0.5% 2.360
Low 2.297 2.262 -0.035 -1.5% 2.269
Close 2.312 2.280 -0.032 -1.4% 2.312
Range 0.026 0.073 0.047 180.8% 0.091
ATR 0.060 0.061 0.001 1.6% 0.000
Volume 17,449 13,531 -3,918 -22.5% 73,774
Daily Pivots for day following 22-Jun-2020
Classic Woodie Camarilla DeMark
R4 2.511 2.469 2.320
R3 2.438 2.396 2.300
R2 2.365 2.365 2.293
R1 2.323 2.323 2.287 2.308
PP 2.292 2.292 2.292 2.285
S1 2.250 2.250 2.273 2.235
S2 2.219 2.219 2.267
S3 2.146 2.177 2.260
S4 2.073 2.104 2.240
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 2.587 2.540 2.362
R3 2.496 2.449 2.337
R2 2.405 2.405 2.329
R1 2.358 2.358 2.320 2.336
PP 2.314 2.314 2.314 2.303
S1 2.267 2.267 2.304 2.245
S2 2.223 2.223 2.295
S3 2.132 2.176 2.287
S4 2.041 2.085 2.262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.335 2.262 0.073 3.2% 0.046 2.0% 25% True True 15,171
10 2.422 2.262 0.160 7.0% 0.057 2.5% 11% False True 15,408
20 2.465 2.262 0.203 8.9% 0.057 2.5% 9% False True 13,954
40 2.794 2.262 0.532 23.3% 0.067 2.9% 3% False True 14,055
60 2.794 2.236 0.558 24.5% 0.069 3.0% 8% False False 12,797
80 2.794 2.072 0.722 31.7% 0.072 3.2% 29% False False 12,131
100 2.794 2.072 0.722 31.7% 0.065 2.9% 29% False False 10,772
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2.645
2.618 2.526
1.618 2.453
1.000 2.408
0.618 2.380
HIGH 2.335
0.618 2.307
0.500 2.299
0.382 2.290
LOW 2.262
0.618 2.217
1.000 2.189
1.618 2.144
2.618 2.071
4.250 1.952
Fisher Pivots for day following 22-Jun-2020
Pivot 1 day 3 day
R1 2.299 2.299
PP 2.292 2.292
S1 2.286 2.286

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

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