NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 26-Jun-2020
Day Change Summary
Previous Current
25-Jun-2020 26-Jun-2020 Change Change % Previous Week
Open 2.213 2.144 -0.069 -3.1% 2.310
High 2.213 2.180 -0.033 -1.5% 2.335
Low 2.133 2.136 0.003 0.1% 2.133
Close 2.154 2.162 0.008 0.4% 2.162
Range 0.080 0.044 -0.036 -45.0% 0.202
ATR 0.060 0.059 -0.001 -1.9% 0.000
Volume 25,522 14,321 -11,201 -43.9% 85,983
Daily Pivots for day following 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 2.291 2.271 2.186
R3 2.247 2.227 2.174
R2 2.203 2.203 2.170
R1 2.183 2.183 2.166 2.193
PP 2.159 2.159 2.159 2.165
S1 2.139 2.139 2.158 2.149
S2 2.115 2.115 2.154
S3 2.071 2.095 2.150
S4 2.027 2.051 2.138
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 2.816 2.691 2.273
R3 2.614 2.489 2.218
R2 2.412 2.412 2.199
R1 2.287 2.287 2.181 2.249
PP 2.210 2.210 2.210 2.191
S1 2.085 2.085 2.143 2.047
S2 2.008 2.008 2.125
S3 1.806 1.883 2.106
S4 1.604 1.681 2.051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.335 2.133 0.202 9.3% 0.055 2.5% 14% False False 17,196
10 2.360 2.133 0.227 10.5% 0.049 2.3% 13% False False 15,975
20 2.422 2.133 0.289 13.4% 0.053 2.5% 10% False False 15,246
40 2.794 2.133 0.661 30.6% 0.064 2.9% 4% False False 14,831
60 2.794 2.133 0.661 30.6% 0.068 3.2% 4% False False 13,370
80 2.794 2.072 0.722 33.4% 0.071 3.3% 12% False False 12,622
100 2.794 2.072 0.722 33.4% 0.066 3.0% 12% False False 11,323
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.367
2.618 2.295
1.618 2.251
1.000 2.224
0.618 2.207
HIGH 2.180
0.618 2.163
0.500 2.158
0.382 2.153
LOW 2.136
0.618 2.109
1.000 2.092
1.618 2.065
2.618 2.021
4.250 1.949
Fisher Pivots for day following 26-Jun-2020
Pivot 1 day 3 day
R1 2.161 2.187
PP 2.159 2.179
S1 2.158 2.170

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

View Archives - Comment on this page... - Back to Index of Symbols