NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 22-May-2020

Day Change Summary
	Previous	Current
	21-May-2020	22-May-2020	Change	Change %	Previous Week
Open	2.814	2.781	-0.033	-1.2%	2.835
High	2.814	2.831	0.017	0.6%	2.889
Low	2.769	2.772	0.003	0.1%	2.769
Close	2.792	2.817	0.025	0.9%	2.817
Range	0.045	0.059	0.014	31.1%	0.120
ATR	0.070	0.069	-0.001	-1.1%	0.000
Volume	8,946	9,642	696	7.8%	55,748

Daily Pivots for day following 22-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.984	2.959	2.849
R3	2.925	2.900	2.833
R2	2.866	2.866	2.828
R1	2.841	2.841	2.822	2.854
PP	2.807	2.807	2.807	2.813
S1	2.782	2.782	2.812	2.795
S2	2.748	2.748	2.806
S3	2.689	2.723	2.801
S4	2.630	2.664	2.785

Weekly Pivots for week ending 22-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.185	3.121	2.883
R3	3.065	3.001	2.850
R2	2.945	2.945	2.839
R1	2.881	2.881	2.828	2.853
PP	2.825	2.825	2.825	2.811
S1	2.761	2.761	2.806	2.733
S2	2.705	2.705	2.795
S3	2.585	2.641	2.784
S4	2.465	2.521	2.751

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.889	2.769	0.120	4.3%	0.066	2.3%	40%	False	False	11,149
10	2.913	2.769	0.144	5.1%	0.066	2.4%	33%	False	False	11,449
20	3.074	2.769	0.305	10.8%	0.066	2.4%	16%	False	False	10,787
40	3.074	2.546	0.528	18.7%	0.065	2.3%	51%	False	False	10,329
60	3.074	2.305	0.769	27.3%	0.069	2.4%	67%	False	False	9,308

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.082
2.618	2.985
1.618	2.926
1.000	2.890
0.618	2.867
HIGH	2.831
0.618	2.808
0.500	2.802
0.382	2.795
LOW	2.772
0.618	2.736
1.000	2.713
1.618	2.677
2.618	2.618
4.250	2.521

Fisher Pivots for day following 22-May-2020
Pivot	1 day	3 day
R1	2.812	2.817
PP	2.807	2.817
S1	2.802	2.817

Download as Excel Spreadsheet

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

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