NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 28-May-2020

Day Change Summary
	Previous	Current
	27-May-2020	28-May-2020	Change	Change %	Previous Week
Open	2.834	2.803	-0.031	-1.1%	2.835
High	2.855	2.822	-0.033	-1.2%	2.889
Low	2.799	2.765	-0.034	-1.2%	2.769
Close	2.814	2.797	-0.017	-0.6%	2.817
Range	0.056	0.057	0.001	1.8%	0.120
ATR	0.069	0.068	-0.001	-1.2%	0.000
Volume	10,413	12,328	1,915	18.4%	55,748

Daily Pivots for day following 28-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.966	2.938	2.828
R3	2.909	2.881	2.813
R2	2.852	2.852	2.807
R1	2.824	2.824	2.802	2.810
PP	2.795	2.795	2.795	2.787
S1	2.767	2.767	2.792	2.753
S2	2.738	2.738	2.787
S3	2.681	2.710	2.781
S4	2.624	2.653	2.766

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	2.882	2.765	0.117	4.2%	0.060	2.1%	27%	False	True	10,462
10	2.889	2.765	0.124	4.4%	0.067	2.4%	26%	False	True	11,129
20	3.074	2.765	0.309	11.0%	0.066	2.3%	10%	False	True	11,234
40	3.074	2.592	0.482	17.2%	0.066	2.4%	43%	False	False	10,659
60	3.074	2.305	0.769	27.5%	0.069	2.5%	64%	False	False	9,535

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	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.064
2.618	2.971
1.618	2.914
1.000	2.879
0.618	2.857
HIGH	2.822
0.618	2.800
0.500	2.794
0.382	2.787
LOW	2.765
0.618	2.730
1.000	2.708
1.618	2.673
2.618	2.616
4.250	2.523

Fisher Pivots for day following 28-May-2020
Pivot	1 day	3 day
R1	2.796	2.824
PP	2.795	2.815
S1	2.794	2.806

Download as Excel Spreadsheet

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

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