NYMEX Natural Gas Future December 2020


Trading Metrics calculated at close of trading on 01-Jun-2020
Day Change Summary
Previous Current
29-May-2020 01-Jun-2020 Change Change % Previous Week
Open 2.798 2.785 -0.013 -0.5% 2.821
High 2.822 2.809 -0.013 -0.5% 2.882
Low 2.765 2.766 0.001 0.0% 2.765
Close 2.811 2.784 -0.027 -1.0% 2.811
Range 0.057 0.043 -0.014 -24.6% 0.117
ATR 0.067 0.066 -0.002 -2.4% 0.000
Volume 13,404 18,059 4,655 34.7% 47,129
Daily Pivots for day following 01-Jun-2020
Classic Woodie Camarilla DeMark
R4 2.915 2.893 2.808
R3 2.872 2.850 2.796
R2 2.829 2.829 2.792
R1 2.807 2.807 2.788 2.797
PP 2.786 2.786 2.786 2.781
S1 2.764 2.764 2.780 2.754
S2 2.743 2.743 2.776
S3 2.700 2.721 2.772
S4 2.657 2.678 2.760
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 3.170 3.108 2.875
R3 3.053 2.991 2.843
R2 2.936 2.936 2.832
R1 2.874 2.874 2.822 2.847
PP 2.819 2.819 2.819 2.806
S1 2.757 2.757 2.800 2.730
S2 2.702 2.702 2.790
S3 2.585 2.640 2.779
S4 2.468 2.523 2.747
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% 0.059 2.1% 16% False False 13,037
10 2.889 2.765 0.124 4.5% 0.062 2.2% 15% False False 12,093
20 3.074 2.765 0.309 11.1% 0.064 2.3% 6% False False 11,893
40 3.074 2.621 0.453 16.3% 0.066 2.4% 36% False False 10,966
60 3.074 2.305 0.769 27.6% 0.069 2.5% 62% False False 9,921
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 2.992
2.618 2.922
1.618 2.879
1.000 2.852
0.618 2.836
HIGH 2.809
0.618 2.793
0.500 2.788
0.382 2.782
LOW 2.766
0.618 2.739
1.000 2.723
1.618 2.696
2.618 2.653
4.250 2.583
Fisher Pivots for day following 01-Jun-2020
Pivot 1 day 3 day
R1 2.788 2.794
PP 2.786 2.790
S1 2.785 2.787

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

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