NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 03-Jun-2020

Day Change Summary
	Previous	Current
	02-Jun-2020	03-Jun-2020	Change	Change %	Previous Week
Open	2.795	2.813	0.018	0.6%	2.821
High	2.830	2.853	0.023	0.8%	2.882
Low	2.782	2.812	0.030	1.1%	2.765
Close	2.815	2.840	0.025	0.9%	2.811
Range	0.048	0.041	-0.007	-14.6%	0.117
ATR	0.064	0.063	-0.002	-2.6%	0.000
Volume	11,220	24,038	12,818	114.2%	47,129

Daily Pivots for day following 03-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.958	2.940	2.863
R3	2.917	2.899	2.851
R2	2.876	2.876	2.848
R1	2.858	2.858	2.844	2.867
PP	2.835	2.835	2.835	2.840
S1	2.817	2.817	2.836	2.826
S2	2.794	2.794	2.832
S3	2.753	2.776	2.829
S4	2.712	2.735	2.817

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	2.853	2.765	0.088	3.1%	0.049	1.7%	85%	True	False	15,809
10	2.882	2.765	0.117	4.1%	0.056	2.0%	64%	False	False	13,223
20	2.951	2.765	0.186	6.5%	0.059	2.1%	40%	False	False	12,083
40	3.074	2.678	0.396	13.9%	0.066	2.3%	41%	False	False	11,294
60	3.074	2.455	0.619	21.8%	0.066	2.3%	62%	False	False	10,167

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	3.027
2.618	2.960
1.618	2.919
1.000	2.894
0.618	2.878
HIGH	2.853
0.618	2.837
0.500	2.833
0.382	2.828
LOW	2.812
0.618	2.787
1.000	2.771
1.618	2.746
2.618	2.705
4.250	2.638

Fisher Pivots for day following 03-Jun-2020
Pivot	1 day	3 day
R1	2.838	2.830
PP	2.835	2.820
S1	2.833	2.810

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

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