NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 04-Jun-2020

Day Change Summary
	Previous	Current
	03-Jun-2020	04-Jun-2020	Change	Change %	Previous Week
Open	2.813	2.830	0.017	0.6%	2.821
High	2.853	2.844	-0.009	-0.3%	2.882
Low	2.812	2.818	0.006	0.2%	2.765
Close	2.840	2.831	-0.009	-0.3%	2.811
Range	0.041	0.026	-0.015	-36.6%	0.117
ATR	0.063	0.060	-0.003	-4.2%	0.000
Volume	24,038	13,068	-10,970	-45.6%	47,129

Daily Pivots for day following 04-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.909	2.896	2.845
R3	2.883	2.870	2.838
R2	2.857	2.857	2.836
R1	2.844	2.844	2.833	2.851
PP	2.831	2.831	2.831	2.834
S1	2.818	2.818	2.829	2.825
S2	2.805	2.805	2.826
S3	2.779	2.792	2.824
S4	2.753	2.766	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%	0.043	1.5%	75%	False	False	15,957
10	2.882	2.765	0.117	4.1%	0.051	1.8%	56%	False	False	13,210
20	2.935	2.765	0.170	6.0%	0.058	2.0%	39%	False	False	12,235
40	3.074	2.695	0.379	13.4%	0.065	2.3%	36%	False	False	11,279
60	3.074	2.455	0.619	21.9%	0.065	2.3%	61%	False	False	10,209

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.014
Narrowest range in 71 trading days

Fibonacci Retracements and Extensions
4.250	2.955
2.618	2.912
1.618	2.886
1.000	2.870
0.618	2.860
HIGH	2.844
0.618	2.834
0.500	2.831
0.382	2.828
LOW	2.818
0.618	2.802
1.000	2.792
1.618	2.776
2.618	2.750
4.250	2.708

Fisher Pivots for day following 04-Jun-2020
Pivot	1 day	3 day
R1	2.831	2.827
PP	2.831	2.822
S1	2.831	2.818

Download as Excel Spreadsheet

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

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