NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 05-Jun-2020

Day Change Summary
	Previous	Current
	04-Jun-2020	05-Jun-2020	Change	Change %	Previous Week
Open	2.830	2.820	-0.010	-0.4%	2.785
High	2.844	2.842	-0.002	-0.1%	2.853
Low	2.818	2.794	-0.024	-0.9%	2.766
Close	2.831	2.811	-0.020	-0.7%	2.811
Range	0.026	0.048	0.022	84.6%	0.087
ATR	0.060	0.059	-0.001	-1.4%	0.000
Volume	13,068	16,313	3,245	24.8%	82,698

Daily Pivots for day following 05-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.960	2.933	2.837
R3	2.912	2.885	2.824
R2	2.864	2.864	2.820
R1	2.837	2.837	2.815	2.827
PP	2.816	2.816	2.816	2.810
S1	2.789	2.789	2.807	2.779
S2	2.768	2.768	2.802
S3	2.720	2.741	2.798
S4	2.672	2.693	2.785

Weekly Pivots for week ending 05-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.071	3.028	2.859
R3	2.984	2.941	2.835
R2	2.897	2.897	2.827
R1	2.854	2.854	2.819	2.876
PP	2.810	2.810	2.810	2.821
S1	2.767	2.767	2.803	2.789
S2	2.723	2.723	2.795
S3	2.636	2.680	2.787
S4	2.549	2.593	2.763

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.853	2.766	0.087	3.1%	0.041	1.5%	52%	False	False	16,539
10	2.882	2.765	0.117	4.2%	0.052	1.8%	39%	False	False	13,946
20	2.913	2.765	0.148	5.3%	0.058	2.0%	31%	False	False	12,608
40	3.074	2.714	0.360	12.8%	0.065	2.3%	27%	False	False	11,463
60	3.074	2.455	0.619	22.0%	0.064	2.3%	58%	False	False	10,230

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.046
2.618	2.968
1.618	2.920
1.000	2.890
0.618	2.872
HIGH	2.842
0.618	2.824
0.500	2.818
0.382	2.812
LOW	2.794
0.618	2.764
1.000	2.746
1.618	2.716
2.618	2.668
4.250	2.590

Fisher Pivots for day following 05-Jun-2020
Pivot	1 day	3 day
R1	2.818	2.824
PP	2.816	2.819
S1	2.813	2.815

Download as Excel Spreadsheet

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

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