NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 09-Jun-2020

Day Change Summary
	Previous	Current
	08-Jun-2020	09-Jun-2020	Change	Change %	Previous Week
Open	2.814	2.828	0.014	0.5%	2.785
High	2.830	2.835	0.005	0.2%	2.853
Low	2.782	2.801	0.019	0.7%	2.766
Close	2.824	2.821	-0.003	-0.1%	2.811
Range	0.048	0.034	-0.014	-29.2%	0.087
ATR	0.058	0.057	-0.002	-3.0%	0.000
Volume	10,153	10,970	817	8.0%	82,698

Daily Pivots for day following 09-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.921	2.905	2.840
R3	2.887	2.871	2.830
R2	2.853	2.853	2.827
R1	2.837	2.837	2.824	2.828
PP	2.819	2.819	2.819	2.815
S1	2.803	2.803	2.818	2.794
S2	2.785	2.785	2.815
S3	2.751	2.769	2.812
S4	2.717	2.735	2.802

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	2.782	0.071	2.5%	0.039	1.4%	55%	False	False	14,908
10	2.855	2.765	0.090	3.2%	0.046	1.6%	62%	False	False	13,996
20	2.898	2.765	0.133	4.7%	0.058	2.1%	42%	False	False	12,924
40	3.074	2.714	0.360	12.8%	0.064	2.3%	30%	False	False	11,513
60	3.074	2.459	0.615	21.8%	0.063	2.2%	59%	False	False	10,330

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

Fibonacci Retracements and Extensions
4.250	2.980
2.618	2.924
1.618	2.890
1.000	2.869
0.618	2.856
HIGH	2.835
0.618	2.822
0.500	2.818
0.382	2.814
LOW	2.801
0.618	2.780
1.000	2.767
1.618	2.746
2.618	2.712
4.250	2.657

Fisher Pivots for day following 09-Jun-2020
Pivot	1 day	3 day
R1	2.820	2.818
PP	2.819	2.815
S1	2.818	2.812

Download as Excel Spreadsheet

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

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