NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 10-Jun-2020

Day Change Summary
	Previous	Current
	09-Jun-2020	10-Jun-2020	Change	Change %	Previous Week
Open	2.828	2.813	-0.015	-0.5%	2.785
High	2.835	2.855	0.020	0.7%	2.853
Low	2.801	2.755	-0.046	-1.6%	2.766
Close	2.821	2.852	0.031	1.1%	2.811
Range	0.034	0.100	0.066	194.1%	0.087
ATR	0.057	0.060	0.003	5.5%	0.000
Volume	10,970	12,937	1,967	17.9%	82,698

Daily Pivots for day following 10-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.121	3.086	2.907
R3	3.021	2.986	2.880
R2	2.921	2.921	2.870
R1	2.886	2.886	2.861	2.904
PP	2.821	2.821	2.821	2.829
S1	2.786	2.786	2.843	2.804
S2	2.721	2.721	2.834
S3	2.621	2.686	2.825
S4	2.521	2.586	2.797

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	2.855	2.755	0.100	3.5%	0.051	1.8%	97%	True	True	12,688
10	2.855	2.755	0.100	3.5%	0.050	1.8%	97%	True	True	14,249
20	2.889	2.755	0.134	4.7%	0.059	2.1%	72%	False	True	12,860
40	3.074	2.714	0.360	12.6%	0.065	2.3%	38%	False	False	11,693
60	3.074	2.459	0.615	21.6%	0.063	2.2%	64%	False	False	10,468

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	3.280
2.618	3.117
1.618	3.017
1.000	2.955
0.618	2.917
HIGH	2.855
0.618	2.817
0.500	2.805
0.382	2.793
LOW	2.755
0.618	2.693
1.000	2.655
1.618	2.593
2.618	2.493
4.250	2.330

Fisher Pivots for day following 10-Jun-2020
Pivot	1 day	3 day
R1	2.836	2.836
PP	2.821	2.821
S1	2.805	2.805

Download as Excel Spreadsheet

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

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