NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 11-Jun-2020

Day Change Summary
	Previous	Current
	10-Jun-2020	11-Jun-2020	Change	Change %	Previous Week
Open	2.813	2.852	0.039	1.4%	2.785
High	2.855	2.894	0.039	1.4%	2.853
Low	2.755	2.835	0.080	2.9%	2.766
Close	2.852	2.891	0.039	1.4%	2.811
Range	0.100	0.059	-0.041	-41.0%	0.087
ATR	0.060	0.060	0.000	-0.1%	0.000
Volume	12,937	18,920	5,983	46.2%	82,698

Daily Pivots for day following 11-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.050	3.030	2.923
R3	2.991	2.971	2.907
R2	2.932	2.932	2.902
R1	2.912	2.912	2.896	2.922
PP	2.873	2.873	2.873	2.879
S1	2.853	2.853	2.886	2.863
S2	2.814	2.814	2.880
S3	2.755	2.794	2.875
S4	2.696	2.735	2.859

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	2.894	2.755	0.139	4.8%	0.058	2.0%	98%	True	False	13,858
10	2.894	2.755	0.139	4.8%	0.050	1.7%	98%	True	False	14,908
20	2.894	2.755	0.139	4.8%	0.059	2.0%	98%	True	False	13,018
40	3.074	2.714	0.360	12.5%	0.065	2.3%	49%	False	False	11,972
60	3.074	2.459	0.615	21.3%	0.063	2.2%	70%	False	False	10,683

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.145
2.618	3.048
1.618	2.989
1.000	2.953
0.618	2.930
HIGH	2.894
0.618	2.871
0.500	2.865
0.382	2.858
LOW	2.835
0.618	2.799
1.000	2.776
1.618	2.740
2.618	2.681
4.250	2.584

Fisher Pivots for day following 11-Jun-2020
Pivot	1 day	3 day
R1	2.882	2.869
PP	2.873	2.847
S1	2.865	2.825

Download as Excel Spreadsheet

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

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