NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 12-Jun-2020

Day Change Summary
	Previous	Current
	11-Jun-2020	12-Jun-2020	Change	Change %	Previous Week
Open	2.852	2.886	0.034	1.2%	2.814
High	2.894	2.908	0.014	0.5%	2.908
Low	2.835	2.819	-0.016	-0.6%	2.755
Close	2.891	2.831	-0.060	-2.1%	2.831
Range	0.059	0.089	0.030	50.8%	0.153
ATR	0.060	0.062	0.002	3.5%	0.000
Volume	18,920	12,658	-6,262	-33.1%	65,638

Daily Pivots for day following 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.120	3.064	2.880
R3	3.031	2.975	2.855
R2	2.942	2.942	2.847
R1	2.886	2.886	2.839	2.870
PP	2.853	2.853	2.853	2.844
S1	2.797	2.797	2.823	2.781
S2	2.764	2.764	2.815
S3	2.675	2.708	2.807
S4	2.586	2.619	2.782

Weekly Pivots for week ending 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.290	3.214	2.915
R3	3.137	3.061	2.873
R2	2.984	2.984	2.859
R1	2.908	2.908	2.845	2.946
PP	2.831	2.831	2.831	2.851
S1	2.755	2.755	2.817	2.793
S2	2.678	2.678	2.803
S3	2.525	2.602	2.789
S4	2.372	2.449	2.747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.908	2.755	0.153	5.4%	0.066	2.3%	50%	True	False	13,127
10	2.908	2.755	0.153	5.4%	0.054	1.9%	50%	True	False	14,833
20	2.908	2.755	0.153	5.4%	0.060	2.1%	50%	True	False	13,110
40	3.074	2.732	0.342	12.1%	0.066	2.3%	29%	False	False	11,977
60	3.074	2.474	0.600	21.2%	0.063	2.2%	60%	False	False	10,654

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.286
2.618	3.141
1.618	3.052
1.000	2.997
0.618	2.963
HIGH	2.908
0.618	2.874
0.500	2.864
0.382	2.853
LOW	2.819
0.618	2.764
1.000	2.730
1.618	2.675
2.618	2.586
4.250	2.441

Fisher Pivots for day following 12-Jun-2020
Pivot	1 day	3 day
R1	2.864	2.832
PP	2.853	2.831
S1	2.842	2.831

Download as Excel Spreadsheet

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

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