NYMEX Natural Gas Future December 2020


Trading Metrics calculated at close of trading on 15-Jun-2020
Day Change Summary
Previous Current
12-Jun-2020 15-Jun-2020 Change Change % Previous Week
Open 2.886 2.835 -0.051 -1.8% 2.814
High 2.908 2.839 -0.069 -2.4% 2.908
Low 2.819 2.788 -0.031 -1.1% 2.755
Close 2.831 2.801 -0.030 -1.1% 2.831
Range 0.089 0.051 -0.038 -42.7% 0.153
ATR 0.062 0.061 -0.001 -1.3% 0.000
Volume 12,658 11,098 -1,560 -12.3% 65,638
Daily Pivots for day following 15-Jun-2020
Classic Woodie Camarilla DeMark
R4 2.962 2.933 2.829
R3 2.911 2.882 2.815
R2 2.860 2.860 2.810
R1 2.831 2.831 2.806 2.820
PP 2.809 2.809 2.809 2.804
S1 2.780 2.780 2.796 2.769
S2 2.758 2.758 2.792
S3 2.707 2.729 2.787
S4 2.656 2.678 2.773
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 5.5% 0.067 2.4% 30% False False 13,316
10 2.908 2.755 0.153 5.5% 0.054 1.9% 30% False False 14,137
20 2.908 2.755 0.153 5.5% 0.058 2.1% 30% False False 13,115
40 3.074 2.755 0.319 11.4% 0.066 2.3% 14% False False 12,046
60 3.074 2.474 0.600 21.4% 0.063 2.2% 55% False False 10,764
Crabel Price Patterns
NR True
NR4 True
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 0.016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.056
2.618 2.973
1.618 2.922
1.000 2.890
0.618 2.871
HIGH 2.839
0.618 2.820
0.500 2.814
0.382 2.807
LOW 2.788
0.618 2.756
1.000 2.737
1.618 2.705
2.618 2.654
4.250 2.571
Fisher Pivots for day following 15-Jun-2020
Pivot 1 day 3 day
R1 2.814 2.848
PP 2.809 2.832
S1 2.805 2.817

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

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