NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 22-Jun-2020

Day Change Summary
	Previous	Current
	19-Jun-2020	22-Jun-2020	Change	Change %	Previous Week
Open	2.800	2.802	0.002	0.1%	2.835
High	2.814	2.823	0.009	0.3%	2.839
Low	2.786	2.754	-0.032	-1.1%	2.766
Close	2.810	2.771	-0.039	-1.4%	2.810
Range	0.028	0.069	0.041	146.4%	0.073
ATR	0.054	0.055	0.001	1.9%	0.000
Volume	18,138	14,332	-3,806	-21.0%	66,748

Daily Pivots for day following 22-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.990	2.949	2.809
R3	2.921	2.880	2.790
R2	2.852	2.852	2.784
R1	2.811	2.811	2.777	2.797
PP	2.783	2.783	2.783	2.776
S1	2.742	2.742	2.765	2.728
S2	2.714	2.714	2.758
S3	2.645	2.673	2.752
S4	2.576	2.604	2.733

Weekly Pivots for week ending 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.024	2.990	2.850
R3	2.951	2.917	2.830
R2	2.878	2.878	2.823
R1	2.844	2.844	2.817	2.825
PP	2.805	2.805	2.805	2.795
S1	2.771	2.771	2.803	2.752
S2	2.732	2.732	2.797
S3	2.659	2.698	2.790
S4	2.586	2.625	2.770

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.823	2.754	0.069	2.5%	0.042	1.5%	25%	True	True	13,996
10	2.908	2.754	0.154	5.6%	0.054	2.0%	11%	False	True	13,656
20	2.908	2.754	0.154	5.6%	0.052	1.9%	11%	False	True	13,827
40	3.074	2.754	0.320	11.5%	0.059	2.1%	5%	False	True	12,307
60	3.074	2.546	0.528	19.1%	0.061	2.2%	43%	False	False	11,495
80	3.074	2.305	0.769	27.8%	0.064	2.3%	61%	False	False	10,438

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.116
2.618	3.004
1.618	2.935
1.000	2.892
0.618	2.866
HIGH	2.823
0.618	2.797
0.500	2.789
0.382	2.780
LOW	2.754
0.618	2.711
1.000	2.685
1.618	2.642
2.618	2.573
4.250	2.461

Fisher Pivots for day following 22-Jun-2020
Pivot	1 day	3 day
R1	2.789	2.789
PP	2.783	2.783
S1	2.777	2.777

Download as Excel Spreadsheet

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

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