NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 25-Jun-2020

Day Change Summary
	Previous	Current
	24-Jun-2020	25-Jun-2020	Change	Change %	Previous Week
Open	2.717	2.698	-0.019	-0.7%	2.835
High	2.722	2.698	-0.024	-0.9%	2.839
Low	2.694	2.637	-0.057	-2.1%	2.766
Close	2.705	2.654	-0.051	-1.9%	2.810
Range	0.028	0.061	0.033	117.9%	0.073
ATR	0.054	0.055	0.001	1.9%	0.000
Volume	13,964	20,347	6,383	45.7%	66,748

Daily Pivots for day following 25-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.846	2.811	2.688
R3	2.785	2.750	2.671
R2	2.724	2.724	2.665
R1	2.689	2.689	2.660	2.676
PP	2.663	2.663	2.663	2.657
S1	2.628	2.628	2.648	2.615
S2	2.602	2.602	2.643
S3	2.541	2.567	2.637
S4	2.480	2.506	2.620

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	2.637	0.186	7.0%	0.045	1.7%	9%	False	True	16,391
10	2.908	2.637	0.271	10.2%	0.048	1.8%	6%	False	True	14,322
20	2.908	2.637	0.271	10.2%	0.049	1.9%	6%	False	True	14,615
40	3.074	2.637	0.437	16.5%	0.057	2.2%	4%	False	True	12,924
60	3.074	2.592	0.482	18.2%	0.061	2.3%	13%	False	False	11,977
80	3.074	2.305	0.769	29.0%	0.064	2.4%	45%	False	False	10,805

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.957
2.618	2.858
1.618	2.797
1.000	2.759
0.618	2.736
HIGH	2.698
0.618	2.675
0.500	2.668
0.382	2.660
LOW	2.637
0.618	2.599
1.000	2.576
1.618	2.538
2.618	2.477
4.250	2.378

Fisher Pivots for day following 25-Jun-2020
Pivot	1 day	3 day
R1	2.668	2.695
PP	2.663	2.681
S1	2.659	2.668

Download as Excel Spreadsheet

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

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