NYMEX Natural Gas Future December 2020


Trading Metrics calculated at close of trading on 29-Jun-2020
Day Change Summary
Previous Current
26-Jun-2020 29-Jun-2020 Change Change % Previous Week
Open 2.649 2.694 0.045 1.7% 2.802
High 2.688 2.758 0.070 2.6% 2.823
Low 2.645 2.689 0.044 1.7% 2.637
Close 2.676 2.720 0.044 1.6% 2.676
Range 0.043 0.069 0.026 60.5% 0.186
ATR 0.054 0.056 0.002 3.7% 0.000
Volume 10,955 20,667 9,712 88.7% 74,773
Daily Pivots for day following 29-Jun-2020
Classic Woodie Camarilla DeMark
R4 2.929 2.894 2.758
R3 2.860 2.825 2.739
R2 2.791 2.791 2.733
R1 2.756 2.756 2.726 2.774
PP 2.722 2.722 2.722 2.731
S1 2.687 2.687 2.714 2.705
S2 2.653 2.653 2.707
S3 2.584 2.618 2.701
S4 2.515 2.549 2.682
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.270 3.159 2.778
R3 3.084 2.973 2.727
R2 2.898 2.898 2.710
R1 2.787 2.787 2.693 2.750
PP 2.712 2.712 2.712 2.693
S1 2.601 2.601 2.659 2.564
S2 2.526 2.526 2.642
S3 2.340 2.415 2.625
S4 2.154 2.229 2.574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.758 2.637 0.121 4.4% 0.048 1.8% 69% True False 16,221
10 2.823 2.637 0.186 6.8% 0.045 1.7% 45% False False 15,109
20 2.908 2.637 0.271 10.0% 0.050 1.8% 31% False False 14,623
40 3.074 2.637 0.437 16.1% 0.057 2.1% 19% False False 13,258
60 3.074 2.621 0.453 16.7% 0.061 2.2% 22% False False 12,185
80 3.074 2.305 0.769 28.3% 0.064 2.4% 54% False False 11,097
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.051
2.618 2.939
1.618 2.870
1.000 2.827
0.618 2.801
HIGH 2.758
0.618 2.732
0.500 2.724
0.382 2.715
LOW 2.689
0.618 2.646
1.000 2.620
1.618 2.577
2.618 2.508
4.250 2.396
Fisher Pivots for day following 29-Jun-2020
Pivot 1 day 3 day
R1 2.724 2.713
PP 2.722 2.705
S1 2.721 2.698

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

View Archives - Comment on this page... - Back to Index of Symbols