NYMEX Natural Gas Future December 2020


Trading Metrics calculated at close of trading on 01-Jul-2020
Day Change Summary
Previous Current
30-Jun-2020 01-Jul-2020 Change Change % Previous Week
Open 2.709 2.742 0.033 1.2% 2.802
High 2.756 2.761 0.005 0.2% 2.823
Low 2.690 2.708 0.018 0.7% 2.637
Close 2.747 2.760 0.013 0.5% 2.676
Range 0.066 0.053 -0.013 -19.7% 0.186
ATR 0.057 0.056 0.000 -0.5% 0.000
Volume 21,719 20,237 -1,482 -6.8% 74,773
Daily Pivots for day following 01-Jul-2020
Classic Woodie Camarilla DeMark
R4 2.902 2.884 2.789
R3 2.849 2.831 2.775
R2 2.796 2.796 2.770
R1 2.778 2.778 2.765 2.787
PP 2.743 2.743 2.743 2.748
S1 2.725 2.725 2.755 2.734
S2 2.690 2.690 2.750
S3 2.637 2.672 2.745
S4 2.584 2.619 2.731
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 2.761 2.637 0.124 4.5% 0.058 2.1% 99% True False 18,785
10 2.823 2.637 0.186 6.7% 0.049 1.8% 66% False False 17,222
20 2.908 2.637 0.271 9.8% 0.051 1.9% 45% False False 14,958
40 2.951 2.637 0.314 11.4% 0.055 2.0% 39% False False 13,520
60 3.074 2.637 0.437 15.8% 0.061 2.2% 28% False False 12,515
80 3.074 2.455 0.619 22.4% 0.062 2.3% 49% False False 11,365
Crabel Price Patterns
NR True
NR4 False
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 0.010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.986
2.618 2.900
1.618 2.847
1.000 2.814
0.618 2.794
HIGH 2.761
0.618 2.741
0.500 2.735
0.382 2.728
LOW 2.708
0.618 2.675
1.000 2.655
1.618 2.622
2.618 2.569
4.250 2.483
Fisher Pivots for day following 01-Jul-2020
Pivot 1 day 3 day
R1 2.752 2.748
PP 2.743 2.737
S1 2.735 2.725

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

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