NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 01-Jun-2020
Day Change Summary
Previous Current
29-May-2020 01-Jun-2020 Change Change % Previous Week
Open 2.934 2.930 -0.004 -0.1% 2.959
High 2.966 2.954 -0.012 -0.4% 3.022
Low 2.909 2.911 0.002 0.1% 2.909
Close 2.955 2.930 -0.025 -0.8% 2.955
Range 0.057 0.043 -0.014 -24.6% 0.113
ATR 0.065 0.063 -0.001 -2.3% 0.000
Volume 26,008 21,738 -4,270 -16.4% 64,226
Daily Pivots for day following 01-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.061 3.038 2.954
R3 3.018 2.995 2.942
R2 2.975 2.975 2.938
R1 2.952 2.952 2.934 2.952
PP 2.932 2.932 2.932 2.931
S1 2.909 2.909 2.926 2.909
S2 2.889 2.889 2.922
S3 2.846 2.866 2.918
S4 2.803 2.823 2.906
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 3.301 3.241 3.017
R3 3.188 3.128 2.986
R2 3.075 3.075 2.976
R1 3.015 3.015 2.965 2.989
PP 2.962 2.962 2.962 2.949
S1 2.902 2.902 2.945 2.876
S2 2.849 2.849 2.934
S3 2.736 2.789 2.924
S4 2.623 2.676 2.893
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.022 2.909 0.113 3.9% 0.057 1.9% 19% False False 17,192
10 3.033 2.909 0.124 4.2% 0.060 2.0% 17% False False 18,598
20 3.208 2.909 0.299 10.2% 0.063 2.1% 7% False False 18,526
40 3.208 2.749 0.459 15.7% 0.065 2.2% 39% False False 17,942
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.137
2.618 3.067
1.618 3.024
1.000 2.997
0.618 2.981
HIGH 2.954
0.618 2.938
0.500 2.933
0.382 2.927
LOW 2.911
0.618 2.884
1.000 2.868
1.618 2.841
2.618 2.798
4.250 2.728
Fisher Pivots for day following 01-Jun-2020
Pivot 1 day 3 day
R1 2.933 2.938
PP 2.932 2.935
S1 2.931 2.933

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

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