NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 02-Jun-2020
Day Change Summary
Previous Current
01-Jun-2020 02-Jun-2020 Change Change % Previous Week
Open 2.930 2.941 0.011 0.4% 2.959
High 2.954 2.975 0.021 0.7% 3.022
Low 2.911 2.927 0.016 0.5% 2.909
Close 2.930 2.960 0.030 1.0% 2.955
Range 0.043 0.048 0.005 11.6% 0.113
ATR 0.063 0.062 -0.001 -1.7% 0.000
Volume 21,738 16,094 -5,644 -26.0% 64,226
Daily Pivots for day following 02-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.098 3.077 2.986
R3 3.050 3.029 2.973
R2 3.002 3.002 2.969
R1 2.981 2.981 2.964 2.992
PP 2.954 2.954 2.954 2.959
S1 2.933 2.933 2.956 2.944
S2 2.906 2.906 2.951
S3 2.858 2.885 2.947
S4 2.810 2.837 2.934
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 2.996 2.909 0.087 2.9% 0.050 1.7% 59% False False 18,170
10 3.030 2.909 0.121 4.1% 0.058 2.0% 42% False False 18,242
20 3.208 2.909 0.299 10.1% 0.063 2.1% 17% False False 18,338
40 3.208 2.785 0.423 14.3% 0.065 2.2% 41% False False 17,789
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.179
2.618 3.101
1.618 3.053
1.000 3.023
0.618 3.005
HIGH 2.975
0.618 2.957
0.500 2.951
0.382 2.945
LOW 2.927
0.618 2.897
1.000 2.879
1.618 2.849
2.618 2.801
4.250 2.723
Fisher Pivots for day following 02-Jun-2020
Pivot 1 day 3 day
R1 2.957 2.954
PP 2.954 2.948
S1 2.951 2.942

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

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