NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 03-Jun-2020
Day Change Summary
Previous Current
02-Jun-2020 03-Jun-2020 Change Change % Previous Week
Open 2.941 2.961 0.020 0.7% 2.959
High 2.975 2.997 0.022 0.7% 3.022
Low 2.927 2.960 0.033 1.1% 2.909
Close 2.960 2.981 0.021 0.7% 2.955
Range 0.048 0.037 -0.011 -22.9% 0.113
ATR 0.062 0.060 -0.002 -2.9% 0.000
Volume 16,094 16,056 -38 -0.2% 64,226
Daily Pivots for day following 03-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.090 3.073 3.001
R3 3.053 3.036 2.991
R2 3.016 3.016 2.988
R1 2.999 2.999 2.984 3.008
PP 2.979 2.979 2.979 2.984
S1 2.962 2.962 2.978 2.971
S2 2.942 2.942 2.974
S3 2.905 2.925 2.971
S4 2.868 2.888 2.961
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 2.997 2.909 0.088 3.0% 0.047 1.6% 82% True False 19,158
10 3.022 2.909 0.113 3.8% 0.053 1.8% 64% False False 17,399
20 3.086 2.909 0.177 5.9% 0.058 1.9% 41% False False 17,680
40 3.208 2.787 0.421 14.1% 0.065 2.2% 46% False False 17,762
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.154
2.618 3.094
1.618 3.057
1.000 3.034
0.618 3.020
HIGH 2.997
0.618 2.983
0.500 2.979
0.382 2.974
LOW 2.960
0.618 2.937
1.000 2.923
1.618 2.900
2.618 2.863
4.250 2.803
Fisher Pivots for day following 03-Jun-2020
Pivot 1 day 3 day
R1 2.980 2.972
PP 2.979 2.963
S1 2.979 2.954

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

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