NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 04-Jun-2020
Day Change Summary
Previous Current
03-Jun-2020 04-Jun-2020 Change Change % Previous Week
Open 2.961 2.976 0.015 0.5% 2.959
High 2.997 2.984 -0.013 -0.4% 3.022
Low 2.960 2.958 -0.002 -0.1% 2.909
Close 2.981 2.972 -0.009 -0.3% 2.955
Range 0.037 0.026 -0.011 -29.7% 0.113
ATR 0.060 0.058 -0.002 -4.1% 0.000
Volume 16,056 11,756 -4,300 -26.8% 64,226
Daily Pivots for day following 04-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.049 3.037 2.986
R3 3.023 3.011 2.979
R2 2.997 2.997 2.977
R1 2.985 2.985 2.974 2.978
PP 2.971 2.971 2.971 2.968
S1 2.959 2.959 2.970 2.952
S2 2.945 2.945 2.967
S3 2.919 2.933 2.965
S4 2.893 2.907 2.958
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% 0.042 1.4% 72% False False 18,330
10 3.022 2.909 0.113 3.8% 0.049 1.6% 56% False False 16,104
20 3.072 2.909 0.163 5.5% 0.056 1.9% 39% False False 17,316
40 3.208 2.813 0.395 13.3% 0.064 2.2% 40% False False 17,373
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 3.095
2.618 3.052
1.618 3.026
1.000 3.010
0.618 3.000
HIGH 2.984
0.618 2.974
0.500 2.971
0.382 2.968
LOW 2.958
0.618 2.942
1.000 2.932
1.618 2.916
2.618 2.890
4.250 2.848
Fisher Pivots for day following 04-Jun-2020
Pivot 1 day 3 day
R1 2.972 2.969
PP 2.971 2.965
S1 2.971 2.962

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

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