NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 05-Jun-2020
Day Change Summary
Previous Current
04-Jun-2020 05-Jun-2020 Change Change % Previous Week
Open 2.976 2.960 -0.016 -0.5% 2.930
High 2.984 2.982 -0.002 -0.1% 2.997
Low 2.958 2.935 -0.023 -0.8% 2.911
Close 2.972 2.950 -0.022 -0.7% 2.950
Range 0.026 0.047 0.021 80.8% 0.086
ATR 0.058 0.057 -0.001 -1.4% 0.000
Volume 11,756 22,336 10,580 90.0% 87,980
Daily Pivots for day following 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.097 3.070 2.976
R3 3.050 3.023 2.963
R2 3.003 3.003 2.959
R1 2.976 2.976 2.954 2.966
PP 2.956 2.956 2.956 2.951
S1 2.929 2.929 2.946 2.919
S2 2.909 2.909 2.941
S3 2.862 2.882 2.937
S4 2.815 2.835 2.924
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.211 3.166 2.997
R3 3.125 3.080 2.974
R2 3.039 3.039 2.966
R1 2.994 2.994 2.958 3.017
PP 2.953 2.953 2.953 2.964
S1 2.908 2.908 2.942 2.931
S2 2.867 2.867 2.934
S3 2.781 2.822 2.926
S4 2.695 2.736 2.903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.997 2.911 0.086 2.9% 0.040 1.4% 45% False False 17,596
10 3.022 2.909 0.113 3.8% 0.050 1.7% 36% False False 16,503
20 3.055 2.909 0.146 4.9% 0.056 1.9% 28% False False 17,840
40 3.208 2.852 0.356 12.1% 0.064 2.2% 28% False False 17,575
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.182
2.618 3.105
1.618 3.058
1.000 3.029
0.618 3.011
HIGH 2.982
0.618 2.964
0.500 2.959
0.382 2.953
LOW 2.935
0.618 2.906
1.000 2.888
1.618 2.859
2.618 2.812
4.250 2.735
Fisher Pivots for day following 05-Jun-2020
Pivot 1 day 3 day
R1 2.959 2.966
PP 2.956 2.961
S1 2.953 2.955

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

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