NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 10-Jun-2020
Day Change Summary
Previous Current
09-Jun-2020 10-Jun-2020 Change Change % Previous Week
Open 2.965 2.948 -0.017 -0.6% 2.930
High 2.971 2.990 0.019 0.6% 2.997
Low 2.937 2.902 -0.035 -1.2% 2.911
Close 2.956 2.986 0.030 1.0% 2.950
Range 0.034 0.088 0.054 158.8% 0.086
ATR 0.055 0.057 0.002 4.3% 0.000
Volume 18,405 19,568 1,163 6.3% 87,980
Daily Pivots for day following 10-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.223 3.193 3.034
R3 3.135 3.105 3.010
R2 3.047 3.047 3.002
R1 3.017 3.017 2.994 3.032
PP 2.959 2.959 2.959 2.967
S1 2.929 2.929 2.978 2.944
S2 2.871 2.871 2.970
S3 2.783 2.841 2.962
S4 2.695 2.753 2.938
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 2.990 2.902 0.088 2.9% 0.049 1.6% 95% True True 18,000
10 2.997 2.902 0.095 3.2% 0.048 1.6% 88% False True 18,579
20 3.033 2.902 0.131 4.4% 0.057 1.9% 64% False True 18,247
40 3.208 2.852 0.356 11.9% 0.063 2.1% 38% False False 17,769
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 3.364
2.618 3.220
1.618 3.132
1.000 3.078
0.618 3.044
HIGH 2.990
0.618 2.956
0.500 2.946
0.382 2.936
LOW 2.902
0.618 2.848
1.000 2.814
1.618 2.760
2.618 2.672
4.250 2.528
Fisher Pivots for day following 10-Jun-2020
Pivot 1 day 3 day
R1 2.973 2.973
PP 2.959 2.959
S1 2.946 2.946

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

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