NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 12-Jun-2020
Day Change Summary
Previous Current
11-Jun-2020 12-Jun-2020 Change Change % Previous Week
Open 2.987 3.023 0.036 1.2% 2.952
High 3.029 3.044 0.015 0.5% 3.044
Low 2.970 2.960 -0.010 -0.3% 2.902
Close 3.028 2.972 -0.056 -1.8% 2.972
Range 0.059 0.084 0.025 42.4% 0.142
ATR 0.057 0.059 0.002 3.3% 0.000
Volume 21,601 17,150 -4,451 -20.6% 94,662
Daily Pivots for day following 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.244 3.192 3.018
R3 3.160 3.108 2.995
R2 3.076 3.076 2.987
R1 3.024 3.024 2.980 3.008
PP 2.992 2.992 2.992 2.984
S1 2.940 2.940 2.964 2.924
S2 2.908 2.908 2.957
S3 2.824 2.856 2.949
S4 2.740 2.772 2.926
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.399 3.327 3.050
R3 3.257 3.185 3.011
R2 3.115 3.115 2.998
R1 3.043 3.043 2.985 3.079
PP 2.973 2.973 2.973 2.991
S1 2.901 2.901 2.959 2.937
S2 2.831 2.831 2.946
S3 2.689 2.759 2.933
S4 2.547 2.617 2.894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.044 2.902 0.142 4.8% 0.063 2.1% 49% True False 18,932
10 3.044 2.902 0.142 4.8% 0.051 1.7% 49% True False 18,264
20 3.044 2.902 0.142 4.8% 0.057 1.9% 49% True False 18,115
40 3.208 2.868 0.340 11.4% 0.064 2.2% 31% False False 17,868
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 3.401
2.618 3.264
1.618 3.180
1.000 3.128
0.618 3.096
HIGH 3.044
0.618 3.012
0.500 3.002
0.382 2.992
LOW 2.960
0.618 2.908
1.000 2.876
1.618 2.824
2.618 2.740
4.250 2.603
Fisher Pivots for day following 12-Jun-2020
Pivot 1 day 3 day
R1 3.002 2.973
PP 2.992 2.973
S1 2.982 2.972

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

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