NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 16-Jun-2020
Day Change Summary
Previous Current
15-Jun-2020 16-Jun-2020 Change Change % Previous Week
Open 2.974 2.931 -0.043 -1.4% 2.952
High 2.979 2.952 -0.027 -0.9% 3.044
Low 2.927 2.908 -0.019 -0.6% 2.902
Close 2.941 2.928 -0.013 -0.4% 2.972
Range 0.052 0.044 -0.008 -15.4% 0.142
ATR 0.059 0.058 -0.001 -1.8% 0.000
Volume 13,271 10,887 -2,384 -18.0% 94,662
Daily Pivots for day following 16-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.061 3.039 2.952
R3 3.017 2.995 2.940
R2 2.973 2.973 2.936
R1 2.951 2.951 2.932 2.940
PP 2.929 2.929 2.929 2.924
S1 2.907 2.907 2.924 2.896
S2 2.885 2.885 2.920
S3 2.841 2.863 2.916
S4 2.797 2.819 2.904
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% 0.065 2.2% 18% False False 16,495
10 3.044 2.902 0.142 4.8% 0.052 1.8% 18% False False 16,896
20 3.044 2.902 0.142 4.8% 0.055 1.9% 18% False False 17,569
40 3.208 2.902 0.306 10.5% 0.061 2.1% 8% False False 17,513
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.139
2.618 3.067
1.618 3.023
1.000 2.996
0.618 2.979
HIGH 2.952
0.618 2.935
0.500 2.930
0.382 2.925
LOW 2.908
0.618 2.881
1.000 2.864
1.618 2.837
2.618 2.793
4.250 2.721
Fisher Pivots for day following 16-Jun-2020
Pivot 1 day 3 day
R1 2.930 2.976
PP 2.929 2.960
S1 2.929 2.944

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

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