NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 22-Jun-2020
Day Change Summary
Previous Current
19-Jun-2020 22-Jun-2020 Change Change % Previous Week
Open 2.940 2.939 -0.001 0.0% 2.974
High 2.953 2.964 0.011 0.4% 2.979
Low 2.925 2.892 -0.033 -1.1% 2.908
Close 2.951 2.909 -0.042 -1.4% 2.951
Range 0.028 0.072 0.044 157.1% 0.071
ATR 0.052 0.053 0.001 2.7% 0.000
Volume 15,030 17,034 2,004 13.3% 64,957
Daily Pivots for day following 22-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.138 3.095 2.949
R3 3.066 3.023 2.929
R2 2.994 2.994 2.922
R1 2.951 2.951 2.916 2.937
PP 2.922 2.922 2.922 2.914
S1 2.879 2.879 2.902 2.865
S2 2.850 2.850 2.896
S3 2.778 2.807 2.889
S4 2.706 2.735 2.869
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.159 3.126 2.990
R3 3.088 3.055 2.971
R2 3.017 3.017 2.964
R1 2.984 2.984 2.958 2.965
PP 2.946 2.946 2.946 2.937
S1 2.913 2.913 2.944 2.894
S2 2.875 2.875 2.938
S3 2.804 2.842 2.931
S4 2.733 2.771 2.912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.964 2.892 0.072 2.5% 0.041 1.4% 24% True True 13,744
10 3.044 2.892 0.152 5.2% 0.052 1.8% 11% False True 15,871
20 3.044 2.892 0.152 5.2% 0.051 1.7% 11% False True 16,442
40 3.208 2.892 0.316 10.9% 0.058 2.0% 5% False True 17,046
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 3.270
2.618 3.152
1.618 3.080
1.000 3.036
0.618 3.008
HIGH 2.964
0.618 2.936
0.500 2.928
0.382 2.920
LOW 2.892
0.618 2.848
1.000 2.820
1.618 2.776
2.618 2.704
4.250 2.586
Fisher Pivots for day following 22-Jun-2020
Pivot 1 day 3 day
R1 2.928 2.928
PP 2.922 2.922
S1 2.915 2.915

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

View Archives - Comment on this page... - Back to Index of Symbols