NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 09-Jun-2020

Day Change Summary
	Previous	Current
	08-Jun-2020	09-Jun-2020	Change	Change %	Previous Week
Open	2.786	2.812	0.026	0.9%	2.789
High	2.815	2.821	0.006	0.2%	2.835
Low	2.768	2.788	0.020	0.7%	2.761
Close	2.809	2.812	0.003	0.1%	2.798
Range	0.047	0.033	-0.014	-29.8%	0.074
ATR
Volume	16,218	17,327	1,109	6.8%	52,467

Daily Pivots for day following 09-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.906	2.892	2.830
R3	2.873	2.859	2.821
R2	2.840	2.840	2.818
R1	2.826	2.826	2.815	2.829
PP	2.807	2.807	2.807	2.808
S1	2.793	2.793	2.809	2.796
S2	2.774	2.774	2.806
S3	2.741	2.760	2.803
S4	2.708	2.727	2.794

Weekly Pivots for week ending 05-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.020	2.983	2.839
R3	2.946	2.909	2.818
R2	2.872	2.872	2.812
R1	2.835	2.835	2.805	2.854
PP	2.798	2.798	2.798	2.807
S1	2.761	2.761	2.791	2.780
S2	2.724	2.724	2.784
S3	2.650	2.687	2.778
S4	2.576	2.613	2.757

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.835	2.768	0.067	2.4%	0.035	1.2%	66%	False	False	13,585
10	2.835	2.757	0.078	2.8%	0.038	1.4%	71%	False	False	10,752

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.961
2.618	2.907
1.618	2.874
1.000	2.854
0.618	2.841
HIGH	2.821
0.618	2.808
0.500	2.805
0.382	2.801
LOW	2.788
0.618	2.768
1.000	2.755
1.618	2.735
2.618	2.702
4.250	2.648

Fisher Pivots for day following 09-Jun-2020
Pivot	1 day	3 day
R1	2.810	2.806
PP	2.807	2.800
S1	2.805	2.795

Download as Excel Spreadsheet

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

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