NYMEX Natural Gas Future March 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	2.812	2.802	-0.010	-0.4%	2.789
High	2.821	2.844	0.023	0.8%	2.835
Low	2.788	2.760	-0.028	-1.0%	2.761
Close	2.812	2.840	0.028	1.0%	2.798
Range	0.033	0.084	0.051	154.5%	0.074
ATR
Volume	17,327	16,991	-336	-1.9%	52,467

Daily Pivots for day following 10-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.067	3.037	2.886
R3	2.983	2.953	2.863
R2	2.899	2.899	2.855
R1	2.869	2.869	2.848	2.884
PP	2.815	2.815	2.815	2.822
S1	2.785	2.785	2.832	2.800
S2	2.731	2.731	2.825
S3	2.647	2.701	2.817
S4	2.563	2.617	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	2.844	2.760	0.084	3.0%	0.044	1.6%	95%	True	True	14,989
10	2.844	2.757	0.087	3.1%	0.043	1.5%	95%	True	False	12,049

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	0.015
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3.201
2.618	3.064
1.618	2.980
1.000	2.928
0.618	2.896
HIGH	2.844
0.618	2.812
0.500	2.802
0.382	2.792
LOW	2.760
0.618	2.708
1.000	2.676
1.618	2.624
2.618	2.540
4.250	2.403

Fisher Pivots for day following 10-Jun-2020
Pivot	1 day	3 day
R1	2.827	2.827
PP	2.815	2.815
S1	2.802	2.802

Download as Excel Spreadsheet

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

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