NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 11-Jun-2020

Day Change Summary
	Previous	Current
	10-Jun-2020	11-Jun-2020	Change	Change %	Previous Week
Open	2.802	2.844	0.042	1.5%	2.789
High	2.844	2.881	0.037	1.3%	2.835
Low	2.760	2.823	0.063	2.3%	2.761
Close	2.840	2.880	0.040	1.4%	2.798
Range	0.084	0.058	-0.026	-31.0%	0.074
ATR
Volume	16,991	18,881	1,890	11.1%	52,467

Daily Pivots for day following 11-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.035	3.016	2.912
R3	2.977	2.958	2.896
R2	2.919	2.919	2.891
R1	2.900	2.900	2.885	2.910
PP	2.861	2.861	2.861	2.866
S1	2.842	2.842	2.875	2.852
S2	2.803	2.803	2.869
S3	2.745	2.784	2.864
S4	2.687	2.726	2.848

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	2.881	2.760	0.121	4.2%	0.051	1.8%	99%	True	False	17,100
10	2.881	2.757	0.124	4.3%	0.044	1.5%	99%	True	False	13,128

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	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.128
2.618	3.033
1.618	2.975
1.000	2.939
0.618	2.917
HIGH	2.881
0.618	2.859
0.500	2.852
0.382	2.845
LOW	2.823
0.618	2.787
1.000	2.765
1.618	2.729
2.618	2.671
4.250	2.577

Fisher Pivots for day following 11-Jun-2020
Pivot	1 day	3 day
R1	2.871	2.860
PP	2.861	2.840
S1	2.852	2.821

Download as Excel Spreadsheet

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

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