NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 12-Jun-2020
Day Change Summary
Previous Current
11-Jun-2020 12-Jun-2020 Change Change % Previous Week
Open 2.844 2.875 0.031 1.1% 2.786
High 2.881 2.894 0.013 0.5% 2.894
Low 2.823 2.816 -0.007 -0.2% 2.760
Close 2.880 2.829 -0.051 -1.8% 2.829
Range 0.058 0.078 0.020 34.5% 0.134
ATR 0.000 0.048 0.048 0.000
Volume 18,881 9,335 -9,546 -50.6% 78,752
Daily Pivots for day following 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.080 3.033 2.872
R3 3.002 2.955 2.850
R2 2.924 2.924 2.843
R1 2.877 2.877 2.836 2.862
PP 2.846 2.846 2.846 2.839
S1 2.799 2.799 2.822 2.784
S2 2.768 2.768 2.815
S3 2.690 2.721 2.808
S4 2.612 2.643 2.786
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.230 3.163 2.903
R3 3.096 3.029 2.866
R2 2.962 2.962 2.854
R1 2.895 2.895 2.841 2.929
PP 2.828 2.828 2.828 2.844
S1 2.761 2.761 2.817 2.795
S2 2.694 2.694 2.804
S3 2.560 2.627 2.792
S4 2.426 2.493 2.755
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.894 2.760 0.134 4.7% 0.060 2.1% 51% True False 15,750
10 2.894 2.760 0.134 4.7% 0.047 1.7% 51% True False 13,121
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.226
2.618 3.098
1.618 3.020
1.000 2.972
0.618 2.942
HIGH 2.894
0.618 2.864
0.500 2.855
0.382 2.846
LOW 2.816
0.618 2.768
1.000 2.738
1.618 2.690
2.618 2.612
4.250 2.485
Fisher Pivots for day following 12-Jun-2020
Pivot 1 day 3 day
R1 2.855 2.828
PP 2.846 2.828
S1 2.838 2.827

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

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