NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 19-Jun-2020

Day Change Summary
	Previous	Current
	18-Jun-2020	19-Jun-2020	Change	Change %	Previous Week
Open	2.801	2.802	0.001	0.0%	2.831
High	2.806	2.811	0.005	0.2%	2.832
Low	2.781	2.783	0.002	0.1%	2.769
Close	2.805	2.810	0.005	0.2%	2.810
Range	0.025	0.028	0.003	12.0%	0.063
ATR	0.045	0.044	-0.001	-2.7%	0.000
Volume	6,271	7,075	804	12.8%	30,973

Daily Pivots for day following 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.885	2.876	2.825
R3	2.857	2.848	2.818
R2	2.829	2.829	2.815
R1	2.820	2.820	2.813	2.825
PP	2.801	2.801	2.801	2.804
S1	2.792	2.792	2.807	2.797
S2	2.773	2.773	2.805
S3	2.745	2.764	2.802
S4	2.717	2.736	2.795

Weekly Pivots for week ending 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.993	2.964	2.845
R3	2.930	2.901	2.827
R2	2.867	2.867	2.822
R1	2.838	2.838	2.816	2.821
PP	2.804	2.804	2.804	2.795
S1	2.775	2.775	2.804	2.758
S2	2.741	2.741	2.798
S3	2.678	2.712	2.793
S4	2.615	2.649	2.775

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.832	2.769	0.063	2.2%	0.034	1.2%	65%	False	False	6,194
10	2.894	2.760	0.134	4.8%	0.047	1.7%	37%	False	False	10,972

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.930
2.618	2.884
1.618	2.856
1.000	2.839
0.618	2.828
HIGH	2.811
0.618	2.800
0.500	2.797
0.382	2.794
LOW	2.783
0.618	2.766
1.000	2.755
1.618	2.738
2.618	2.710
4.250	2.664

Fisher Pivots for day following 19-Jun-2020
Pivot	1 day	3 day
R1	2.806	2.805
PP	2.801	2.799
S1	2.797	2.794

Download as Excel Spreadsheet

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

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