NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 22-Jun-2020

Day Change Summary
	Previous	Current
	19-Jun-2020	22-Jun-2020	Change	Change %	Previous Week
Open	2.802	2.799	-0.003	-0.1%	2.831
High	2.811	2.823	0.012	0.4%	2.832
Low	2.783	2.757	-0.026	-0.9%	2.769
Close	2.810	2.773	-0.037	-1.3%	2.810
Range	0.028	0.066	0.038	135.7%	0.063
ATR	0.044	0.045	0.002	3.6%	0.000
Volume	7,075	11,296	4,221	59.7%	30,973

Daily Pivots for day following 22-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.982	2.944	2.809
R3	2.916	2.878	2.791
R2	2.850	2.850	2.785
R1	2.812	2.812	2.779	2.798
PP	2.784	2.784	2.784	2.778
S1	2.746	2.746	2.767	2.732
S2	2.718	2.718	2.761
S3	2.652	2.680	2.755
S4	2.586	2.614	2.737

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	2.823	2.757	0.066	2.4%	0.038	1.4%	24%	True	True	7,039
10	2.894	2.757	0.137	4.9%	0.049	1.8%	12%	False	True	10,480

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
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 6 trading days

Fibonacci Retracements and Extensions
4.250	3.104
2.618	2.996
1.618	2.930
1.000	2.889
0.618	2.864
HIGH	2.823
0.618	2.798
0.500	2.790
0.382	2.782
LOW	2.757
0.618	2.716
1.000	2.691
1.618	2.650
2.618	2.584
4.250	2.477

Fisher Pivots for day following 22-Jun-2020
Pivot	1 day	3 day
R1	2.790	2.790
PP	2.784	2.784
S1	2.779	2.779

Download as Excel Spreadsheet

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

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