NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 24-Jun-2020
Day Change Summary
Previous Current
23-Jun-2020 24-Jun-2020 Change Change % Previous Week
Open 2.750 2.724 -0.026 -0.9% 2.831
High 2.755 2.727 -0.028 -1.0% 2.832
Low 2.720 2.701 -0.019 -0.7% 2.769
Close 2.729 2.710 -0.019 -0.7% 2.810
Range 0.035 0.026 -0.009 -25.7% 0.063
ATR 0.046 0.045 -0.001 -2.8% 0.000
Volume 11,330 10,604 -726 -6.4% 30,973
Daily Pivots for day following 24-Jun-2020
Classic Woodie Camarilla DeMark
R4 2.791 2.776 2.724
R3 2.765 2.750 2.717
R2 2.739 2.739 2.715
R1 2.724 2.724 2.712 2.719
PP 2.713 2.713 2.713 2.710
S1 2.698 2.698 2.708 2.693
S2 2.687 2.687 2.705
S3 2.661 2.672 2.703
S4 2.635 2.646 2.696
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 2.701 0.122 4.5% 0.036 1.3% 7% False True 9,315
10 2.894 2.701 0.193 7.1% 0.043 1.6% 5% False True 9,241
20 2.894 2.701 0.193 7.1% 0.043 1.6% 5% False True 10,645
Crabel Price Patterns
NR True
NR4 True
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 0.011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.838
2.618 2.795
1.618 2.769
1.000 2.753
0.618 2.743
HIGH 2.727
0.618 2.717
0.500 2.714
0.382 2.711
LOW 2.701
0.618 2.685
1.000 2.675
1.618 2.659
2.618 2.633
4.250 2.591
Fisher Pivots for day following 24-Jun-2020
Pivot 1 day 3 day
R1 2.714 2.762
PP 2.713 2.745
S1 2.711 2.727

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

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