NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 29-Jun-2020
Day Change Summary
Previous Current
26-Jun-2020 29-Jun-2020 Change Change % Previous Week
Open 2.663 2.708 0.045 1.7% 2.799
High 2.697 2.751 0.054 2.0% 2.823
Low 2.660 2.697 0.037 1.4% 2.653
Close 2.688 2.722 0.034 1.3% 2.688
Range 0.037 0.054 0.017 45.9% 0.170
ATR 0.045 0.046 0.001 2.9% 0.000
Volume 8,437 13,417 4,980 59.0% 60,348
Daily Pivots for day following 29-Jun-2020
Classic Woodie Camarilla DeMark
R4 2.885 2.858 2.752
R3 2.831 2.804 2.737
R2 2.777 2.777 2.732
R1 2.750 2.750 2.727 2.764
PP 2.723 2.723 2.723 2.730
S1 2.696 2.696 2.717 2.710
S2 2.669 2.669 2.712
S3 2.615 2.642 2.707
S4 2.561 2.588 2.692
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.231 3.130 2.782
R3 3.061 2.960 2.735
R2 2.891 2.891 2.719
R1 2.790 2.790 2.704 2.756
PP 2.721 2.721 2.721 2.704
S1 2.620 2.620 2.672 2.586
S2 2.551 2.551 2.657
S3 2.381 2.450 2.641
S4 2.211 2.280 2.595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.755 2.653 0.102 3.7% 0.040 1.5% 68% False False 12,493
10 2.823 2.653 0.170 6.2% 0.039 1.4% 41% False False 9,766
20 2.894 2.653 0.241 8.9% 0.044 1.6% 29% False False 11,286
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.981
2.618 2.892
1.618 2.838
1.000 2.805
0.618 2.784
HIGH 2.751
0.618 2.730
0.500 2.724
0.382 2.718
LOW 2.697
0.618 2.664
1.000 2.643
1.618 2.610
2.618 2.556
4.250 2.468
Fisher Pivots for day following 29-Jun-2020
Pivot 1 day 3 day
R1 2.724 2.715
PP 2.723 2.709
S1 2.723 2.702

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

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