NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 06-Jul-2020

Day Change Summary
	Previous	Current
	02-Jul-2020	06-Jul-2020	Change	Change %	Previous Week
Open	2.891	2.896	0.005	0.2%	2.833
High	2.918	2.941	0.023	0.8%	2.918
Low	2.869	2.848	-0.021	-0.7%	2.827
Close	2.907	2.870	-0.037	-1.3%	2.907
Range	0.049	0.093	0.044	89.8%	0.091
ATR	0.054	0.057	0.003	5.1%	0.000
Volume	24,867	43,441	18,574	74.7%	112,299

Daily Pivots for day following 06-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.165	3.111	2.921
R3	3.072	3.018	2.896
R2	2.979	2.979	2.887
R1	2.925	2.925	2.879	2.906
PP	2.886	2.886	2.886	2.877
S1	2.832	2.832	2.861	2.813
S2	2.793	2.793	2.853
S3	2.700	2.739	2.844
S4	2.607	2.646	2.819

Weekly Pivots for week ending 03-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.157	3.123	2.957
R3	3.066	3.032	2.932
R2	2.975	2.975	2.924
R1	2.941	2.941	2.915	2.958
PP	2.884	2.884	2.884	2.893
S1	2.850	2.850	2.899	2.867
S2	2.793	2.793	2.890
S3	2.702	2.759	2.882
S4	2.611	2.668	2.857

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.941	2.827	0.114	4.0%	0.065	2.3%	38%	True	False	31,148
10	2.964	2.778	0.186	6.5%	0.057	2.0%	49%	False	False	25,807
20	3.044	2.778	0.266	9.3%	0.053	1.9%	35%	False	False	20,884
40	3.055	2.778	0.277	9.7%	0.055	1.9%	33%	False	False	19,362
60	3.208	2.778	0.430	15.0%	0.060	2.1%	21%	False	False	18,678

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	3.336
2.618	3.184
1.618	3.091
1.000	3.034
0.618	2.998
HIGH	2.941
0.618	2.905
0.500	2.895
0.382	2.884
LOW	2.848
0.618	2.791
1.000	2.755
1.618	2.698
2.618	2.605
4.250	2.453

Fisher Pivots for day following 06-Jul-2020
Pivot	1 day	3 day
R1	2.895	2.893
PP	2.886	2.885
S1	2.878	2.878

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

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