NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 10-Jul-2020

Day Change Summary
	Previous	Current
	09-Jul-2020	10-Jul-2020	Change	Change %	Previous Week
Open	2.886	2.864	-0.022	-0.8%	2.896
High	2.920	2.882	-0.038	-1.3%	2.941
Low	2.858	2.844	-0.014	-0.5%	2.843
Close	2.865	2.869	0.004	0.1%	2.869
Range	0.062	0.038	-0.024	-38.7%	0.098
ATR	0.057	0.056	-0.001	-2.4%	0.000
Volume	25,136	26,778	1,642	6.5%	146,563

Daily Pivots for day following 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.979	2.962	2.890
R3	2.941	2.924	2.879
R2	2.903	2.903	2.876
R1	2.886	2.886	2.872	2.895
PP	2.865	2.865	2.865	2.869
S1	2.848	2.848	2.866	2.857
S2	2.827	2.827	2.862
S3	2.789	2.810	2.859
S4	2.751	2.772	2.848

Weekly Pivots for week ending 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.178	3.122	2.923
R3	3.080	3.024	2.896
R2	2.982	2.982	2.887
R1	2.926	2.926	2.878	2.905
PP	2.884	2.884	2.884	2.874
S1	2.828	2.828	2.860	2.807
S2	2.786	2.786	2.851
S3	2.688	2.730	2.842
S4	2.590	2.632	2.815

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.941	2.843	0.098	3.4%	0.061	2.1%	27%	False	False	29,312
10	2.941	2.783	0.158	5.5%	0.058	2.0%	54%	False	False	27,421
20	3.044	2.778	0.266	9.3%	0.053	1.8%	34%	False	False	22,165
40	3.044	2.778	0.266	9.3%	0.054	1.9%	34%	False	False	20,143
60	3.208	2.778	0.430	15.0%	0.060	2.1%	21%	False	False	19,345

Crabel Price Patterns
NR	True
NR4	False
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	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.044
2.618	2.981
1.618	2.943
1.000	2.920
0.618	2.905
HIGH	2.882
0.618	2.867
0.500	2.863
0.382	2.859
LOW	2.844
0.618	2.821
1.000	2.806
1.618	2.783
2.618	2.745
4.250	2.683

Fisher Pivots for day following 10-Jul-2020
Pivot	1 day	3 day
R1	2.867	2.882
PP	2.865	2.878
S1	2.863	2.873

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

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