NYMEX Natural Gas Future February 2021

Trading Metrics calculated at close of trading on 17-Aug-2020

Day Change Summary
	Previous	Current
	14-Aug-2020	17-Aug-2020	Change	Change %	Previous Week
Open	3.079	3.161	0.082	2.7%	3.091
High	3.170	3.172	0.002	0.1%	3.170
Low	3.070	3.134	0.064	2.1%	3.012
Close	3.156	3.162	0.006	0.2%	3.156
Range	0.100	0.038	-0.062	-62.0%	0.158
ATR	0.066	0.064	-0.002	-3.0%	0.000
Volume	13,912	7,443	-6,469	-46.5%	40,135

Daily Pivots for day following 17-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.270	3.254	3.183
R3	3.232	3.216	3.172
R2	3.194	3.194	3.169
R1	3.178	3.178	3.165	3.186
PP	3.156	3.156	3.156	3.160
S1	3.140	3.140	3.159	3.148
S2	3.118	3.118	3.155
S3	3.080	3.102	3.152
S4	3.042	3.064	3.141

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.587	3.529	3.243
R3	3.429	3.371	3.199
R2	3.271	3.271	3.185
R1	3.213	3.213	3.170	3.242
PP	3.113	3.113	3.113	3.127
S1	3.055	3.055	3.142	3.084
S2	2.955	2.955	3.127
S3	2.797	2.897	3.113
S4	2.639	2.739	3.069

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.172	3.012	0.160	5.1%	0.058	1.8%	94%	True	False	8,056
10	3.172	2.958	0.214	6.8%	0.067	2.1%	95%	True	False	8,718
20	3.172	2.768	0.404	12.8%	0.067	2.1%	98%	True	False	7,607
40	3.172	2.750	0.422	13.3%	0.059	1.9%	98%	True	False	6,949
60	3.172	2.750	0.422	13.3%	0.055	1.7%	98%	True	False	6,227

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.018
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	3.334
2.618	3.271
1.618	3.233
1.000	3.210
0.618	3.195
HIGH	3.172
0.618	3.157
0.500	3.153
0.382	3.149
LOW	3.134
0.618	3.111
1.000	3.096
1.618	3.073
2.618	3.035
4.250	2.973

Fisher Pivots for day following 17-Aug-2020
Pivot	1 day	3 day
R1	3.159	3.143
PP	3.156	3.124
S1	3.153	3.105

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

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