NYMEX Natural Gas Future November 2020

Trading Metrics calculated at close of trading on 14-Jul-2020

Day Change Summary
	Previous	Current
	13-Jul-2020	14-Jul-2020	Change	Change %	Previous Week
Open	2.313	2.326	0.013	0.6%	2.300
High	2.353	2.361	0.008	0.3%	2.562
Low	2.306	2.316	0.010	0.4%	2.274
Close	2.340	2.348	0.008	0.3%	2.355
Range	0.047	0.045	-0.002	-4.3%	0.288
ATR	0.073	0.071	-0.002	-2.7%	0.000
Volume	32,697	25,219	-7,478	-22.9%	191,431

Daily Pivots for day following 14-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.477	2.457	2.373
R3	2.432	2.412	2.360
R2	2.387	2.387	2.356
R1	2.367	2.367	2.352	2.377
PP	2.342	2.342	2.342	2.347
S1	2.322	2.322	2.344	2.332
S2	2.297	2.297	2.340
S3	2.252	2.277	2.336
S4	2.207	2.232	2.323

Weekly Pivots for week ending 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.261	3.096	2.513
R3	2.973	2.808	2.434
R2	2.685	2.685	2.408
R1	2.520	2.520	2.381	2.603
PP	2.397	2.397	2.397	2.438
S1	2.232	2.232	2.329	2.315
S2	2.109	2.109	2.302
S3	1.821	1.944	2.276
S4	1.533	1.656	2.197

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.562	2.306	0.256	10.9%	0.083	3.5%	16%	False	False	35,525
10	2.562	2.219	0.343	14.6%	0.076	3.2%	38%	False	False	32,994
20	2.562	2.133	0.429	18.3%	0.065	2.8%	50%	False	False	25,290
40	2.562	2.133	0.429	18.3%	0.065	2.8%	50%	False	False	19,402
60	2.794	2.133	0.661	28.2%	0.071	3.0%	33%	False	False	17,449
80	2.794	2.133	0.661	28.2%	0.069	3.0%	33%	False	False	15,403
100	2.794	2.072	0.722	30.7%	0.070	3.0%	38%	False	False	14,255

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	2.552
2.618	2.479
1.618	2.434
1.000	2.406
0.618	2.389
HIGH	2.361
0.618	2.344
0.500	2.339
0.382	2.333
LOW	2.316
0.618	2.288
1.000	2.271
1.618	2.243
2.618	2.198
4.250	2.125

Fisher Pivots for day following 14-Jul-2020
Pivot	1 day	3 day
R1	2.345	2.345
PP	2.342	2.342
S1	2.339	2.339

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

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