NYMEX Natural Gas Future November 2020

Trading Metrics calculated at close of trading on 22-Jul-2020

Day Change Summary
	Previous	Current
	21-Jul-2020	22-Jul-2020	Change	Change %	Previous Week
Open	2.300	2.299	-0.001	0.0%	2.313
High	2.316	2.310	-0.006	-0.3%	2.385
Low	2.276	2.273	-0.003	-0.1%	2.306
Close	2.310	2.288	-0.022	-1.0%	2.350
Range	0.040	0.037	-0.003	-7.5%	0.079
ATR	0.067	0.065	-0.002	-3.2%	0.000
Volume	15,776	27,862	12,086	76.6%	112,660

Daily Pivots for day following 22-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.401	2.382	2.308
R3	2.364	2.345	2.298
R2	2.327	2.327	2.295
R1	2.308	2.308	2.291	2.299
PP	2.290	2.290	2.290	2.286
S1	2.271	2.271	2.285	2.262
S2	2.253	2.253	2.281
S3	2.216	2.234	2.278
S4	2.179	2.197	2.268

Weekly Pivots for week ending 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.584	2.546	2.393
R3	2.505	2.467	2.372
R2	2.426	2.426	2.364
R1	2.388	2.388	2.357	2.407
PP	2.347	2.347	2.347	2.357
S1	2.309	2.309	2.343	2.328
S2	2.268	2.268	2.336
S3	2.189	2.230	2.328
S4	2.110	2.151	2.307

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.385	2.253	0.132	5.8%	0.051	2.2%	27%	False	False	20,586
10	2.562	2.253	0.309	13.5%	0.069	3.0%	11%	False	False	26,432
20	2.562	2.133	0.429	18.8%	0.067	2.9%	36%	False	False	26,696
40	2.562	2.133	0.429	18.8%	0.061	2.7%	36%	False	False	20,439
60	2.794	2.133	0.661	28.9%	0.066	2.9%	23%	False	False	18,339
80	2.794	2.133	0.661	28.9%	0.068	3.0%	23%	False	False	16,332
100	2.794	2.072	0.722	31.6%	0.071	3.1%	30%	False	False	15,107
120	2.794	2.072	0.722	31.6%	0.066	2.9%	30%	False	False	13,516

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.467
2.618	2.407
1.618	2.370
1.000	2.347
0.618	2.333
HIGH	2.310
0.618	2.296
0.500	2.292
0.382	2.287
LOW	2.273
0.618	2.250
1.000	2.236
1.618	2.213
2.618	2.176
4.250	2.116

Fisher Pivots for day following 22-Jul-2020
Pivot	1 day	3 day
R1	2.292	2.296
PP	2.290	2.293
S1	2.289	2.291

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

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