NYMEX Natural Gas Future November 2020

Trading Metrics calculated at close of trading on 30-Jul-2020

Day Change Summary
	Previous	Current
	29-Jul-2020	30-Jul-2020	Change	Change %	Previous Week
Open	2.453	2.530	0.077	3.1%	2.332
High	2.544	2.541	-0.003	-0.1%	2.414
Low	2.434	2.459	0.025	1.0%	2.253
Close	2.538	2.465	-0.073	-2.9%	2.410
Range	0.110	0.082	-0.028	-25.5%	0.161
ATR	0.073	0.074	0.001	0.9%	0.000
Volume	39,087	34,295	-4,792	-12.3%	127,078

Daily Pivots for day following 30-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.734	2.682	2.510
R3	2.652	2.600	2.488
R2	2.570	2.570	2.480
R1	2.518	2.518	2.473	2.503
PP	2.488	2.488	2.488	2.481
S1	2.436	2.436	2.457	2.421
S2	2.406	2.406	2.450
S3	2.324	2.354	2.442
S4	2.242	2.272	2.420

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.842	2.787	2.499
R3	2.681	2.626	2.454
R2	2.520	2.520	2.440
R1	2.465	2.465	2.425	2.493
PP	2.359	2.359	2.359	2.373
S1	2.304	2.304	2.395	2.332
S2	2.198	2.198	2.380
S3	2.037	2.143	2.366
S4	1.876	1.982	2.321

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.544	2.332	0.212	8.6%	0.086	3.5%	63%	False	False	31,435
10	2.544	2.253	0.291	11.8%	0.074	3.0%	73%	False	False	27,398
20	2.562	2.253	0.309	12.5%	0.074	3.0%	69%	False	False	29,019
40	2.562	2.133	0.429	17.4%	0.066	2.7%	77%	False	False	23,349
60	2.661	2.133	0.528	21.4%	0.067	2.7%	63%	False	False	20,298
80	2.794	2.133	0.661	26.8%	0.070	2.8%	50%	False	False	17,991
100	2.794	2.133	0.661	26.8%	0.071	2.9%	50%	False	False	16,512
120	2.794	2.072	0.722	29.3%	0.068	2.8%	54%	False	False	14,884

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
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	2.890
2.618	2.756
1.618	2.674
1.000	2.623
0.618	2.592
HIGH	2.541
0.618	2.510
0.500	2.500
0.382	2.490
LOW	2.459
0.618	2.408
1.000	2.377
1.618	2.326
2.618	2.244
4.250	2.111

Fisher Pivots for day following 30-Jul-2020
Pivot	1 day	3 day
R1	2.500	2.463
PP	2.488	2.460
S1	2.477	2.458

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

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