NYMEX Natural Gas Future November 2020

Trading Metrics calculated at close of trading on 11-Aug-2020

Day Change Summary
	Previous	Current
	10-Aug-2020	11-Aug-2020	Change	Change %	Previous Week
Open	2.726	2.653	-0.073	-2.7%	2.473
High	2.734	2.704	-0.030	-1.1%	2.741
Low	2.607	2.632	0.025	1.0%	2.447
Close	2.640	2.670	0.030	1.1%	2.720
Range	0.127	0.072	-0.055	-43.3%	0.294
ATR	0.092	0.090	-0.001	-1.5%	0.000
Volume	74,086	70,276	-3,810	-5.1%	320,799

Daily Pivots for day following 11-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.885	2.849	2.710
R3	2.813	2.777	2.690
R2	2.741	2.741	2.683
R1	2.705	2.705	2.677	2.723
PP	2.669	2.669	2.669	2.678
S1	2.633	2.633	2.663	2.651
S2	2.597	2.597	2.657
S3	2.525	2.561	2.650
S4	2.453	2.489	2.630

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.518	3.413	2.882
R3	3.224	3.119	2.801
R2	2.930	2.930	2.774
R1	2.825	2.825	2.747	2.878
PP	2.636	2.636	2.636	2.662
S1	2.531	2.531	2.693	2.584
S2	2.342	2.342	2.666
S3	2.048	2.237	2.639
S4	1.754	1.943	2.558

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.741	2.607	0.134	5.0%	0.097	3.6%	47%	False	False	61,550
10	2.741	2.404	0.337	12.6%	0.108	4.0%	79%	False	False	57,440
20	2.741	2.253	0.488	18.3%	0.087	3.3%	85%	False	False	40,675
40	2.741	2.133	0.608	22.8%	0.076	2.9%	88%	False	False	32,982
60	2.741	2.133	0.608	22.8%	0.072	2.7%	88%	False	False	26,493
80	2.794	2.133	0.661	24.8%	0.075	2.8%	81%	False	False	23,255
100	2.794	2.133	0.661	24.8%	0.073	2.7%	81%	False	False	20,458
120	2.794	2.072	0.722	27.0%	0.073	2.7%	83%	False	False	18,659

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3.010
2.618	2.892
1.618	2.820
1.000	2.776
0.618	2.748
HIGH	2.704
0.618	2.676
0.500	2.668
0.382	2.660
LOW	2.632
0.618	2.588
1.000	2.560
1.618	2.516
2.618	2.444
4.250	2.326

Fisher Pivots for day following 11-Aug-2020
Pivot	1 day	3 day
R1	2.669	2.671
PP	2.669	2.671
S1	2.668	2.670

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

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