NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 23-Jun-2020

Day Change Summary
	Previous	Current
	22-Jun-2020	23-Jun-2020	Change	Change %	Previous Week
Open	2.802	2.752	-0.050	-1.8%	2.835
High	2.823	2.753	-0.070	-2.5%	2.839
Low	2.754	2.714	-0.040	-1.5%	2.766
Close	2.771	2.725	-0.046	-1.7%	2.810
Range	0.069	0.039	-0.030	-43.5%	0.073
ATR	0.055	0.055	0.000	0.2%	0.000
Volume	14,332	15,175	843	5.9%	66,748

Daily Pivots for day following 23-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.848	2.825	2.746
R3	2.809	2.786	2.736
R2	2.770	2.770	2.732
R1	2.747	2.747	2.729	2.739
PP	2.731	2.731	2.731	2.727
S1	2.708	2.708	2.721	2.700
S2	2.692	2.692	2.718
S3	2.653	2.669	2.714
S4	2.614	2.630	2.704

Weekly Pivots for week ending 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.024	2.990	2.850
R3	2.951	2.917	2.830
R2	2.878	2.878	2.823
R1	2.844	2.844	2.817	2.825
PP	2.805	2.805	2.805	2.795
S1	2.771	2.771	2.803	2.752
S2	2.732	2.732	2.797
S3	2.659	2.698	2.790
S4	2.586	2.625	2.770

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.823	2.714	0.109	4.0%	0.041	1.5%	10%	False	True	15,145
10	2.908	2.714	0.194	7.1%	0.055	2.0%	6%	False	True	14,077
20	2.908	2.714	0.194	7.1%	0.050	1.8%	6%	False	True	14,036
40	3.074	2.714	0.360	13.2%	0.058	2.1%	3%	False	True	12,490
60	3.074	2.546	0.528	19.4%	0.061	2.2%	34%	False	False	11,646
80	3.074	2.305	0.769	28.2%	0.064	2.3%	55%	False	False	10,520

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.919
2.618	2.855
1.618	2.816
1.000	2.792
0.618	2.777
HIGH	2.753
0.618	2.738
0.500	2.734
0.382	2.729
LOW	2.714
0.618	2.690
1.000	2.675
1.618	2.651
2.618	2.612
4.250	2.548

Fisher Pivots for day following 23-Jun-2020
Pivot	1 day	3 day
R1	2.734	2.769
PP	2.731	2.754
S1	2.728	2.740

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

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