NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 26-Jun-2020

Day Change Summary
	Previous	Current
	25-Jun-2020	26-Jun-2020	Change	Change %	Previous Week
Open	2.698	2.649	-0.049	-1.8%	2.802
High	2.698	2.688	-0.010	-0.4%	2.823
Low	2.637	2.645	0.008	0.3%	2.637
Close	2.654	2.676	0.022	0.8%	2.676
Range	0.061	0.043	-0.018	-29.5%	0.186
ATR	0.055	0.054	-0.001	-1.5%	0.000
Volume	20,347	10,955	-9,392	-46.2%	74,773

Daily Pivots for day following 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.799	2.780	2.700
R3	2.756	2.737	2.688
R2	2.713	2.713	2.684
R1	2.694	2.694	2.680	2.704
PP	2.670	2.670	2.670	2.674
S1	2.651	2.651	2.672	2.661
S2	2.627	2.627	2.668
S3	2.584	2.608	2.664
S4	2.541	2.565	2.652

Weekly Pivots for week ending 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.270	3.159	2.778
R3	3.084	2.973	2.727
R2	2.898	2.898	2.710
R1	2.787	2.787	2.693	2.750
PP	2.712	2.712	2.712	2.693
S1	2.601	2.601	2.659	2.564
S2	2.526	2.526	2.642
S3	2.340	2.415	2.625
S4	2.154	2.229	2.574

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.823	2.637	0.186	7.0%	0.048	1.8%	21%	False	False	14,954
10	2.839	2.637	0.202	7.5%	0.043	1.6%	19%	False	False	14,152
20	2.908	2.637	0.271	10.1%	0.048	1.8%	14%	False	False	14,492
40	3.074	2.637	0.437	16.3%	0.056	2.1%	9%	False	False	12,925
60	3.074	2.592	0.482	18.0%	0.061	2.3%	17%	False	False	11,996
80	3.074	2.305	0.769	28.7%	0.064	2.4%	48%	False	False	10,879

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	0.008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.871
2.618	2.801
1.618	2.758
1.000	2.731
0.618	2.715
HIGH	2.688
0.618	2.672
0.500	2.667
0.382	2.661
LOW	2.645
0.618	2.618
1.000	2.602
1.618	2.575
2.618	2.532
4.250	2.462

Fisher Pivots for day following 26-Jun-2020
Pivot	1 day	3 day
R1	2.673	2.680
PP	2.670	2.678
S1	2.667	2.677

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

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