NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 02-Jul-2020

Day Change Summary
	Previous	Current
	01-Jul-2020	02-Jul-2020	Change	Change %	Previous Week
Open	2.742	2.753	0.011	0.4%	2.802
High	2.761	2.781	0.020	0.7%	2.823
Low	2.708	2.731	0.023	0.8%	2.637
Close	2.760	2.773	0.013	0.5%	2.676
Range	0.053	0.050	-0.003	-5.7%	0.186
ATR	0.056	0.056	0.000	-0.8%	0.000
Volume	20,237	18,267	-1,970	-9.7%	74,773

Daily Pivots for day following 02-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.912	2.892	2.801
R3	2.862	2.842	2.787
R2	2.812	2.812	2.782
R1	2.792	2.792	2.778	2.802
PP	2.762	2.762	2.762	2.767
S1	2.742	2.742	2.768	2.752
S2	2.712	2.712	2.764
S3	2.662	2.692	2.759
S4	2.612	2.642	2.746

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	2.781	2.645	0.136	4.9%	0.056	2.0%	94%	True	False	18,369
10	2.823	2.637	0.186	6.7%	0.051	1.8%	73%	False	False	17,380
20	2.908	2.637	0.271	9.8%	0.052	1.9%	50%	False	False	15,218
40	2.935	2.637	0.298	10.7%	0.055	2.0%	46%	False	False	13,726
60	3.074	2.637	0.437	15.8%	0.061	2.2%	31%	False	False	12,592
80	3.074	2.455	0.619	22.3%	0.062	2.2%	51%	False	False	11,461

Crabel Price Patterns
NR	True
NR4	True
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	0.011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.994
2.618	2.912
1.618	2.862
1.000	2.831
0.618	2.812
HIGH	2.781
0.618	2.762
0.500	2.756
0.382	2.750
LOW	2.731
0.618	2.700
1.000	2.681
1.618	2.650
2.618	2.600
4.250	2.519

Fisher Pivots for day following 02-Jul-2020
Pivot	1 day	3 day
R1	2.767	2.761
PP	2.762	2.748
S1	2.756	2.736

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

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