NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 06-Jul-2020

Day Change Summary
	Previous	Current
	02-Jul-2020	06-Jul-2020	Change	Change %	Previous Week
Open	2.753	2.750	-0.003	-0.1%	2.694
High	2.781	2.808	0.027	1.0%	2.781
Low	2.731	2.719	-0.012	-0.4%	2.689
Close	2.773	2.741	-0.032	-1.2%	2.773
Range	0.050	0.089	0.039	78.0%	0.092
ATR	0.056	0.058	0.002	4.2%	0.000
Volume	18,267	31,011	12,744	69.8%	80,890

Daily Pivots for day following 06-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.023	2.971	2.790
R3	2.934	2.882	2.765
R2	2.845	2.845	2.757
R1	2.793	2.793	2.749	2.775
PP	2.756	2.756	2.756	2.747
S1	2.704	2.704	2.733	2.686
S2	2.667	2.667	2.725
S3	2.578	2.615	2.717
S4	2.489	2.526	2.692

Weekly Pivots for week ending 03-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.024	2.990	2.824
R3	2.932	2.898	2.798
R2	2.840	2.840	2.790
R1	2.806	2.806	2.781	2.823
PP	2.748	2.748	2.748	2.756
S1	2.714	2.714	2.765	2.731
S2	2.656	2.656	2.756
S3	2.564	2.622	2.748
S4	2.472	2.530	2.722

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.808	2.689	0.119	4.3%	0.065	2.4%	44%	True	False	22,380
10	2.823	2.637	0.186	6.8%	0.057	2.1%	56%	False	False	18,667
20	2.908	2.637	0.271	9.9%	0.054	2.0%	38%	False	False	15,953
40	2.913	2.637	0.276	10.1%	0.056	2.0%	38%	False	False	14,280
60	3.074	2.637	0.437	15.9%	0.062	2.2%	24%	False	False	12,959
80	3.074	2.455	0.619	22.6%	0.062	2.3%	46%	False	False	11,661

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	3.186
2.618	3.041
1.618	2.952
1.000	2.897
0.618	2.863
HIGH	2.808
0.618	2.774
0.500	2.764
0.382	2.753
LOW	2.719
0.618	2.664
1.000	2.630
1.618	2.575
2.618	2.486
4.250	2.341

Fisher Pivots for day following 06-Jul-2020
Pivot	1 day	3 day
R1	2.764	2.758
PP	2.756	2.752
S1	2.749	2.747

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

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