NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 07-Jul-2020

Day Change Summary
	Previous	Current
	06-Jul-2020	07-Jul-2020	Change	Change %	Previous Week
Open	2.750	2.723	-0.027	-1.0%	2.694
High	2.808	2.795	-0.013	-0.5%	2.781
Low	2.719	2.713	-0.006	-0.2%	2.689
Close	2.741	2.782	0.041	1.5%	2.773
Range	0.089	0.082	-0.007	-7.9%	0.092
ATR	0.058	0.060	0.002	2.9%	0.000
Volume	31,011	25,595	-5,416	-17.5%	80,890

Daily Pivots for day following 07-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.009	2.978	2.827
R3	2.927	2.896	2.805
R2	2.845	2.845	2.797
R1	2.814	2.814	2.790	2.830
PP	2.763	2.763	2.763	2.771
S1	2.732	2.732	2.774	2.748
S2	2.681	2.681	2.767
S3	2.599	2.650	2.759
S4	2.517	2.568	2.737

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	2.690	0.118	4.2%	0.068	2.4%	78%	False	False	23,365
10	2.808	2.637	0.171	6.1%	0.058	2.1%	85%	False	False	19,793
20	2.908	2.637	0.271	9.7%	0.056	2.0%	54%	False	False	16,725
40	2.913	2.637	0.276	9.9%	0.057	2.1%	53%	False	False	14,724
60	3.074	2.637	0.437	15.7%	0.062	2.2%	33%	False	False	13,246
80	3.074	2.459	0.615	22.1%	0.062	2.2%	53%	False	False	11,867

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	0.012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.144
2.618	3.010
1.618	2.928
1.000	2.877
0.618	2.846
HIGH	2.795
0.618	2.764
0.500	2.754
0.382	2.744
LOW	2.713
0.618	2.662
1.000	2.631
1.618	2.580
2.618	2.498
4.250	2.365

Fisher Pivots for day following 07-Jul-2020
Pivot	1 day	3 day
R1	2.773	2.775
PP	2.763	2.768
S1	2.754	2.761

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

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