NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 08-Jul-2020

Day Change Summary
	Previous	Current
	07-Jul-2020	08-Jul-2020	Change	Change %	Previous Week
Open	2.723	2.778	0.055	2.0%	2.694
High	2.795	2.788	-0.007	-0.3%	2.781
Low	2.713	2.748	0.035	1.3%	2.689
Close	2.782	2.767	-0.015	-0.5%	2.773
Range	0.082	0.040	-0.042	-51.2%	0.092
ATR	0.060	0.059	-0.001	-2.4%	0.000
Volume	25,595	15,173	-10,422	-40.7%	80,890

Daily Pivots for day following 08-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.888	2.867	2.789
R3	2.848	2.827	2.778
R2	2.808	2.808	2.774
R1	2.787	2.787	2.771	2.778
PP	2.768	2.768	2.768	2.763
S1	2.747	2.747	2.763	2.738
S2	2.728	2.728	2.760
S3	2.688	2.707	2.756
S4	2.648	2.667	2.745

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	2.708	0.100	3.6%	0.063	2.3%	59%	False	False	22,056
10	2.808	2.637	0.171	6.2%	0.058	2.1%	76%	False	False	19,793
20	2.908	2.637	0.271	9.8%	0.056	2.0%	48%	False	False	16,935
40	2.908	2.637	0.271	9.8%	0.057	2.1%	48%	False	False	14,929
60	3.074	2.637	0.437	15.8%	0.062	2.2%	30%	False	False	13,320
80	3.074	2.459	0.615	22.2%	0.061	2.2%	50%	False	False	11,981

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2.958
2.618	2.893
1.618	2.853
1.000	2.828
0.618	2.813
HIGH	2.788
0.618	2.773
0.500	2.768
0.382	2.763
LOW	2.748
0.618	2.723
1.000	2.708
1.618	2.683
2.618	2.643
4.250	2.578

Fisher Pivots for day following 08-Jul-2020
Pivot	1 day	3 day
R1	2.768	2.765
PP	2.768	2.763
S1	2.767	2.761

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

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