NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 10-Jul-2020

Day Change Summary
	Previous	Current
	09-Jul-2020	10-Jul-2020	Change	Change %	Previous Week
Open	2.756	2.741	-0.015	-0.5%	2.750
High	2.805	2.754	-0.051	-1.8%	2.808
Low	2.730	2.718	-0.012	-0.4%	2.713
Close	2.737	2.741	0.004	0.1%	2.741
Range	0.075	0.036	-0.039	-52.0%	0.095
ATR	0.060	0.058	-0.002	-2.8%	0.000
Volume	28,785	21,403	-7,382	-25.6%	121,967

Daily Pivots for day following 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.846	2.829	2.761
R3	2.810	2.793	2.751
R2	2.774	2.774	2.748
R1	2.757	2.757	2.744	2.759
PP	2.738	2.738	2.738	2.739
S1	2.721	2.721	2.738	2.723
S2	2.702	2.702	2.734
S3	2.666	2.685	2.731
S4	2.630	2.649	2.721

Weekly Pivots for week ending 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.039	2.985	2.793
R3	2.944	2.890	2.767
R2	2.849	2.849	2.758
R1	2.795	2.795	2.750	2.775
PP	2.754	2.754	2.754	2.744
S1	2.700	2.700	2.732	2.680
S2	2.659	2.659	2.724
S3	2.564	2.605	2.715
S4	2.469	2.510	2.689

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.808	2.713	0.095	3.5%	0.064	2.3%	29%	False	False	24,393
10	2.808	2.645	0.163	5.9%	0.060	2.2%	59%	False	False	21,381
20	2.908	2.637	0.271	9.9%	0.054	2.0%	38%	False	False	17,851
40	2.908	2.637	0.271	9.9%	0.056	2.1%	38%	False	False	15,435
60	3.074	2.637	0.437	15.9%	0.062	2.2%	24%	False	False	13,932
80	3.074	2.459	0.615	22.4%	0.061	2.2%	46%	False	False	12,475

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.016
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	2.907
2.618	2.848
1.618	2.812
1.000	2.790
0.618	2.776
HIGH	2.754
0.618	2.740
0.500	2.736
0.382	2.732
LOW	2.718
0.618	2.696
1.000	2.682
1.618	2.660
2.618	2.624
4.250	2.565

Fisher Pivots for day following 10-Jul-2020
Pivot	1 day	3 day
R1	2.739	2.762
PP	2.738	2.755
S1	2.736	2.748

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

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