NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 15-Jul-2020

Day Change Summary
	Previous	Current
	14-Jul-2020	15-Jul-2020	Change	Change %	Previous Week
Open	2.733	2.754	0.021	0.8%	2.750
High	2.772	2.767	-0.005	-0.2%	2.808
Low	2.725	2.725	0.000	0.0%	2.713
Close	2.754	2.760	0.006	0.2%	2.741
Range	0.047	0.042	-0.005	-10.6%	0.095
ATR	0.057	0.056	-0.001	-1.9%	0.000
Volume	12,888	8,089	-4,799	-37.2%	121,967

Daily Pivots for day following 15-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.877	2.860	2.783
R3	2.835	2.818	2.772
R2	2.793	2.793	2.768
R1	2.776	2.776	2.764	2.785
PP	2.751	2.751	2.751	2.755
S1	2.734	2.734	2.756	2.743
S2	2.709	2.709	2.752
S3	2.667	2.692	2.748
S4	2.625	2.650	2.737

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	2.805	2.700	0.105	3.8%	0.051	1.8%	57%	False	False	18,168
10	2.808	2.700	0.108	3.9%	0.057	2.1%	56%	False	False	20,112
20	2.823	2.637	0.186	6.7%	0.052	1.9%	66%	False	False	18,225
40	2.908	2.637	0.271	9.8%	0.055	2.0%	45%	False	False	15,607
60	3.074	2.637	0.437	15.8%	0.059	2.2%	28%	False	False	14,040
80	3.074	2.474	0.600	21.7%	0.060	2.2%	48%	False	False	12,665

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	0.016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.946
2.618	2.877
1.618	2.835
1.000	2.809
0.618	2.793
HIGH	2.767
0.618	2.751
0.500	2.746
0.382	2.741
LOW	2.725
0.618	2.699
1.000	2.683
1.618	2.657
2.618	2.615
4.250	2.547

Fisher Pivots for day following 15-Jul-2020
Pivot	1 day	3 day
R1	2.755	2.752
PP	2.751	2.744
S1	2.746	2.736

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

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