NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 22-Jul-2020

Day Change Summary
	Previous	Current
	21-Jul-2020	22-Jul-2020	Change	Change %	Previous Week
Open	2.708	2.701	-0.007	-0.3%	2.710
High	2.718	2.707	-0.011	-0.4%	2.772
Low	2.672	2.665	-0.007	-0.3%	2.700
Close	2.703	2.694	-0.009	-0.3%	2.749
Range	0.046	0.042	-0.004	-8.7%	0.072
ATR	0.055	0.054	-0.001	-1.7%	0.000
Volume	10,449	11,614	1,165	11.1%	65,327

Daily Pivots for day following 22-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.815	2.796	2.717
R3	2.773	2.754	2.706
R2	2.731	2.731	2.702
R1	2.712	2.712	2.698	2.701
PP	2.689	2.689	2.689	2.683
S1	2.670	2.670	2.690	2.659
S2	2.647	2.647	2.686
S3	2.605	2.628	2.682
S4	2.563	2.586	2.671

Weekly Pivots for week ending 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.956	2.925	2.789
R3	2.884	2.853	2.769
R2	2.812	2.812	2.762
R1	2.781	2.781	2.756	2.797
PP	2.740	2.740	2.740	2.748
S1	2.709	2.709	2.742	2.725
S2	2.668	2.668	2.736
S3	2.596	2.637	2.729
S4	2.524	2.565	2.709

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.770	2.657	0.113	4.2%	0.050	1.9%	33%	False	False	11,910
10	2.805	2.657	0.148	5.5%	0.050	1.9%	25%	False	False	15,039
20	2.808	2.637	0.171	6.3%	0.054	2.0%	33%	False	False	17,416
40	2.908	2.637	0.271	10.1%	0.052	1.9%	21%	False	False	15,726
60	3.074	2.637	0.437	16.2%	0.057	2.1%	13%	False	False	14,132
80	3.074	2.546	0.528	19.6%	0.059	2.2%	28%	False	False	13,088
100	3.074	2.305	0.769	28.5%	0.062	2.3%	51%	False	False	11,899

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 3 trading days

Fibonacci Retracements and Extensions
4.250	2.886
2.618	2.817
1.618	2.775
1.000	2.749
0.618	2.733
HIGH	2.707
0.618	2.691
0.500	2.686
0.382	2.681
LOW	2.665
0.618	2.639
1.000	2.623
1.618	2.597
2.618	2.555
4.250	2.487

Fisher Pivots for day following 22-Jul-2020
Pivot	1 day	3 day
R1	2.691	2.703
PP	2.689	2.700
S1	2.686	2.697

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

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