NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 24-Jul-2020

Day Change Summary
	Previous	Current
	23-Jul-2020	24-Jul-2020	Change	Change %	Previous Week
Open	2.679	2.742	0.063	2.4%	2.739
High	2.752	2.774	0.022	0.8%	2.774
Low	2.667	2.709	0.042	1.6%	2.657
Close	2.739	2.773	0.034	1.2%	2.773
Range	0.085	0.065	-0.020	-23.5%	0.117
ATR	0.056	0.057	0.001	1.1%	0.000
Volume	21,632	11,633	-9,999	-46.2%	68,145

Daily Pivots for day following 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.947	2.925	2.809
R3	2.882	2.860	2.791
R2	2.817	2.817	2.785
R1	2.795	2.795	2.779	2.806
PP	2.752	2.752	2.752	2.758
S1	2.730	2.730	2.767	2.741
S2	2.687	2.687	2.761
S3	2.622	2.665	2.755
S4	2.557	2.600	2.737

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.086	3.046	2.837
R3	2.969	2.929	2.805
R2	2.852	2.852	2.794
R1	2.812	2.812	2.784	2.832
PP	2.735	2.735	2.735	2.745
S1	2.695	2.695	2.762	2.715
S2	2.618	2.618	2.752
S3	2.501	2.578	2.741
S4	2.384	2.461	2.709

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.774	2.657	0.117	4.2%	0.066	2.4%	99%	True	False	13,629
10	2.774	2.657	0.117	4.2%	0.054	2.0%	99%	True	False	13,347
20	2.808	2.645	0.163	5.9%	0.057	2.1%	79%	False	False	17,364
40	2.908	2.637	0.271	9.8%	0.053	1.9%	50%	False	False	15,989
60	3.074	2.637	0.437	15.8%	0.057	2.1%	31%	False	False	14,404
80	3.074	2.592	0.482	17.4%	0.060	2.2%	38%	False	False	13,324
100	3.074	2.305	0.769	27.7%	0.062	2.3%	61%	False	False	12,117

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	3.050
2.618	2.944
1.618	2.879
1.000	2.839
0.618	2.814
HIGH	2.774
0.618	2.749
0.500	2.742
0.382	2.734
LOW	2.709
0.618	2.669
1.000	2.644
1.618	2.604
2.618	2.539
4.250	2.433

Fisher Pivots for day following 24-Jul-2020
Pivot	1 day	3 day
R1	2.763	2.755
PP	2.752	2.737
S1	2.742	2.720

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

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