NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 31-Jul-2020

Day Change Summary
	Previous	Current
	30-Jul-2020	31-Jul-2020	Change	Change %	Previous Week
Open	2.890	2.835	-0.055	-1.9%	2.758
High	2.904	2.858	-0.046	-1.6%	2.905
Low	2.821	2.781	-0.040	-1.4%	2.737
Close	2.826	2.793	-0.033	-1.2%	2.793
Range	0.083	0.077	-0.006	-7.2%	0.168
ATR	0.062	0.063	0.001	1.7%	0.000
Volume	25,978	18,285	-7,693	-29.6%	100,941

Daily Pivots for day following 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.042	2.994	2.835
R3	2.965	2.917	2.814
R2	2.888	2.888	2.807
R1	2.840	2.840	2.800	2.826
PP	2.811	2.811	2.811	2.803
S1	2.763	2.763	2.786	2.749
S2	2.734	2.734	2.779
S3	2.657	2.686	2.772
S4	2.580	2.609	2.751

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.316	3.222	2.885
R3	3.148	3.054	2.839
R2	2.980	2.980	2.824
R1	2.886	2.886	2.808	2.933
PP	2.812	2.812	2.812	2.835
S1	2.718	2.718	2.778	2.765
S2	2.644	2.644	2.762
S3	2.476	2.550	2.747
S4	2.308	2.382	2.701

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.905	2.737	0.168	6.0%	0.076	2.7%	33%	False	False	20,188
10	2.905	2.657	0.248	8.9%	0.071	2.5%	55%	False	False	16,908
20	2.905	2.657	0.248	8.9%	0.062	2.2%	55%	False	False	17,819
40	2.908	2.637	0.271	9.7%	0.057	2.1%	58%	False	False	16,518
60	2.935	2.637	0.298	10.7%	0.058	2.1%	52%	False	False	15,090
80	3.074	2.637	0.437	15.6%	0.061	2.2%	36%	False	False	13,898
100	3.074	2.455	0.619	22.2%	0.062	2.2%	55%	False	False	12,733

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	0.013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.185
2.618	3.060
1.618	2.983
1.000	2.935
0.618	2.906
HIGH	2.858
0.618	2.829
0.500	2.820
0.382	2.810
LOW	2.781
0.618	2.733
1.000	2.704
1.618	2.656
2.618	2.579
4.250	2.454

Fisher Pivots for day following 31-Jul-2020
Pivot	1 day	3 day
R1	2.820	2.843
PP	2.811	2.826
S1	2.802	2.810

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

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