NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 11-Jun-2020

Day Change Summary
	Previous	Current
	10-Jun-2020	11-Jun-2020	Change	Change %	Previous Week
Open	2.948	2.987	0.039	1.3%	2.930
High	2.990	3.029	0.039	1.3%	2.997
Low	2.902	2.970	0.068	2.3%	2.911
Close	2.986	3.028	0.042	1.4%	2.950
Range	0.088	0.059	-0.029	-33.0%	0.086
ATR	0.057	0.057	0.000	0.2%	0.000
Volume	19,568	21,601	2,033	10.4%	87,980

Daily Pivots for day following 11-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.186	3.166	3.060
R3	3.127	3.107	3.044
R2	3.068	3.068	3.039
R1	3.048	3.048	3.033	3.058
PP	3.009	3.009	3.009	3.014
S1	2.989	2.989	3.023	2.999
S2	2.950	2.950	3.017
S3	2.891	2.930	3.012
S4	2.832	2.871	2.996

Weekly Pivots for week ending 05-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.211	3.166	2.997
R3	3.125	3.080	2.974
R2	3.039	3.039	2.966
R1	2.994	2.994	2.958	3.017
PP	2.953	2.953	2.953	2.964
S1	2.908	2.908	2.942	2.931
S2	2.867	2.867	2.934
S3	2.781	2.822	2.926
S4	2.695	2.736	2.903

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.029	2.902	0.127	4.2%	0.055	1.8%	99%	True	False	19,969
10	3.029	2.902	0.127	4.2%	0.049	1.6%	99%	True	False	19,150
20	3.033	2.902	0.131	4.3%	0.056	1.9%	96%	False	False	18,121
40	3.208	2.852	0.356	11.8%	0.064	2.1%	49%	False	False	17,935

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	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.280
2.618	3.183
1.618	3.124
1.000	3.088
0.618	3.065
HIGH	3.029
0.618	3.006
0.500	3.000
0.382	2.993
LOW	2.970
0.618	2.934
1.000	2.911
1.618	2.875
2.618	2.816
4.250	2.719

Fisher Pivots for day following 11-Jun-2020
Pivot	1 day	3 day
R1	3.019	3.007
PP	3.009	2.986
S1	3.000	2.966

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

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