NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 23-Jun-2020

Day Change Summary
	Previous	Current
	22-Jun-2020	23-Jun-2020	Change	Change %	Previous Week
Open	2.939	2.890	-0.049	-1.7%	2.974
High	2.964	2.890	-0.074	-2.5%	2.979
Low	2.892	2.851	-0.041	-1.4%	2.908
Close	2.909	2.862	-0.047	-1.6%	2.951
Range	0.072	0.039	-0.033	-45.8%	0.071
ATR	0.053	0.054	0.000	0.6%	0.000
Volume	17,034	21,215	4,181	24.5%	64,957

Daily Pivots for day following 23-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.985	2.962	2.883
R3	2.946	2.923	2.873
R2	2.907	2.907	2.869
R1	2.884	2.884	2.866	2.876
PP	2.868	2.868	2.868	2.864
S1	2.845	2.845	2.858	2.837
S2	2.829	2.829	2.855
S3	2.790	2.806	2.851
S4	2.751	2.767	2.841

Weekly Pivots for week ending 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.159	3.126	2.990
R3	3.088	3.055	2.971
R2	3.017	3.017	2.964
R1	2.984	2.984	2.958	2.965
PP	2.946	2.946	2.946	2.937
S1	2.913	2.913	2.944	2.894
S2	2.875	2.875	2.938
S3	2.804	2.842	2.931
S4	2.733	2.771	2.912

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.964	2.851	0.113	3.9%	0.040	1.4%	10%	False	True	15,809
10	3.044	2.851	0.193	6.7%	0.053	1.8%	6%	False	True	16,152
20	3.044	2.851	0.193	6.7%	0.049	1.7%	6%	False	True	16,943
40	3.208	2.851	0.357	12.5%	0.056	2.0%	3%	False	True	17,267

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 2 trading days

Fibonacci Retracements and Extensions
4.250	3.056
2.618	2.992
1.618	2.953
1.000	2.929
0.618	2.914
HIGH	2.890
0.618	2.875
0.500	2.871
0.382	2.866
LOW	2.851
0.618	2.827
1.000	2.812
1.618	2.788
2.618	2.749
4.250	2.685

Fisher Pivots for day following 23-Jun-2020
Pivot	1 day	3 day
R1	2.871	2.908
PP	2.868	2.892
S1	2.865	2.877

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

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