NYMEX Natural Gas Future January 2021

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

Day Change Summary
	Previous	Current
	23-Jun-2020	24-Jun-2020	Change	Change %	Previous Week
Open	2.890	2.853	-0.037	-1.3%	2.974
High	2.890	2.862	-0.028	-1.0%	2.979
Low	2.851	2.830	-0.021	-0.7%	2.908
Close	2.862	2.842	-0.020	-0.7%	2.951
Range	0.039	0.032	-0.007	-17.9%	0.071
ATR	0.054	0.052	-0.002	-2.9%	0.000
Volume	21,215	19,718	-1,497	-7.1%	64,957

Daily Pivots for day following 24-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.941	2.923	2.860
R3	2.909	2.891	2.851
R2	2.877	2.877	2.848
R1	2.859	2.859	2.845	2.852
PP	2.845	2.845	2.845	2.841
S1	2.827	2.827	2.839	2.820
S2	2.813	2.813	2.836
S3	2.781	2.795	2.833
S4	2.749	2.763	2.824

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	2.830	0.134	4.7%	0.040	1.4%	9%	False	True	17,456
10	3.044	2.830	0.214	7.5%	0.047	1.7%	6%	False	True	16,167
20	3.044	2.830	0.214	7.5%	0.047	1.7%	6%	False	True	17,373
40	3.208	2.830	0.378	13.3%	0.056	2.0%	3%	False	True	17,422
60	3.208	2.713	0.495	17.4%	0.059	2.1%	26%	False	False	17,477

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	2.998
2.618	2.946
1.618	2.914
1.000	2.894
0.618	2.882
HIGH	2.862
0.618	2.850
0.500	2.846
0.382	2.842
LOW	2.830
0.618	2.810
1.000	2.798
1.618	2.778
2.618	2.746
4.250	2.694

Fisher Pivots for day following 24-Jun-2020
Pivot	1 day	3 day
R1	2.846	2.897
PP	2.845	2.879
S1	2.843	2.860

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

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