NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 26-Jun-2020

Day Change Summary
	Previous	Current
	25-Jun-2020	26-Jun-2020	Change	Change %	Previous Week
Open	2.835	2.790	-0.045	-1.6%	2.939
High	2.837	2.827	-0.010	-0.4%	2.964
Low	2.778	2.783	0.005	0.2%	2.778
Close	2.794	2.816	0.022	0.8%	2.816
Range	0.059	0.044	-0.015	-25.4%	0.186
ATR	0.053	0.052	-0.001	-1.2%	0.000
Volume	29,013	15,352	-13,661	-47.1%	102,332

Daily Pivots for day following 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.941	2.922	2.840
R3	2.897	2.878	2.828
R2	2.853	2.853	2.824
R1	2.834	2.834	2.820	2.844
PP	2.809	2.809	2.809	2.813
S1	2.790	2.790	2.812	2.800
S2	2.765	2.765	2.808
S3	2.721	2.746	2.804
S4	2.677	2.702	2.792

Weekly Pivots for week ending 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.411	3.299	2.918
R3	3.225	3.113	2.867
R2	3.039	3.039	2.850
R1	2.927	2.927	2.833	2.890
PP	2.853	2.853	2.853	2.834
S1	2.741	2.741	2.799	2.704
S2	2.667	2.667	2.782
S3	2.481	2.555	2.765
S4	2.295	2.369	2.714

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.964	2.778	0.186	6.6%	0.049	1.7%	20%	False	False	20,466
10	2.979	2.778	0.201	7.1%	0.043	1.5%	19%	False	False	16,728
20	3.044	2.778	0.266	9.4%	0.047	1.7%	14%	False	False	17,496
40	3.208	2.778	0.430	15.3%	0.055	2.0%	9%	False	False	17,798
60	3.208	2.713	0.495	17.6%	0.059	2.1%	21%	False	False	17,721

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.014
2.618	2.942
1.618	2.898
1.000	2.871
0.618	2.854
HIGH	2.827
0.618	2.810
0.500	2.805
0.382	2.800
LOW	2.783
0.618	2.756
1.000	2.739
1.618	2.712
2.618	2.668
4.250	2.596

Fisher Pivots for day following 26-Jun-2020
Pivot	1 day	3 day
R1	2.812	2.820
PP	2.809	2.819
S1	2.805	2.817

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

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