NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 29-Jun-2020

Day Change Summary
	Previous	Current
	26-Jun-2020	29-Jun-2020	Change	Change %	Previous Week
Open	2.790	2.833	0.043	1.5%	2.939
High	2.827	2.895	0.068	2.4%	2.964
Low	2.783	2.827	0.044	1.6%	2.778
Close	2.816	2.859	0.043	1.5%	2.816
Range	0.044	0.068	0.024	54.5%	0.186
ATR	0.052	0.054	0.002	3.6%	0.000
Volume	15,352	31,456	16,104	104.9%	102,332

Daily Pivots for day following 29-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.064	3.030	2.896
R3	2.996	2.962	2.878
R2	2.928	2.928	2.871
R1	2.894	2.894	2.865	2.911
PP	2.860	2.860	2.860	2.869
S1	2.826	2.826	2.853	2.843
S2	2.792	2.792	2.847
S3	2.724	2.758	2.840
S4	2.656	2.690	2.822

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	2.895	2.778	0.117	4.1%	0.048	1.7%	69%	True	False	23,350
10	2.964	2.778	0.186	6.5%	0.045	1.6%	44%	False	False	18,547
20	3.044	2.778	0.266	9.3%	0.048	1.7%	30%	False	False	17,982
40	3.208	2.778	0.430	15.0%	0.056	1.9%	19%	False	False	18,254
60	3.208	2.749	0.459	16.1%	0.059	2.1%	24%	False	False	17,955

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.184
2.618	3.073
1.618	3.005
1.000	2.963
0.618	2.937
HIGH	2.895
0.618	2.869
0.500	2.861
0.382	2.853
LOW	2.827
0.618	2.785
1.000	2.759
1.618	2.717
2.618	2.649
4.250	2.538

Fisher Pivots for day following 29-Jun-2020
Pivot	1 day	3 day
R1	2.861	2.852
PP	2.860	2.844
S1	2.860	2.837

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

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