NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 30-Jun-2020

Day Change Summary
	Previous	Current
	29-Jun-2020	30-Jun-2020	Change	Change %	Previous Week
Open	2.833	2.849	0.016	0.6%	2.939
High	2.895	2.894	-0.001	0.0%	2.964
Low	2.827	2.832	0.005	0.2%	2.778
Close	2.859	2.883	0.024	0.8%	2.816
Range	0.068	0.062	-0.006	-8.8%	0.186
ATR	0.054	0.055	0.001	1.0%	0.000
Volume	31,456	28,626	-2,830	-9.0%	102,332

Daily Pivots for day following 30-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.056	3.031	2.917
R3	2.994	2.969	2.900
R2	2.932	2.932	2.894
R1	2.907	2.907	2.889	2.920
PP	2.870	2.870	2.870	2.876
S1	2.845	2.845	2.877	2.858
S2	2.808	2.808	2.872
S3	2.746	2.783	2.866
S4	2.684	2.721	2.849

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%	0.053	1.8%	90%	False	False	24,833
10	2.964	2.778	0.186	6.5%	0.046	1.6%	56%	False	False	20,321
20	3.044	2.778	0.266	9.2%	0.049	1.7%	39%	False	False	18,609
40	3.208	2.778	0.430	14.9%	0.056	1.9%	24%	False	False	18,473
60	3.208	2.778	0.430	14.9%	0.060	2.1%	24%	False	False	18,062

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	0.009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.158
2.618	3.056
1.618	2.994
1.000	2.956
0.618	2.932
HIGH	2.894
0.618	2.870
0.500	2.863
0.382	2.856
LOW	2.832
0.618	2.794
1.000	2.770
1.618	2.732
2.618	2.670
4.250	2.569

Fisher Pivots for day following 30-Jun-2020
Pivot	1 day	3 day
R1	2.876	2.868
PP	2.870	2.854
S1	2.863	2.839

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

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