NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 02-Jul-2020

Day Change Summary
	Previous	Current
	01-Jul-2020	02-Jul-2020	Change	Change %	Previous Week
Open	2.887	2.891	0.004	0.1%	2.939
High	2.897	2.918	0.021	0.7%	2.964
Low	2.845	2.869	0.024	0.8%	2.778
Close	2.895	2.907	0.012	0.4%	2.816
Range	0.052	0.049	-0.003	-5.8%	0.186
ATR	0.055	0.054	0.000	-0.7%	0.000
Volume	27,350	24,867	-2,483	-9.1%	102,332

Daily Pivots for day following 02-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.045	3.025	2.934
R3	2.996	2.976	2.920
R2	2.947	2.947	2.916
R1	2.927	2.927	2.911	2.937
PP	2.898	2.898	2.898	2.903
S1	2.878	2.878	2.903	2.888
S2	2.849	2.849	2.898
S3	2.800	2.829	2.894
S4	2.751	2.780	2.880

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	2.918	2.783	0.135	4.6%	0.055	1.9%	92%	True	False	25,530
10	2.964	2.778	0.186	6.4%	0.051	1.7%	69%	False	False	22,966
20	3.044	2.778	0.266	9.2%	0.051	1.8%	48%	False	False	19,829
40	3.072	2.778	0.294	10.1%	0.054	1.8%	44%	False	False	18,573
60	3.208	2.778	0.430	14.8%	0.060	2.1%	30%	False	False	18,192

Crabel Price Patterns
NR	True
NR4	True
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	0.011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.126
2.618	3.046
1.618	2.997
1.000	2.967
0.618	2.948
HIGH	2.918
0.618	2.899
0.500	2.894
0.382	2.888
LOW	2.869
0.618	2.839
1.000	2.820
1.618	2.790
2.618	2.741
4.250	2.661

Fisher Pivots for day following 02-Jul-2020
Pivot	1 day	3 day
R1	2.903	2.896
PP	2.898	2.886
S1	2.894	2.875

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

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