NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 07-Jul-2020

Day Change Summary
	Previous	Current
	06-Jul-2020	07-Jul-2020	Change	Change %	Previous Week
Open	2.896	2.843	-0.053	-1.8%	2.833
High	2.941	2.920	-0.021	-0.7%	2.918
Low	2.848	2.843	-0.005	-0.2%	2.827
Close	2.870	2.908	0.038	1.3%	2.907
Range	0.093	0.077	-0.016	-17.2%	0.091
ATR	0.057	0.058	0.001	2.5%	0.000
Volume	43,441	31,121	-12,320	-28.4%	112,299

Daily Pivots for day following 07-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.121	3.092	2.950
R3	3.044	3.015	2.929
R2	2.967	2.967	2.922
R1	2.938	2.938	2.915	2.953
PP	2.890	2.890	2.890	2.898
S1	2.861	2.861	2.901	2.876
S2	2.813	2.813	2.894
S3	2.736	2.784	2.887
S4	2.659	2.707	2.866

Weekly Pivots for week ending 03-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.157	3.123	2.957
R3	3.066	3.032	2.932
R2	2.975	2.975	2.924
R1	2.941	2.941	2.915	2.958
PP	2.884	2.884	2.884	2.893
S1	2.850	2.850	2.899	2.867
S2	2.793	2.793	2.890
S3	2.702	2.759	2.882
S4	2.611	2.668	2.857

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.941	2.832	0.109	3.7%	0.067	2.3%	70%	False	False	31,081
10	2.941	2.778	0.163	5.6%	0.058	2.0%	80%	False	False	27,215
20	3.044	2.778	0.266	9.1%	0.055	1.9%	49%	False	False	21,543
40	3.055	2.778	0.277	9.5%	0.056	1.9%	47%	False	False	19,778
60	3.208	2.778	0.430	14.8%	0.061	2.1%	30%	False	False	18,899

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	True
Bull Hook	False
Stretch	0.012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.247
2.618	3.122
1.618	3.045
1.000	2.997
0.618	2.968
HIGH	2.920
0.618	2.891
0.500	2.882
0.382	2.872
LOW	2.843
0.618	2.795
1.000	2.766
1.618	2.718
2.618	2.641
4.250	2.516

Fisher Pivots for day following 07-Jul-2020
Pivot	1 day	3 day
R1	2.899	2.903
PP	2.890	2.897
S1	2.882	2.892

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

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