NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 15-Jul-2020

Day Change Summary
	Previous	Current
	14-Jul-2020	15-Jul-2020	Change	Change %	Previous Week
Open	2.863	2.881	0.018	0.6%	2.896
High	2.900	2.899	-0.001	0.0%	2.941
Low	2.855	2.856	0.001	0.0%	2.843
Close	2.884	2.888	0.004	0.1%	2.869
Range	0.045	0.043	-0.002	-4.4%	0.098
ATR	0.055	0.054	-0.001	-1.5%	0.000
Volume	20,558	12,853	-7,705	-37.5%	146,563

Daily Pivots for day following 15-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.010	2.992	2.912
R3	2.967	2.949	2.900
R2	2.924	2.924	2.896
R1	2.906	2.906	2.892	2.915
PP	2.881	2.881	2.881	2.886
S1	2.863	2.863	2.884	2.872
S2	2.838	2.838	2.880
S3	2.795	2.820	2.876
S4	2.752	2.777	2.864

Weekly Pivots for week ending 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.178	3.122	2.923
R3	3.080	3.024	2.896
R2	2.982	2.982	2.887
R1	2.926	2.926	2.878	2.905
PP	2.884	2.884	2.884	2.874
S1	2.828	2.828	2.860	2.807
S2	2.786	2.786	2.851
S3	2.688	2.730	2.842
S4	2.590	2.632	2.815

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.920	2.829	0.091	3.2%	0.048	1.7%	65%	False	False	22,224
10	2.941	2.829	0.112	3.9%	0.055	1.9%	53%	False	False	25,798
20	2.964	2.778	0.186	6.4%	0.051	1.7%	59%	False	False	23,060
40	3.044	2.778	0.266	9.2%	0.053	1.8%	41%	False	False	20,314
60	3.208	2.778	0.430	14.9%	0.058	2.0%	26%	False	False	19,362

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	0.016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.082
2.618	3.012
1.618	2.969
1.000	2.942
0.618	2.926
HIGH	2.899
0.618	2.883
0.500	2.878
0.382	2.872
LOW	2.856
0.618	2.829
1.000	2.813
1.618	2.786
2.618	2.743
4.250	2.673

Fisher Pivots for day following 15-Jul-2020
Pivot	1 day	3 day
R1	2.885	2.880
PP	2.881	2.872
S1	2.878	2.865

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

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