NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 17-Jul-2020

Day Change Summary
	Previous	Current
	16-Jul-2020	17-Jul-2020	Change	Change %	Previous Week
Open	2.888	2.875	-0.013	-0.5%	2.834
High	2.898	2.893	-0.005	-0.2%	2.900
Low	2.857	2.861	0.004	0.1%	2.829
Close	2.875	2.874	-0.001	0.0%	2.874
Range	0.041	0.032	-0.009	-22.0%	0.071
ATR	0.053	0.052	-0.002	-2.8%	0.000
Volume	19,377	9,032	-10,345	-53.4%	87,618

Daily Pivots for day following 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.972	2.955	2.892
R3	2.940	2.923	2.883
R2	2.908	2.908	2.880
R1	2.891	2.891	2.877	2.884
PP	2.876	2.876	2.876	2.872
S1	2.859	2.859	2.871	2.852
S2	2.844	2.844	2.868
S3	2.812	2.827	2.865
S4	2.780	2.795	2.856

Weekly Pivots for week ending 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.081	3.048	2.913
R3	3.010	2.977	2.894
R2	2.939	2.939	2.887
R1	2.906	2.906	2.881	2.923
PP	2.868	2.868	2.868	2.876
S1	2.835	2.835	2.867	2.852
S2	2.797	2.797	2.861
S3	2.726	2.764	2.854
S4	2.655	2.693	2.835

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.900	2.829	0.071	2.5%	0.043	1.5%	63%	False	False	17,523
10	2.941	2.829	0.112	3.9%	0.052	1.8%	40%	False	False	23,418
20	2.964	2.778	0.186	6.5%	0.051	1.8%	52%	False	False	23,192
40	3.044	2.778	0.266	9.3%	0.051	1.8%	36%	False	False	19,795
60	3.208	2.778	0.430	15.0%	0.056	1.9%	22%	False	False	18,964

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	3.029
2.618	2.977
1.618	2.945
1.000	2.925
0.618	2.913
HIGH	2.893
0.618	2.881
0.500	2.877
0.382	2.873
LOW	2.861
0.618	2.841
1.000	2.829
1.618	2.809
2.618	2.777
4.250	2.725

Fisher Pivots for day following 17-Jul-2020
Pivot	1 day	3 day
R1	2.877	2.878
PP	2.876	2.876
S1	2.875	2.875

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

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