NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 22-Jul-2020

Day Change Summary
	Previous	Current
	21-Jul-2020	22-Jul-2020	Change	Change %	Previous Week
Open	2.837	2.829	-0.008	-0.3%	2.834
High	2.843	2.836	-0.007	-0.2%	2.900
Low	2.799	2.797	-0.002	-0.1%	2.829
Close	2.833	2.826	-0.007	-0.2%	2.874
Range	0.044	0.039	-0.005	-11.4%	0.071
ATR	0.053	0.052	-0.001	-1.9%	0.000
Volume	13,536	14,134	598	4.4%	87,618

Daily Pivots for day following 22-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.937	2.920	2.847
R3	2.898	2.881	2.837
R2	2.859	2.859	2.833
R1	2.842	2.842	2.830	2.831
PP	2.820	2.820	2.820	2.814
S1	2.803	2.803	2.822	2.792
S2	2.781	2.781	2.819
S3	2.742	2.764	2.815
S4	2.703	2.725	2.805

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	2.898	2.785	0.113	4.0%	0.048	1.7%	36%	False	False	16,462
10	2.920	2.785	0.135	4.8%	0.048	1.7%	30%	False	False	19,343
20	2.941	2.778	0.163	5.8%	0.053	1.9%	29%	False	False	23,223
40	3.044	2.778	0.266	9.4%	0.051	1.8%	18%	False	False	20,083
60	3.208	2.778	0.430	15.2%	0.055	2.0%	11%	False	False	19,253

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	False
Bull Hook	False
Stretch	0.012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.002
2.618	2.938
1.618	2.899
1.000	2.875
0.618	2.860
HIGH	2.836
0.618	2.821
0.500	2.817
0.382	2.812
LOW	2.797
0.618	2.773
1.000	2.758
1.618	2.734
2.618	2.695
4.250	2.631

Fisher Pivots for day following 22-Jul-2020
Pivot	1 day	3 day
R1	2.823	2.828
PP	2.820	2.827
S1	2.817	2.827

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

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