NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 27-Jul-2020

Day Change Summary
	Previous	Current
	24-Jul-2020	27-Jul-2020	Change	Change %	Previous Week
Open	2.861	2.884	0.023	0.8%	2.865
High	2.899	2.919	0.020	0.7%	2.899
Low	2.835	2.865	0.030	1.1%	2.785
Close	2.898	2.888	-0.010	-0.3%	2.898
Range	0.064	0.054	-0.010	-15.6%	0.114
ATR	0.055	0.055	0.000	-0.1%	0.000
Volume	15,689	16,194	505	3.2%	89,568

Daily Pivots for day following 27-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.053	3.024	2.918
R3	2.999	2.970	2.903
R2	2.945	2.945	2.898
R1	2.916	2.916	2.893	2.931
PP	2.891	2.891	2.891	2.898
S1	2.862	2.862	2.883	2.877
S2	2.837	2.837	2.878
S3	2.783	2.808	2.873
S4	2.729	2.754	2.858

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.203	3.164	2.961
R3	3.089	3.050	2.929
R2	2.975	2.975	2.919
R1	2.936	2.936	2.908	2.956
PP	2.861	2.861	2.861	2.870
S1	2.822	2.822	2.888	2.842
S2	2.747	2.747	2.877
S3	2.633	2.708	2.867
S4	2.519	2.594	2.835

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.919	2.797	0.122	4.2%	0.056	1.9%	75%	True	False	15,906
10	2.919	2.785	0.134	4.6%	0.053	1.8%	77%	True	False	16,758
20	2.941	2.785	0.156	5.4%	0.056	1.9%	66%	False	False	22,612
40	3.044	2.778	0.266	9.2%	0.051	1.8%	41%	False	False	20,054
60	3.208	2.778	0.430	14.9%	0.055	1.9%	26%	False	False	19,403
80	3.208	2.713	0.495	17.1%	0.058	2.0%	35%	False	False	18,944

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	3.149
2.618	3.060
1.618	3.006
1.000	2.973
0.618	2.952
HIGH	2.919
0.618	2.898
0.500	2.892
0.382	2.886
LOW	2.865
0.618	2.832
1.000	2.811
1.618	2.778
2.618	2.724
4.250	2.636

Fisher Pivots for day following 27-Jul-2020
Pivot	1 day	3 day
R1	2.892	2.879
PP	2.891	2.869
S1	2.889	2.860

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

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