NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 29-Jul-2020

Day Change Summary
	Previous	Current
	28-Jul-2020	29-Jul-2020	Change	Change %	Previous Week
Open	2.877	2.939	0.062	2.2%	2.865
High	2.946	3.019	0.073	2.5%	2.899
Low	2.877	2.935	0.058	2.0%	2.785
Close	2.944	3.010	0.066	2.2%	2.898
Range	0.069	0.084	0.015	21.7%	0.114
ATR	0.056	0.058	0.002	3.6%	0.000
Volume	14,455	31,250	16,795	116.2%	89,568

Daily Pivots for day following 29-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.240	3.209	3.056
R3	3.156	3.125	3.033
R2	3.072	3.072	3.025
R1	3.041	3.041	3.018	3.057
PP	2.988	2.988	2.988	2.996
S1	2.957	2.957	3.002	2.973
S2	2.904	2.904	2.995
S3	2.820	2.873	2.987
S4	2.736	2.789	2.964

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	3.019	2.800	0.219	7.3%	0.070	2.3%	96%	True	False	19,513
10	3.019	2.785	0.234	7.8%	0.059	2.0%	96%	True	False	17,987
20	3.019	2.785	0.234	7.8%	0.057	1.9%	96%	True	False	21,893
40	3.044	2.778	0.266	8.8%	0.053	1.8%	87%	False	False	20,251
60	3.208	2.778	0.430	14.3%	0.056	1.9%	54%	False	False	19,613
80	3.208	2.778	0.430	14.3%	0.059	2.0%	54%	False	False	19,020

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.376
2.618	3.239
1.618	3.155
1.000	3.103
0.618	3.071
HIGH	3.019
0.618	2.987
0.500	2.977
0.382	2.967
LOW	2.935
0.618	2.883
1.000	2.851
1.618	2.799
2.618	2.715
4.250	2.578

Fisher Pivots for day following 29-Jul-2020
Pivot	1 day	3 day
R1	2.999	2.987
PP	2.988	2.965
S1	2.977	2.942

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

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