NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 30-Jul-2020

Day Change Summary
	Previous	Current
	29-Jul-2020	30-Jul-2020	Change	Change %	Previous Week
Open	2.939	3.001	0.062	2.1%	2.865
High	3.019	3.018	-0.001	0.0%	2.899
Low	2.935	2.939	0.004	0.1%	2.785
Close	3.010	2.944	-0.066	-2.2%	2.898
Range	0.084	0.079	-0.005	-6.0%	0.114
ATR	0.058	0.059	0.002	2.6%	0.000
Volume	31,250	28,133	-3,117	-10.0%	89,568

Daily Pivots for day following 30-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.204	3.153	2.987
R3	3.125	3.074	2.966
R2	3.046	3.046	2.958
R1	2.995	2.995	2.951	2.981
PP	2.967	2.967	2.967	2.960
S1	2.916	2.916	2.937	2.902
S2	2.888	2.888	2.930
S3	2.809	2.837	2.922
S4	2.730	2.758	2.901

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	2.835	0.184	6.3%	0.070	2.4%	59%	False	False	21,144
10	3.019	2.785	0.234	7.9%	0.063	2.1%	68%	False	False	18,863
20	3.019	2.785	0.234	7.9%	0.058	2.0%	68%	False	False	21,932
40	3.044	2.778	0.266	9.0%	0.054	1.8%	62%	False	False	20,553
60	3.086	2.778	0.308	10.5%	0.055	1.9%	54%	False	False	19,595
80	3.208	2.778	0.430	14.6%	0.060	2.0%	39%	False	False	19,157

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	0.011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.354
2.618	3.225
1.618	3.146
1.000	3.097
0.618	3.067
HIGH	3.018
0.618	2.988
0.500	2.979
0.382	2.969
LOW	2.939
0.618	2.890
1.000	2.860
1.618	2.811
2.618	2.732
4.250	2.603

Fisher Pivots for day following 30-Jul-2020
Pivot	1 day	3 day
R1	2.979	2.948
PP	2.967	2.947
S1	2.956	2.945

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

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