NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 07-Aug-2020

Day Change Summary
	Previous	Current
	06-Aug-2020	07-Aug-2020	Change	Change %	Previous Week
Open	3.107	3.078	-0.029	-0.9%	2.944
High	3.152	3.151	-0.001	0.0%	3.152
Low	3.063	3.067	0.004	0.1%	2.933
Close	3.096	3.147	0.051	1.6%	3.147
Range	0.089	0.084	-0.005	-5.6%	0.219
ATR	0.068	0.069	0.001	1.7%	0.000
Volume	28,479	35,350	6,871	24.1%	171,032

Daily Pivots for day following 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.374	3.344	3.193
R3	3.290	3.260	3.170
R2	3.206	3.206	3.162
R1	3.176	3.176	3.155	3.191
PP	3.122	3.122	3.122	3.129
S1	3.092	3.092	3.139	3.107
S2	3.038	3.038	3.132
S3	2.954	3.008	3.124
S4	2.870	2.924	3.101

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.734	3.660	3.267
R3	3.515	3.441	3.207
R2	3.296	3.296	3.187
R1	3.222	3.222	3.167	3.259
PP	3.077	3.077	3.077	3.096
S1	3.003	3.003	3.127	3.040
S2	2.858	2.858	3.107
S3	2.639	2.784	3.087
S4	2.420	2.565	3.027

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.152	2.933	0.219	7.0%	0.087	2.8%	98%	False	False	34,206
10	3.152	2.865	0.287	9.1%	0.079	2.5%	98%	False	False	28,023
20	3.152	2.785	0.367	11.7%	0.066	2.1%	99%	False	False	22,870
40	3.152	2.778	0.374	11.9%	0.059	1.9%	99%	False	False	22,517
60	3.152	2.778	0.374	11.9%	0.058	1.8%	99%	False	False	21,052
80	3.208	2.778	0.430	13.7%	0.061	1.9%	86%	False	False	20,226

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	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.508
2.618	3.371
1.618	3.287
1.000	3.235
0.618	3.203
HIGH	3.151
0.618	3.119
0.500	3.109
0.382	3.099
LOW	3.067
0.618	3.015
1.000	2.983
1.618	2.931
2.618	2.847
4.250	2.710

Fisher Pivots for day following 07-Aug-2020
Pivot	1 day	3 day
R1	3.134	3.131
PP	3.122	3.115
S1	3.109	3.099

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

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