NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 11-Aug-2020

Day Change Summary
	Previous	Current
	10-Aug-2020	11-Aug-2020	Change	Change %	Previous Week
Open	3.150	3.091	-0.059	-1.9%	2.944
High	3.159	3.131	-0.028	-0.9%	3.152
Low	3.056	3.072	0.016	0.5%	2.933
Close	3.079	3.106	0.027	0.9%	3.147
Range	0.103	0.059	-0.044	-42.7%	0.219
ATR	0.072	0.071	-0.001	-1.2%	0.000
Volume	21,492	19,941	-1,551	-7.2%	171,032

Daily Pivots for day following 11-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.280	3.252	3.138
R3	3.221	3.193	3.122
R2	3.162	3.162	3.117
R1	3.134	3.134	3.111	3.148
PP	3.103	3.103	3.103	3.110
S1	3.075	3.075	3.101	3.089
S2	3.044	3.044	3.095
S3	2.985	3.016	3.090
S4	2.926	2.957	3.074

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	3.159	3.045	0.114	3.7%	0.081	2.6%	54%	False	False	26,287
10	3.159	2.905	0.254	8.2%	0.083	2.7%	79%	False	False	29,101
20	3.159	2.785	0.374	12.0%	0.069	2.2%	86%	False	False	22,624
40	3.159	2.778	0.381	12.3%	0.060	1.9%	86%	False	False	22,793
60	3.159	2.778	0.381	12.3%	0.059	1.9%	86%	False	False	21,198
80	3.208	2.778	0.430	13.8%	0.062	2.0%	76%	False	False	20,311

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3.382
2.618	3.285
1.618	3.226
1.000	3.190
0.618	3.167
HIGH	3.131
0.618	3.108
0.500	3.102
0.382	3.095
LOW	3.072
0.618	3.036
1.000	3.013
1.618	2.977
2.618	2.918
4.250	2.821

Fisher Pivots for day following 11-Aug-2020
Pivot	1 day	3 day
R1	3.105	3.108
PP	3.103	3.107
S1	3.102	3.107

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

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