NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 12-Aug-2020

Day Change Summary
	Previous	Current
	11-Aug-2020	12-Aug-2020	Change	Change %	Previous Week
Open	3.091	3.087	-0.004	-0.1%	2.944
High	3.131	3.104	-0.027	-0.9%	3.152
Low	3.072	3.054	-0.018	-0.6%	2.933
Close	3.106	3.101	-0.005	-0.2%	3.147
Range	0.059	0.050	-0.009	-15.3%	0.219
ATR	0.071	0.069	-0.001	-1.9%	0.000
Volume	19,941	22,467	2,526	12.7%	171,032

Daily Pivots for day following 12-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.236	3.219	3.129
R3	3.186	3.169	3.115
R2	3.136	3.136	3.110
R1	3.119	3.119	3.106	3.128
PP	3.086	3.086	3.086	3.091
S1	3.069	3.069	3.096	3.078
S2	3.036	3.036	3.092
S3	2.986	3.019	3.087
S4	2.936	2.969	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	3.054	0.105	3.4%	0.077	2.5%	45%	False	True	25,545
10	3.159	2.905	0.254	8.2%	0.079	2.6%	77%	False	False	28,223
20	3.159	2.785	0.374	12.1%	0.069	2.2%	84%	False	False	23,105
40	3.159	2.778	0.381	12.3%	0.060	1.9%	85%	False	False	23,082
60	3.159	2.778	0.381	12.3%	0.058	1.9%	85%	False	False	21,244
80	3.208	2.778	0.430	13.9%	0.061	2.0%	75%	False	False	20,298

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.019
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	3.317
2.618	3.235
1.618	3.185
1.000	3.154
0.618	3.135
HIGH	3.104
0.618	3.085
0.500	3.079
0.382	3.073
LOW	3.054
0.618	3.023
1.000	3.004
1.618	2.973
2.618	2.923
4.250	2.842

Fisher Pivots for day following 12-Aug-2020
Pivot	1 day	3 day
R1	3.094	3.107
PP	3.086	3.105
S1	3.079	3.103

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

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