NYMEX Natural Gas Future February 2021

Trading Metrics calculated at close of trading on 27-Jul-2020

Day Change Summary
	Previous	Current
	24-Jul-2020	27-Jul-2020	Change	Change %	Previous Week
Open	2.828	2.856	0.028	1.0%	2.833
High	2.865	2.885	0.020	0.7%	2.865
Low	2.804	2.835	0.031	1.1%	2.756
Close	2.865	2.858	-0.007	-0.2%	2.865
Range	0.061	0.050	-0.011	-18.0%	0.109
ATR	0.052	0.052	0.000	-0.3%	0.000
Volume	2,807	4,242	1,435	51.1%	20,841

Daily Pivots for day following 27-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.009	2.984	2.886
R3	2.959	2.934	2.872
R2	2.909	2.909	2.867
R1	2.884	2.884	2.863	2.897
PP	2.859	2.859	2.859	2.866
S1	2.834	2.834	2.853	2.847
S2	2.809	2.809	2.849
S3	2.759	2.784	2.844
S4	2.709	2.734	2.831

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.156	3.119	2.925
R3	3.047	3.010	2.895
R2	2.938	2.938	2.885
R1	2.901	2.901	2.875	2.920
PP	2.829	2.829	2.829	2.838
S1	2.792	2.792	2.855	2.811
S2	2.720	2.720	2.845
S3	2.611	2.683	2.835
S4	2.502	2.574	2.805

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.885	2.768	0.117	4.1%	0.053	1.9%	77%	True	False	3,865
10	2.885	2.756	0.129	4.5%	0.050	1.7%	79%	True	False	3,947
20	2.906	2.756	0.150	5.2%	0.053	1.8%	68%	False	False	5,669
40	3.009	2.750	0.259	9.1%	0.049	1.7%	42%	False	False	5,547
60	3.157	2.750	0.407	14.2%	0.053	1.8%	27%	False	False	5,107

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.098
2.618	3.016
1.618	2.966
1.000	2.935
0.618	2.916
HIGH	2.885
0.618	2.866
0.500	2.860
0.382	2.854
LOW	2.835
0.618	2.804
1.000	2.785
1.618	2.754
2.618	2.704
4.250	2.623

Fisher Pivots for day following 27-Jul-2020
Pivot	1 day	3 day
R1	2.860	2.848
PP	2.859	2.838
S1	2.859	2.828

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

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