NYMEX Natural Gas Future February 2021

Trading Metrics calculated at close of trading on 04-Aug-2020

Day Change Summary
	Previous	Current
	03-Aug-2020	04-Aug-2020	Change	Change %	Previous Week
Open	2.922	2.981	0.059	2.0%	2.856
High	3.010	3.025	0.015	0.5%	2.983
Low	2.901	2.958	0.057	2.0%	2.835
Close	2.988	3.024	0.036	1.2%	2.884
Range	0.109	0.067	-0.042	-38.5%	0.148
ATR	0.062	0.063	0.000	0.5%	0.000
Volume	19,356	13,255	-6,101	-31.5%	30,515

Daily Pivots for day following 04-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.203	3.181	3.061
R3	3.136	3.114	3.042
R2	3.069	3.069	3.036
R1	3.047	3.047	3.030	3.058
PP	3.002	3.002	3.002	3.008
S1	2.980	2.980	3.018	2.991
S2	2.935	2.935	3.012
S3	2.868	2.913	3.006
S4	2.801	2.846	2.987

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.345	3.262	2.965
R3	3.197	3.114	2.925
R2	3.049	3.049	2.911
R1	2.966	2.966	2.898	3.008
PP	2.901	2.901	2.901	2.921
S1	2.818	2.818	2.870	2.860
S2	2.753	2.753	2.857
S3	2.605	2.670	2.843
S4	2.457	2.522	2.803

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.025	2.874	0.151	5.0%	0.080	2.6%	99%	True	False	10,390
10	3.025	2.768	0.257	8.5%	0.069	2.3%	100%	True	False	7,523
20	3.025	2.756	0.269	8.9%	0.057	1.9%	100%	True	False	6,065
40	3.025	2.750	0.275	9.1%	0.055	1.8%	100%	True	False	6,125
60	3.025	2.750	0.275	9.1%	0.055	1.8%	100%	True	False	5,751

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	0.014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.310
2.618	3.200
1.618	3.133
1.000	3.092
0.618	3.066
HIGH	3.025
0.618	2.999
0.500	2.992
0.382	2.984
LOW	2.958
0.618	2.917
1.000	2.891
1.618	2.850
2.618	2.783
4.250	2.673

Fisher Pivots for day following 04-Aug-2020
Pivot	1 day	3 day
R1	3.013	2.999
PP	3.002	2.974
S1	2.992	2.950

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

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