NYMEX Natural Gas Future February 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	3.066	3.042	-0.024	-0.8%	2.922
High	3.100	3.101	0.001	0.0%	3.101
Low	3.023	3.025	0.002	0.1%	2.901
Close	3.053	3.098	0.045	1.5%	3.098
Range	0.077	0.076	-0.001	-1.3%	0.200
ATR	0.064	0.065	0.001	1.4%	0.000
Volume	9,261	8,614	-647	-7.0%	58,965

Daily Pivots for day following 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.303	3.276	3.140
R3	3.227	3.200	3.119
R2	3.151	3.151	3.112
R1	3.124	3.124	3.105	3.138
PP	3.075	3.075	3.075	3.081
S1	3.048	3.048	3.091	3.062
S2	2.999	2.999	3.084
S3	2.923	2.972	3.077
S4	2.847	2.896	3.056

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.633	3.566	3.208
R3	3.433	3.366	3.153
R2	3.233	3.233	3.135
R1	3.166	3.166	3.116	3.200
PP	3.033	3.033	3.033	3.050
S1	2.966	2.966	3.080	3.000
S2	2.833	2.833	3.061
S3	2.633	2.766	3.043
S4	2.433	2.566	2.988

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.101	2.901	0.200	6.5%	0.079	2.5%	99%	True	False	11,793
10	3.101	2.835	0.266	8.6%	0.073	2.4%	99%	True	False	8,948
20	3.101	2.756	0.345	11.1%	0.061	2.0%	99%	True	False	6,490
40	3.101	2.750	0.351	11.3%	0.056	1.8%	99%	True	False	6,311
60	3.101	2.750	0.351	11.3%	0.055	1.8%	99%	True	False	5,908

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	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.424
2.618	3.300
1.618	3.224
1.000	3.177
0.618	3.148
HIGH	3.101
0.618	3.072
0.500	3.063
0.382	3.054
LOW	3.025
0.618	2.978
1.000	2.949
1.618	2.902
2.618	2.826
4.250	2.702

Fisher Pivots for day following 07-Aug-2020
Pivot	1 day	3 day
R1	3.086	3.083
PP	3.075	3.068
S1	3.063	3.053

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

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