NYMEX Natural Gas Future February 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	3.091	3.045	-0.046	-1.5%	2.922
High	3.111	3.083	-0.028	-0.9%	3.101
Low	3.014	3.030	0.016	0.5%	2.901
Close	3.035	3.060	0.025	0.8%	3.098
Range	0.097	0.053	-0.044	-45.4%	0.200
ATR	0.067	0.066	-0.001	-1.5%	0.000
Volume	7,296	6,932	-364	-5.0%	58,965

Daily Pivots for day following 11-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.217	3.191	3.089
R3	3.164	3.138	3.075
R2	3.111	3.111	3.070
R1	3.085	3.085	3.065	3.098
PP	3.058	3.058	3.058	3.064
S1	3.032	3.032	3.055	3.045
S2	3.005	3.005	3.050
S3	2.952	2.979	3.045
S4	2.899	2.926	3.031

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	3.111	3.005	0.106	3.5%	0.073	2.4%	52%	False	False	8,116
10	3.111	2.874	0.237	7.7%	0.077	2.5%	78%	False	False	9,253
20	3.111	2.756	0.355	11.6%	0.064	2.1%	86%	False	False	6,717
40	3.111	2.750	0.361	11.8%	0.056	1.8%	86%	False	False	6,461
60	3.111	2.750	0.361	11.8%	0.055	1.8%	86%	False	False	6,009

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	3.308
2.618	3.222
1.618	3.169
1.000	3.136
0.618	3.116
HIGH	3.083
0.618	3.063
0.500	3.057
0.382	3.050
LOW	3.030
0.618	2.997
1.000	2.977
1.618	2.944
2.618	2.891
4.250	2.805

Fisher Pivots for day following 11-Aug-2020
Pivot	1 day	3 day
R1	3.059	3.063
PP	3.058	3.062
S1	3.057	3.061

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

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