NYMEX Natural Gas Future February 2021

Trading Metrics calculated at close of trading on 14-Aug-2020

Day Change Summary
	Previous	Current
	13-Aug-2020	14-Aug-2020	Change	Change %	Previous Week
Open	3.056	3.079	0.023	0.8%	3.091
High	3.088	3.170	0.082	2.7%	3.170
Low	3.037	3.070	0.033	1.1%	3.012
Close	3.075	3.156	0.081	2.6%	3.156
Range	0.051	0.100	0.049	96.1%	0.158
ATR	0.064	0.066	0.003	4.1%	0.000
Volume	6,401	13,912	7,511	117.3%	40,135

Daily Pivots for day following 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.432	3.394	3.211
R3	3.332	3.294	3.184
R2	3.232	3.232	3.174
R1	3.194	3.194	3.165	3.213
PP	3.132	3.132	3.132	3.142
S1	3.094	3.094	3.147	3.113
S2	3.032	3.032	3.138
S3	2.932	2.994	3.129
S4	2.832	2.894	3.101

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.587	3.529	3.243
R3	3.429	3.371	3.199
R2	3.271	3.271	3.185
R1	3.213	3.213	3.170	3.242
PP	3.113	3.113	3.113	3.127
S1	3.055	3.055	3.142	3.084
S2	2.955	2.955	3.127
S3	2.797	2.897	3.113
S4	2.639	2.739	3.069

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.170	3.012	0.158	5.0%	0.069	2.2%	91%	True	False	8,027
10	3.170	2.901	0.269	8.5%	0.074	2.3%	95%	True	False	9,910
20	3.170	2.756	0.414	13.1%	0.069	2.2%	97%	True	False	7,522
40	3.170	2.750	0.420	13.3%	0.059	1.9%	97%	True	False	6,858
60	3.170	2.750	0.420	13.3%	0.055	1.7%	97%	True	False	6,230

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.595
2.618	3.432
1.618	3.332
1.000	3.270
0.618	3.232
HIGH	3.170
0.618	3.132
0.500	3.120
0.382	3.108
LOW	3.070
0.618	3.008
1.000	2.970
1.618	2.908
2.618	2.808
4.250	2.645

Fisher Pivots for day following 14-Aug-2020
Pivot	1 day	3 day
R1	3.144	3.134
PP	3.132	3.113
S1	3.120	3.091

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

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