NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 22-Jul-2020

Day Change Summary
	Previous	Current
	21-Jul-2020	22-Jul-2020	Change	Change %	Previous Week
Open	2.709	2.701	-0.008	-0.3%	2.703
High	2.712	2.710	-0.002	-0.1%	2.767
Low	2.673	2.674	0.001	0.0%	2.703
Close	2.705	2.703	-0.002	-0.1%	2.740
Range	0.039	0.036	-0.003	-7.7%	0.064
ATR	0.047	0.046	-0.001	-1.7%	0.000
Volume	7,753	6,884	-869	-11.2%	42,434

Daily Pivots for day following 22-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.804	2.789	2.723
R3	2.768	2.753	2.713
R2	2.732	2.732	2.710
R1	2.717	2.717	2.706	2.725
PP	2.696	2.696	2.696	2.699
S1	2.681	2.681	2.700	2.689
S2	2.660	2.660	2.696
S3	2.624	2.645	2.693
S4	2.588	2.609	2.683

Weekly Pivots for week ending 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.929	2.898	2.775
R3	2.865	2.834	2.758
R2	2.801	2.801	2.752
R1	2.770	2.770	2.746	2.786
PP	2.737	2.737	2.737	2.744
S1	2.706	2.706	2.734	2.722
S2	2.673	2.673	2.728
S3	2.609	2.642	2.722
S4	2.545	2.578	2.705

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.760	2.660	0.100	3.7%	0.043	1.6%	43%	False	False	8,200
10	2.776	2.660	0.116	4.3%	0.044	1.6%	37%	False	False	9,326
20	2.801	2.653	0.148	5.5%	0.047	1.7%	34%	False	False	10,791
40	2.894	2.653	0.241	8.9%	0.045	1.7%	21%	False	False	10,553

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.863
2.618	2.804
1.618	2.768
1.000	2.746
0.618	2.732
HIGH	2.710
0.618	2.696
0.500	2.692
0.382	2.688
LOW	2.674
0.618	2.652
1.000	2.638
1.618	2.616
2.618	2.580
4.250	2.521

Fisher Pivots for day following 22-Jul-2020
Pivot	1 day	3 day
R1	2.699	2.702
PP	2.696	2.700
S1	2.692	2.699

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

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