NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 23-Jul-2020

Day Change Summary
	Previous	Current
	22-Jul-2020	23-Jul-2020	Change	Change %	Previous Week
Open	2.701	2.690	-0.011	-0.4%	2.703
High	2.710	2.747	0.037	1.4%	2.767
Low	2.674	2.681	0.007	0.3%	2.703
Close	2.703	2.733	0.030	1.1%	2.740
Range	0.036	0.066	0.030	83.3%	0.064
ATR	0.046	0.048	0.001	3.0%	0.000
Volume	6,884	10,203	3,319	48.2%	42,434

Daily Pivots for day following 23-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.918	2.892	2.769
R3	2.852	2.826	2.751
R2	2.786	2.786	2.745
R1	2.760	2.760	2.739	2.773
PP	2.720	2.720	2.720	2.727
S1	2.694	2.694	2.727	2.707
S2	2.654	2.654	2.721
S3	2.588	2.628	2.715
S4	2.522	2.562	2.697

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	2.757	2.660	0.097	3.5%	0.050	1.8%	75%	False	False	8,459
10	2.767	2.660	0.107	3.9%	0.045	1.7%	68%	False	False	9,308
20	2.801	2.653	0.148	5.4%	0.049	1.8%	54%	False	False	10,771
40	2.894	2.653	0.241	8.8%	0.046	1.7%	33%	False	False	10,708

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.028
2.618	2.920
1.618	2.854
1.000	2.813
0.618	2.788
HIGH	2.747
0.618	2.722
0.500	2.714
0.382	2.706
LOW	2.681
0.618	2.640
1.000	2.615
1.618	2.574
2.618	2.508
4.250	2.401

Fisher Pivots for day following 23-Jul-2020
Pivot	1 day	3 day
R1	2.727	2.725
PP	2.720	2.718
S1	2.714	2.710

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

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