NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 27-Jul-2020

Day Change Summary
	Previous	Current
	24-Jul-2020	27-Jul-2020	Change	Change %	Previous Week
Open	2.728	2.743	0.015	0.5%	2.732
High	2.765	2.782	0.017	0.6%	2.765
Low	2.707	2.739	0.032	1.2%	2.660
Close	2.764	2.761	-0.003	-0.1%	2.764
Range	0.058	0.043	-0.015	-25.9%	0.105
ATR	0.049	0.048	0.000	-0.8%	0.000
Volume	7,268	9,511	2,243	30.9%	45,738

Daily Pivots for day following 27-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.890	2.868	2.785
R3	2.847	2.825	2.773
R2	2.804	2.804	2.769
R1	2.782	2.782	2.765	2.793
PP	2.761	2.761	2.761	2.766
S1	2.739	2.739	2.757	2.750
S2	2.718	2.718	2.753
S3	2.675	2.696	2.749
S4	2.632	2.653	2.737

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.045	3.009	2.822
R3	2.940	2.904	2.793
R2	2.835	2.835	2.783
R1	2.799	2.799	2.774	2.817
PP	2.730	2.730	2.730	2.739
S1	2.694	2.694	2.754	2.712
S2	2.625	2.625	2.745
S3	2.520	2.589	2.735
S4	2.415	2.484	2.706

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.782	2.673	0.109	3.9%	0.048	1.8%	81%	True	False	8,323
10	2.782	2.660	0.122	4.4%	0.046	1.7%	83%	True	False	8,642
20	2.801	2.660	0.141	5.1%	0.049	1.8%	72%	False	False	10,254
40	2.894	2.653	0.241	8.7%	0.046	1.7%	45%	False	False	10,690

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	0.009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.965
2.618	2.895
1.618	2.852
1.000	2.825
0.618	2.809
HIGH	2.782
0.618	2.766
0.500	2.761
0.382	2.755
LOW	2.739
0.618	2.712
1.000	2.696
1.618	2.669
2.618	2.626
4.250	2.556

Fisher Pivots for day following 27-Jul-2020
Pivot	1 day	3 day
R1	2.761	2.751
PP	2.761	2.741
S1	2.761	2.732

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

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