NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 31-Jul-2020

Day Change Summary
	Previous	Current
	30-Jul-2020	31-Jul-2020	Change	Change %	Previous Week
Open	2.860	2.819	-0.041	-1.4%	2.743
High	2.877	2.837	-0.040	-1.4%	2.877
Low	2.805	2.778	-0.027	-1.0%	2.739
Close	2.811	2.788	-0.023	-0.8%	2.788
Range	0.072	0.059	-0.013	-18.1%	0.138
ATR	0.052	0.052	0.001	1.0%	0.000
Volume	12,804	11,795	-1,009	-7.9%	60,624

Daily Pivots for day following 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.978	2.942	2.820
R3	2.919	2.883	2.804
R2	2.860	2.860	2.799
R1	2.824	2.824	2.793	2.813
PP	2.801	2.801	2.801	2.795
S1	2.765	2.765	2.783	2.754
S2	2.742	2.742	2.777
S3	2.683	2.706	2.772
S4	2.624	2.647	2.756

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.215	3.140	2.864
R3	3.077	3.002	2.826
R2	2.939	2.939	2.813
R1	2.864	2.864	2.801	2.902
PP	2.801	2.801	2.801	2.820
S1	2.726	2.726	2.775	2.764
S2	2.663	2.663	2.763
S3	2.525	2.588	2.750
S4	2.387	2.450	2.712

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.877	2.739	0.138	4.9%	0.060	2.2%	36%	False	False	12,124
10	2.877	2.660	0.217	7.8%	0.058	2.1%	59%	False	False	10,636
20	2.877	2.660	0.217	7.8%	0.052	1.9%	59%	False	False	10,518
40	2.894	2.653	0.241	8.6%	0.049	1.8%	56%	False	False	11,058

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	3.088
2.618	2.991
1.618	2.932
1.000	2.896
0.618	2.873
HIGH	2.837
0.618	2.814
0.500	2.808
0.382	2.801
LOW	2.778
0.618	2.742
1.000	2.719
1.618	2.683
2.618	2.624
4.250	2.527

Fisher Pivots for day following 31-Jul-2020
Pivot	1 day	3 day
R1	2.808	2.828
PP	2.801	2.814
S1	2.795	2.801

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

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