NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 17-Aug-2020

Day Change Summary
	Previous	Current
	14-Aug-2020	17-Aug-2020	Change	Change %	Previous Week
Open	2.658	2.704	0.046	1.7%	2.634
High	2.711	2.704	-0.007	-0.3%	2.711
Low	2.657	2.669	0.012	0.5%	2.608
Close	2.689	2.692	0.003	0.1%	2.689
Range	0.054	0.035	-0.019	-35.2%	0.103
ATR	0.043	0.043	-0.001	-1.4%	0.000
Volume	18,321	4,432	-13,889	-75.8%	44,977

Daily Pivots for day following 17-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.793	2.778	2.711
R3	2.758	2.743	2.702
R2	2.723	2.723	2.698
R1	2.708	2.708	2.695	2.698
PP	2.688	2.688	2.688	2.684
S1	2.673	2.673	2.689	2.663
S2	2.653	2.653	2.686
S3	2.618	2.638	2.682
S4	2.583	2.603	2.673

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.978	2.937	2.746
R3	2.875	2.834	2.717
R2	2.772	2.772	2.708
R1	2.731	2.731	2.698	2.752
PP	2.669	2.669	2.669	2.680
S1	2.628	2.628	2.680	2.649
S2	2.566	2.566	2.670
S3	2.463	2.525	2.661
S4	2.360	2.422	2.632

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.711	2.615	0.096	3.6%	0.037	1.4%	80%	False	False	8,504
10	2.711	2.561	0.150	5.6%	0.039	1.4%	87%	False	False	8,969

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	0.011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.853
2.618	2.796
1.618	2.761
1.000	2.739
0.618	2.726
HIGH	2.704
0.618	2.691
0.500	2.687
0.382	2.682
LOW	2.669
0.618	2.647
1.000	2.634
1.618	2.612
2.618	2.577
4.250	2.520

Fisher Pivots for day following 17-Aug-2020
Pivot	1 day	3 day
R1	2.690	2.685
PP	2.688	2.677
S1	2.687	2.670

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

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