NYMEX Natural Gas Future October 2021

Trading Metrics calculated at close of trading on 02-Aug-2021

Day Change Summary
	Previous	Current
	30-Jul-2021	02-Aug-2021	Change	Change %	Previous Week
Open	4.054	3.975	-0.079	-1.9%	4.000
High	4.054	4.042	-0.012	-0.3%	4.156
Low	3.865	3.930	0.065	1.7%	3.840
Close	3.920	3.938	0.018	0.5%	3.920
Range	0.189	0.112	-0.077	-40.7%	0.316
ATR	0.137	0.136	-0.001	-0.8%	0.000
Volume	70,973	40,596	-30,377	-42.8%	248,450

Daily Pivots for day following 02-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	4.306	4.234	4.000
R3	4.194	4.122	3.969
R2	4.082	4.082	3.959
R1	4.010	4.010	3.948	3.990
PP	3.970	3.970	3.970	3.960
S1	3.898	3.898	3.928	3.878
S2	3.858	3.858	3.917
S3	3.746	3.786	3.907
S4	3.634	3.674	3.876

Weekly Pivots for week ending 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	4.920	4.736	4.094
R3	4.604	4.420	4.007
R2	4.288	4.288	3.978
R1	4.104	4.104	3.949	4.038
PP	3.972	3.972	3.972	3.939
S1	3.788	3.788	3.891	3.722
S2	3.656	3.656	3.862
S3	3.340	3.472	3.833
S4	3.024	3.156	3.746

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.096	3.840	0.256	6.5%	0.167	4.2%	38%	False	False	49,745
10	4.156	3.714	0.442	11.2%	0.148	3.8%	51%	False	False	42,821
20	4.156	3.496	0.660	16.8%	0.135	3.4%	67%	False	False	39,004
40	4.156	3.066	1.090	27.7%	0.124	3.2%	80%	False	False	38,999
60	4.156	2.945	1.211	30.8%	0.108	2.7%	82%	False	False	35,357
80	4.156	2.717	1.439	36.5%	0.095	2.4%	85%	False	False	31,830
100	4.156	2.608	1.548	39.3%	0.090	2.3%	86%	False	False	29,579
120	4.156	2.608	1.548	39.3%	0.089	2.3%	86%	False	False	29,301

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.029
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.518
2.618	4.335
1.618	4.223
1.000	4.154
0.618	4.111
HIGH	4.042
0.618	3.999
0.500	3.986
0.382	3.973
LOW	3.930
0.618	3.861
1.000	3.818
1.618	3.749
2.618	3.637
4.250	3.454

Fisher Pivots for day following 02-Aug-2021
Pivot	1 day	3 day
R1	3.986	3.981
PP	3.970	3.966
S1	3.954	3.952

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

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