NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 04-Aug-2017

Day Change Summary
	Previous	Current
	03-Aug-2017	04-Aug-2017	Change	Change %	Previous Week
Open	2.811	2.792	-0.019	-0.7%	2.900
High	2.846	2.800	-0.046	-1.6%	2.900
Low	2.790	2.753	-0.037	-1.3%	2.753
Close	2.800	2.774	-0.026	-0.9%	2.774
Range	0.056	0.047	-0.009	-16.1%	0.147
ATR	0.081	0.079	-0.002	-3.0%	0.000
Volume	125,787	100,740	-25,047	-19.9%	664,980

Daily Pivots for day following 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	2.917	2.892	2.800
R3	2.870	2.845	2.787
R2	2.823	2.823	2.783
R1	2.798	2.798	2.778	2.787
PP	2.776	2.776	2.776	2.770
S1	2.751	2.751	2.770	2.740
S2	2.729	2.729	2.765
S3	2.682	2.704	2.761
S4	2.635	2.657	2.748

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.250	3.159	2.855
R3	3.103	3.012	2.814
R2	2.956	2.956	2.801
R1	2.865	2.865	2.787	2.837
PP	2.809	2.809	2.809	2.795
S1	2.718	2.718	2.761	2.690
S2	2.662	2.662	2.747
S3	2.515	2.571	2.734
S4	2.368	2.424	2.693

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.900	2.753	0.147	5.3%	0.070	2.5%	14%	False	True	132,996
10	2.990	2.753	0.237	8.5%	0.070	2.5%	9%	False	True	127,906
20	3.101	2.753	0.348	12.5%	0.074	2.7%	6%	False	True	110,288
40	3.114	2.753	0.361	13.0%	0.077	2.8%	6%	False	True	78,003
60	3.506	2.753	0.753	27.1%	0.080	2.9%	3%	False	True	63,116
80	3.506	2.753	0.753	27.1%	0.079	2.8%	3%	False	True	52,254

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3.000
2.618	2.923
1.618	2.876
1.000	2.847
0.618	2.829
HIGH	2.800
0.618	2.782
0.500	2.777
0.382	2.771
LOW	2.753
0.618	2.724
1.000	2.706
1.618	2.677
2.618	2.630
4.250	2.553

Fisher Pivots for day following 04-Aug-2017
Pivot	1 day	3 day
R1	2.777	2.800
PP	2.776	2.791
S1	2.775	2.783

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

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