NYMEX Natural Gas Future November 2017

Trading Metrics calculated at close of trading on 02-Aug-2017

Day Change Summary
	Previous	Current
	01-Aug-2017	02-Aug-2017	Change	Change %	Previous Week
Open	2.933	2.927	-0.006	-0.2%	3.029
High	2.953	2.956	0.003	0.1%	3.105
Low	2.886	2.906	0.020	0.7%	2.982
Close	2.936	2.936	0.000	0.0%	3.063
Range	0.067	0.050	-0.017	-25.4%	0.123
ATR	0.079	0.077	-0.002	-2.6%	0.000
Volume	32,171	22,376	-9,795	-30.4%	93,545

Daily Pivots for day following 02-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.083	3.059	2.964
R3	3.033	3.009	2.950
R2	2.983	2.983	2.945
R1	2.959	2.959	2.941	2.971
PP	2.933	2.933	2.933	2.939
S1	2.909	2.909	2.931	2.921
S2	2.883	2.883	2.927
S3	2.833	2.859	2.922
S4	2.783	2.809	2.909

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.419	3.364	3.131
R3	3.296	3.241	3.097
R2	3.173	3.173	3.086
R1	3.118	3.118	3.074	3.146
PP	3.050	3.050	3.050	3.064
S1	2.995	2.995	3.052	3.023
S2	2.927	2.927	3.040
S3	2.804	2.872	3.029
S4	2.681	2.749	2.995

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.105	2.886	0.219	7.5%	0.072	2.5%	23%	False	False	24,246
10	3.198	2.886	0.312	10.6%	0.072	2.4%	16%	False	False	22,235
20	3.198	2.886	0.312	10.6%	0.069	2.3%	16%	False	False	23,175
40	3.200	2.886	0.314	10.7%	0.072	2.4%	16%	False	False	19,869

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	0.018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.169
2.618	3.087
1.618	3.037
1.000	3.006
0.618	2.987
HIGH	2.956
0.618	2.937
0.500	2.931
0.382	2.925
LOW	2.906
0.618	2.875
1.000	2.856
1.618	2.825
2.618	2.775
4.250	2.694

Fisher Pivots for day following 02-Aug-2017
Pivot	1 day	3 day
R1	2.934	2.953
PP	2.933	2.947
S1	2.931	2.942

Download as Excel Spreadsheet

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

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