NYMEX Natural Gas Future August 2017

Trading Metrics calculated at close of trading on 27-Jul-2017

Day Change Summary
	Previous	Current
	26-Jul-2017	27-Jul-2017	Change	Change %	Previous Week
Open	2.944	2.926	-0.018	-0.6%	2.982
High	2.965	2.998	0.033	1.1%	3.114
Low	2.895	2.903	0.008	0.3%	2.938
Close	2.924	2.969	0.045	1.5%	2.970
Range	0.070	0.095	0.025	35.7%	0.176
ATR	0.083	0.084	0.001	1.0%	0.000
Volume	45,379	9,320	-36,059	-79.5%	685,572

Daily Pivots for day following 27-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.242	3.200	3.021
R3	3.147	3.105	2.995
R2	3.052	3.052	2.986
R1	3.010	3.010	2.978	3.031
PP	2.957	2.957	2.957	2.967
S1	2.915	2.915	2.960	2.936
S2	2.862	2.862	2.952
S3	2.767	2.820	2.943
S4	2.672	2.725	2.917

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.535	3.429	3.067
R3	3.359	3.253	3.018
R2	3.183	3.183	3.002
R1	3.077	3.077	2.986	3.042
PP	3.007	3.007	3.007	2.990
S1	2.901	2.901	2.954	2.866
S2	2.831	2.831	2.938
S3	2.655	2.725	2.922
S4	2.479	2.549	2.873

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.044	2.880	0.164	5.5%	0.079	2.7%	54%	False	False	78,393
10	3.114	2.880	0.234	7.9%	0.075	2.5%	38%	False	False	107,091
20	3.122	2.832	0.290	9.8%	0.086	2.9%	47%	False	False	139,331
40	3.161	2.832	0.329	11.1%	0.083	2.8%	42%	False	False	115,291
60	3.530	2.832	0.698	23.5%	0.085	2.9%	20%	False	False	90,374
80	3.530	2.832	0.698	23.5%	0.085	2.9%	20%	False	False	73,333
100	3.530	2.832	0.698	23.5%	0.083	2.8%	20%	False	False	61,285

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.402
2.618	3.247
1.618	3.152
1.000	3.093
0.618	3.057
HIGH	2.998
0.618	2.962
0.500	2.951
0.382	2.939
LOW	2.903
0.618	2.844
1.000	2.808
1.618	2.749
2.618	2.654
4.250	2.499

Fisher Pivots for day following 27-Jul-2017
Pivot	1 day	3 day
R1	2.963	2.962
PP	2.957	2.954
S1	2.951	2.947

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

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