NYMEX Natural Gas Future June 2017

Trading Metrics calculated at close of trading on 12-Jan-2017

Day Change Summary
	Previous	Current
	11-Jan-2017	12-Jan-2017	Change	Change %	Previous Week
Open	3.290	3.325	0.035	1.1%	3.464
High	3.359	3.441	0.082	2.4%	3.464
Low	3.249	3.307	0.058	1.8%	3.164
Close	3.255	3.389	0.134	4.1%	3.295
Range	0.110	0.134	0.024	21.8%	0.300
ATR
Volume	20,235	25,023	4,788	23.7%	77,511

Daily Pivots for day following 12-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.781	3.719	3.463
R3	3.647	3.585	3.426
R2	3.513	3.513	3.414
R1	3.451	3.451	3.401	3.482
PP	3.379	3.379	3.379	3.395
S1	3.317	3.317	3.377	3.348
S2	3.245	3.245	3.364
S3	3.111	3.183	3.352
S4	2.977	3.049	3.315

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	4.208	4.051	3.460
R3	3.908	3.751	3.378
R2	3.608	3.608	3.350
R1	3.451	3.451	3.323	3.380
PP	3.308	3.308	3.308	3.272
S1	3.151	3.151	3.268	3.080
S2	3.008	3.008	3.240
S3	2.708	2.851	3.213
S4	2.408	2.551	3.130

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.441	3.150	0.291	8.6%	0.134	4.0%	82%	True	False	23,178
10	3.617	3.150	0.467	13.8%	0.126	3.7%	51%	False	False	19,268

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.011
2.618	3.792
1.618	3.658
1.000	3.575
0.618	3.524
HIGH	3.441
0.618	3.390
0.500	3.374
0.382	3.358
LOW	3.307
0.618	3.224
1.000	3.173
1.618	3.090
2.618	2.956
4.250	2.738

Fisher Pivots for day following 12-Jan-2017
Pivot	1 day	3 day
R1	3.384	3.361
PP	3.379	3.334
S1	3.374	3.306

Download as Excel Spreadsheet

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

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