NYMEX Natural Gas Future June 2017

Trading Metrics calculated at close of trading on 21-Mar-2017

Day Change Summary
	Previous	Current
	20-Mar-2017	21-Mar-2017	Change	Change %	Previous Week
Open	3.052	3.197	0.145	4.8%	3.225
High	3.199	3.229	0.030	0.9%	3.225
Low	3.039	3.158	0.119	3.9%	3.014
Close	3.164	3.219	0.055	1.7%	3.072
Range	0.160	0.071	-0.089	-55.6%	0.211
ATR	0.099	0.097	-0.002	-2.0%	0.000
Volume	20,114	28,670	8,556	42.5%	155,686

Daily Pivots for day following 21-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.415	3.388	3.258
R3	3.344	3.317	3.239
R2	3.273	3.273	3.232
R1	3.246	3.246	3.226	3.260
PP	3.202	3.202	3.202	3.209
S1	3.175	3.175	3.212	3.189
S2	3.131	3.131	3.206
S3	3.060	3.104	3.199
S4	2.989	3.033	3.180

Weekly Pivots for week ending 17-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.737	3.615	3.188
R3	3.526	3.404	3.130
R2	3.315	3.315	3.111
R1	3.193	3.193	3.091	3.149
PP	3.104	3.104	3.104	3.081
S1	2.982	2.982	3.053	2.938
S2	2.893	2.893	3.033
S3	2.682	2.771	3.014
S4	2.471	2.560	2.956

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.229	3.014	0.215	6.7%	0.090	2.8%	95%	True	False	28,000
10	3.229	3.014	0.215	6.7%	0.090	2.8%	95%	True	False	31,443
20	3.229	2.817	0.412	12.8%	0.089	2.8%	98%	True	False	34,427
40	3.541	2.817	0.724	22.5%	0.091	2.8%	56%	False	False	29,243

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	0.017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.531
2.618	3.415
1.618	3.344
1.000	3.300
0.618	3.273
HIGH	3.229
0.618	3.202
0.500	3.194
0.382	3.185
LOW	3.158
0.618	3.114
1.000	3.087
1.618	3.043
2.618	2.972
4.250	2.856

Fisher Pivots for day following 21-Mar-2017
Pivot	1 day	3 day
R1	3.211	3.187
PP	3.202	3.154
S1	3.194	3.122

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

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