NYMEX Natural Gas Future July 2017

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

Day Change Summary
	Previous	Current
	01-Jun-2017	02-Jun-2017	Change	Change %	Previous Week
Open	3.080	3.051	-0.029	-0.9%	3.250
High	3.128	3.051	-0.077	-2.5%	3.255
Low	2.988	2.989	0.001	0.0%	2.988
Close	3.008	2.999	-0.009	-0.3%	2.999
Range	0.140	0.062	-0.078	-55.7%	0.267
ATR	0.101	0.098	-0.003	-2.8%	0.000
Volume	236,236	147,329	-88,907	-37.6%	807,230

Daily Pivots for day following 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.199	3.161	3.033
R3	3.137	3.099	3.016
R2	3.075	3.075	3.010
R1	3.037	3.037	3.005	3.025
PP	3.013	3.013	3.013	3.007
S1	2.975	2.975	2.993	2.963
S2	2.951	2.951	2.988
S3	2.889	2.913	2.982
S4	2.827	2.851	2.965

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.882	3.707	3.146
R3	3.615	3.440	3.072
R2	3.348	3.348	3.048
R1	3.173	3.173	3.023	3.127
PP	3.081	3.081	3.081	3.058
S1	2.906	2.906	2.975	2.860
S2	2.814	2.814	2.950
S3	2.547	2.639	2.926
S4	2.280	2.372	2.852

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.328	2.988	0.340	11.3%	0.100	3.3%	3%	False	False	189,634
10	3.428	2.988	0.440	14.7%	0.095	3.2%	3%	False	False	162,757
20	3.506	2.988	0.518	17.3%	0.097	3.2%	2%	False	False	131,997
40	3.506	2.988	0.518	17.3%	0.089	3.0%	2%	False	False	90,353
60	3.506	2.988	0.518	17.3%	0.088	2.9%	2%	False	False	70,008
80	3.506	2.888	0.618	20.6%	0.087	2.9%	18%	False	False	60,754

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.315
2.618	3.213
1.618	3.151
1.000	3.113
0.618	3.089
HIGH	3.051
0.618	3.027
0.500	3.020
0.382	3.013
LOW	2.989
0.618	2.951
1.000	2.927
1.618	2.889
2.618	2.827
4.250	2.726

Fisher Pivots for day following 02-Jun-2017
Pivot	1 day	3 day
R1	3.020	3.080
PP	3.013	3.053
S1	3.006	3.026

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

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