NYMEX Natural Gas Future July 2017

Trading Metrics calculated at close of trading on 05-Jun-2017

Day Change Summary
	Previous	Current
	02-Jun-2017	05-Jun-2017	Change	Change %	Previous Week
Open	3.051	3.026	-0.025	-0.8%	3.250
High	3.051	3.047	-0.004	-0.1%	3.255
Low	2.989	2.935	-0.054	-1.8%	2.988
Close	2.999	2.982	-0.017	-0.6%	2.999
Range	0.062	0.112	0.050	80.6%	0.267
ATR	0.098	0.099	0.001	1.0%	0.000
Volume	147,329	148,450	1,121	0.8%	807,230

Daily Pivots for day following 05-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.324	3.265	3.044
R3	3.212	3.153	3.013
R2	3.100	3.100	3.003
R1	3.041	3.041	2.992	3.015
PP	2.988	2.988	2.988	2.975
S1	2.929	2.929	2.972	2.903
S2	2.876	2.876	2.961
S3	2.764	2.817	2.951
S4	2.652	2.705	2.920

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	3.255	2.935	0.320	10.7%	0.108	3.6%	15%	False	True	191,136
10	3.428	2.935	0.493	16.5%	0.098	3.3%	10%	False	True	167,008
20	3.506	2.935	0.571	19.1%	0.098	3.3%	8%	False	True	135,914
40	3.506	2.935	0.571	19.1%	0.089	3.0%	8%	False	True	93,156
60	3.506	2.935	0.571	19.1%	0.089	3.0%	8%	False	True	71,983
80	3.506	2.888	0.618	20.7%	0.088	2.9%	15%	False	False	62,318

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	3.523
2.618	3.340
1.618	3.228
1.000	3.159
0.618	3.116
HIGH	3.047
0.618	3.004
0.500	2.991
0.382	2.978
LOW	2.935
0.618	2.866
1.000	2.823
1.618	2.754
2.618	2.642
4.250	2.459

Fisher Pivots for day following 05-Jun-2017
Pivot	1 day	3 day
R1	2.991	3.032
PP	2.988	3.015
S1	2.985	2.999

Download as Excel Spreadsheet

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

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