NYMEX Natural Gas Future July 2017

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

Day Change Summary
	Previous	Current
	09-Jun-2017	12-Jun-2017	Change	Change %	Previous Week
Open	3.034	3.032	-0.002	-0.1%	3.026
High	3.066	3.087	0.021	0.7%	3.095
Low	3.028	3.001	-0.027	-0.9%	2.935
Close	3.039	3.024	-0.015	-0.5%	3.039
Range	0.038	0.086	0.048	126.3%	0.160
ATR	0.093	0.092	0.000	-0.5%	0.000
Volume	138,973	163,496	24,523	17.6%	812,168

Daily Pivots for day following 12-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.295	3.246	3.071
R3	3.209	3.160	3.048
R2	3.123	3.123	3.040
R1	3.074	3.074	3.032	3.056
PP	3.037	3.037	3.037	3.028
S1	2.988	2.988	3.016	2.970
S2	2.951	2.951	3.008
S3	2.865	2.902	3.000
S4	2.779	2.816	2.977

Weekly Pivots for week ending 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.503	3.431	3.127
R3	3.343	3.271	3.083
R2	3.183	3.183	3.068
R1	3.111	3.111	3.054	3.147
PP	3.023	3.023	3.023	3.041
S1	2.951	2.951	3.024	2.987
S2	2.863	2.863	3.010
S3	2.703	2.791	2.995
S4	2.543	2.631	2.951

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.095	2.972	0.123	4.1%	0.078	2.6%	42%	False	False	165,442
10	3.255	2.935	0.320	10.6%	0.093	3.1%	28%	False	False	178,289
20	3.478	2.935	0.543	18.0%	0.092	3.0%	16%	False	False	151,603
40	3.506	2.935	0.571	18.9%	0.089	2.9%	16%	False	False	106,043
60	3.506	2.935	0.571	18.9%	0.089	2.9%	16%	False	False	83,432
80	3.506	2.888	0.618	20.4%	0.088	2.9%	22%	False	False	70,741

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
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	3.453
2.618	3.312
1.618	3.226
1.000	3.173
0.618	3.140
HIGH	3.087
0.618	3.054
0.500	3.044
0.382	3.034
LOW	3.001
0.618	2.948
1.000	2.915
1.618	2.862
2.618	2.776
4.250	2.636

Fisher Pivots for day following 12-Jun-2017
Pivot	1 day	3 day
R1	3.044	3.033
PP	3.037	3.030
S1	3.031	3.027

Download as Excel Spreadsheet

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

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