NYMEX Natural Gas Future July 2017

Trading Metrics calculated at close of trading on 14-Jun-2017

Day Change Summary
	Previous	Current
	13-Jun-2017	14-Jun-2017	Change	Change %	Previous Week
Open	3.011	2.962	-0.049	-1.6%	3.026
High	3.065	2.989	-0.076	-2.5%	3.095
Low	2.949	2.916	-0.033	-1.1%	2.935
Close	2.966	2.933	-0.033	-1.1%	3.039
Range	0.116	0.073	-0.043	-37.1%	0.160
ATR	0.094	0.093	-0.002	-1.6%	0.000
Volume	224,042	164,623	-59,419	-26.5%	812,168

Daily Pivots for day following 14-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.165	3.122	2.973
R3	3.092	3.049	2.953
R2	3.019	3.019	2.946
R1	2.976	2.976	2.940	2.961
PP	2.946	2.946	2.946	2.939
S1	2.903	2.903	2.926	2.888
S2	2.873	2.873	2.920
S3	2.800	2.830	2.913
S4	2.727	2.757	2.893

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	3.087	2.916	0.171	5.8%	0.081	2.7%	10%	False	True	179,249
10	3.128	2.916	0.212	7.2%	0.089	3.0%	8%	False	True	174,789
20	3.428	2.916	0.512	17.5%	0.091	3.1%	3%	False	True	159,869
40	3.506	2.916	0.590	20.1%	0.090	3.1%	3%	False	True	113,697
60	3.506	2.916	0.590	20.1%	0.088	3.0%	3%	False	True	89,311
80	3.506	2.888	0.618	21.1%	0.089	3.0%	7%	False	False	75,085

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	0.027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.299
2.618	3.180
1.618	3.107
1.000	3.062
0.618	3.034
HIGH	2.989
0.618	2.961
0.500	2.953
0.382	2.944
LOW	2.916
0.618	2.871
1.000	2.843
1.618	2.798
2.618	2.725
4.250	2.606

Fisher Pivots for day following 14-Jun-2017
Pivot	1 day	3 day
R1	2.953	3.002
PP	2.946	2.979
S1	2.940	2.956

Download as Excel Spreadsheet

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

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