NYMEX Natural Gas Future July 2017

Trading Metrics calculated at close of trading on 15-Jun-2017

Day Change Summary
	Previous	Current
	14-Jun-2017	15-Jun-2017	Change	Change %	Previous Week
Open	2.962	2.943	-0.019	-0.6%	3.026
High	2.989	3.066	0.077	2.6%	3.095
Low	2.916	2.929	0.013	0.4%	2.935
Close	2.933	3.056	0.123	4.2%	3.039
Range	0.073	0.137	0.064	87.7%	0.160
ATR	0.093	0.096	0.003	3.4%	0.000
Volume	164,623	195,042	30,419	18.5%	812,168

Daily Pivots for day following 15-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.428	3.379	3.131
R3	3.291	3.242	3.094
R2	3.154	3.154	3.081
R1	3.105	3.105	3.069	3.130
PP	3.017	3.017	3.017	3.029
S1	2.968	2.968	3.043	2.993
S2	2.880	2.880	3.031
S3	2.743	2.831	3.018
S4	2.606	2.694	2.981

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	5.6%	0.090	2.9%	82%	False	False	177,235
10	3.095	2.916	0.179	5.9%	0.089	2.9%	78%	False	False	170,670
20	3.428	2.916	0.512	16.8%	0.093	3.0%	27%	False	False	164,391
40	3.506	2.916	0.590	19.3%	0.091	3.0%	24%	False	False	117,296
60	3.506	2.916	0.590	19.3%	0.089	2.9%	24%	False	False	92,123
80	3.506	2.888	0.618	20.2%	0.088	2.9%	27%	False	False	77,028

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	3.648
2.618	3.425
1.618	3.288
1.000	3.203
0.618	3.151
HIGH	3.066
0.618	3.014
0.500	2.998
0.382	2.981
LOW	2.929
0.618	2.844
1.000	2.792
1.618	2.707
2.618	2.570
4.250	2.347

Fisher Pivots for day following 15-Jun-2017
Pivot	1 day	3 day
R1	3.037	3.034
PP	3.017	3.013
S1	2.998	2.991

Download as Excel Spreadsheet

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

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