NYMEX Natural Gas Future July 2017

Trading Metrics calculated at close of trading on 16-Jun-2017

Day Change Summary
	Previous	Current
	15-Jun-2017	16-Jun-2017	Change	Change %	Previous Week
Open	2.943	3.049	0.106	3.6%	3.032
High	3.066	3.082	0.016	0.5%	3.087
Low	2.929	3.021	0.092	3.1%	2.916
Close	3.056	3.037	-0.019	-0.6%	3.037
Range	0.137	0.061	-0.076	-55.5%	0.171
ATR	0.096	0.093	-0.002	-2.6%	0.000
Volume	195,042	121,174	-73,868	-37.9%	868,377

Daily Pivots for day following 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.230	3.194	3.071
R3	3.169	3.133	3.054
R2	3.108	3.108	3.048
R1	3.072	3.072	3.043	3.060
PP	3.047	3.047	3.047	3.040
S1	3.011	3.011	3.031	2.999
S2	2.986	2.986	3.026
S3	2.925	2.950	3.020
S4	2.864	2.889	3.003

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.526	3.453	3.131
R3	3.355	3.282	3.084
R2	3.184	3.184	3.068
R1	3.111	3.111	3.053	3.148
PP	3.013	3.013	3.013	3.032
S1	2.940	2.940	3.021	2.977
S2	2.842	2.842	3.006
S3	2.671	2.769	2.990
S4	2.500	2.598	2.943

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%	0.095	3.1%	71%	False	False	173,675
10	3.095	2.916	0.179	5.9%	0.089	2.9%	68%	False	False	168,054
20	3.428	2.916	0.512	16.9%	0.092	3.0%	24%	False	False	165,406
40	3.506	2.916	0.590	19.4%	0.091	3.0%	21%	False	False	119,300
60	3.506	2.916	0.590	19.4%	0.089	2.9%	21%	False	False	93,859
80	3.506	2.888	0.618	20.3%	0.088	2.9%	24%	False	False	78,117

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	3.341
2.618	3.242
1.618	3.181
1.000	3.143
0.618	3.120
HIGH	3.082
0.618	3.059
0.500	3.052
0.382	3.044
LOW	3.021
0.618	2.983
1.000	2.960
1.618	2.922
2.618	2.861
4.250	2.762

Fisher Pivots for day following 16-Jun-2017
Pivot	1 day	3 day
R1	3.052	3.024
PP	3.047	3.012
S1	3.042	2.999

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

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