NYMEX Natural Gas Future July 2017

Trading Metrics calculated at close of trading on 19-Jun-2017

Day Change Summary
	Previous	Current
	16-Jun-2017	19-Jun-2017	Change	Change %	Previous Week
Open	3.049	2.966	-0.083	-2.7%	3.032
High	3.082	2.971	-0.111	-3.6%	3.087
Low	3.021	2.877	-0.144	-4.8%	2.916
Close	3.037	2.894	-0.143	-4.7%	3.037
Range	0.061	0.094	0.033	54.1%	0.171
ATR	0.093	0.098	0.005	5.1%	0.000
Volume	121,174	155,300	34,126	28.2%	868,377

Daily Pivots for day following 19-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.196	3.139	2.946
R3	3.102	3.045	2.920
R2	3.008	3.008	2.911
R1	2.951	2.951	2.903	2.933
PP	2.914	2.914	2.914	2.905
S1	2.857	2.857	2.885	2.839
S2	2.820	2.820	2.877
S3	2.726	2.763	2.868
S4	2.632	2.669	2.842

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	3.082	2.877	0.205	7.1%	0.096	3.3%	8%	False	True	172,036
10	3.095	2.877	0.218	7.5%	0.087	3.0%	8%	False	True	168,739
20	3.428	2.877	0.551	19.0%	0.092	3.2%	3%	False	True	167,874
40	3.506	2.877	0.629	21.7%	0.091	3.1%	3%	False	True	122,149
60	3.506	2.877	0.629	21.7%	0.089	3.1%	3%	False	True	95,873
80	3.506	2.877	0.629	21.7%	0.088	3.0%	3%	False	True	79,764

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	0.025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.371
2.618	3.217
1.618	3.123
1.000	3.065
0.618	3.029
HIGH	2.971
0.618	2.935
0.500	2.924
0.382	2.913
LOW	2.877
0.618	2.819
1.000	2.783
1.618	2.725
2.618	2.631
4.250	2.478

Fisher Pivots for day following 19-Jun-2017
Pivot	1 day	3 day
R1	2.924	2.980
PP	2.914	2.951
S1	2.904	2.923

Download as Excel Spreadsheet

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

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