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 |  | 
    
        
        |  | 
    
        | 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 |  |