NYMEX Natural Gas Future July 2017

Trading Metrics calculated at close of trading on 20-Jun-2017

Day Change Summary
	Previous	Current
	19-Jun-2017	20-Jun-2017	Change	Change %	Previous Week
Open	2.966	2.897	-0.069	-2.3%	3.032
High	2.971	2.913	-0.058	-2.0%	3.087
Low	2.877	2.879	0.002	0.1%	2.916
Close	2.894	2.907	0.013	0.4%	3.037
Range	0.094	0.034	-0.060	-63.8%	0.171
ATR	0.098	0.093	-0.005	-4.7%	0.000
Volume	155,300	112,908	-42,392	-27.3%	868,377

Daily Pivots for day following 20-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.002	2.988	2.926
R3	2.968	2.954	2.916
R2	2.934	2.934	2.913
R1	2.920	2.920	2.910	2.927
PP	2.900	2.900	2.900	2.903
S1	2.886	2.886	2.904	2.893
S2	2.866	2.866	2.901
S3	2.832	2.852	2.898
S4	2.798	2.818	2.888

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%	0.080	2.7%	15%	False	False	149,809
10	3.095	2.877	0.218	7.5%	0.081	2.8%	14%	False	False	166,039
20	3.426	2.877	0.549	18.9%	0.091	3.1%	5%	False	False	167,814
40	3.506	2.877	0.629	21.6%	0.089	3.1%	5%	False	False	123,801
60	3.506	2.877	0.629	21.6%	0.089	3.0%	5%	False	False	97,307
80	3.506	2.877	0.629	21.6%	0.087	3.0%	5%	False	False	80,922

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Narrowest range in 100 trading days

Fibonacci Retracements and Extensions
4.250	3.058
2.618	3.002
1.618	2.968
1.000	2.947
0.618	2.934
HIGH	2.913
0.618	2.900
0.500	2.896
0.382	2.892
LOW	2.879
0.618	2.858
1.000	2.845
1.618	2.824
2.618	2.790
4.250	2.735

Fisher Pivots for day following 20-Jun-2017
Pivot	1 day	3 day
R1	2.903	2.980
PP	2.900	2.955
S1	2.896	2.931

Download as Excel Spreadsheet

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

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