NYMEX Natural Gas Future August 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	3.076	2.995	-0.081	-2.6%	3.064
High	3.102	2.995	-0.107	-3.4%	3.116
Low	3.042	2.902	-0.140	-4.6%	2.936
Close	3.060	2.917	-0.143	-4.7%	3.060
Range	0.060	0.093	0.033	55.0%	0.180
ATR	0.090	0.095	0.005	5.3%	0.000
Volume	79,423	108,583	29,160	36.7%	492,082

Daily Pivots for day following 19-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.217	3.160	2.968
R3	3.124	3.067	2.943
R2	3.031	3.031	2.934
R1	2.974	2.974	2.926	2.956
PP	2.938	2.938	2.938	2.929
S1	2.881	2.881	2.908	2.863
S2	2.845	2.845	2.900
S3	2.752	2.788	2.891
S4	2.659	2.695	2.866

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.577	3.499	3.159
R3	3.397	3.319	3.110
R2	3.217	3.217	3.093
R1	3.139	3.139	3.077	3.088
PP	3.037	3.037	3.037	3.012
S1	2.959	2.959	3.044	2.908
S2	2.857	2.857	3.027
S3	2.677	2.779	3.011
S4	2.497	2.599	2.961

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.102	2.902	0.200	6.9%	0.096	3.3%	8%	False	True	102,882
10	3.128	2.902	0.226	7.7%	0.085	2.9%	7%	False	True	93,324
20	3.462	2.902	0.560	19.2%	0.089	3.1%	3%	False	True	72,238
40	3.530	2.902	0.628	21.5%	0.088	3.0%	2%	False	True	52,010
60	3.530	2.902	0.628	21.5%	0.086	2.9%	2%	False	True	40,943

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	0.022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.390
2.618	3.238
1.618	3.145
1.000	3.088
0.618	3.052
HIGH	2.995
0.618	2.959
0.500	2.949
0.382	2.938
LOW	2.902
0.618	2.845
1.000	2.809
1.618	2.752
2.618	2.659
4.250	2.507

Fisher Pivots for day following 19-Jun-2017
Pivot	1 day	3 day
R1	2.949	3.002
PP	2.938	2.974
S1	2.928	2.945

Download as Excel Spreadsheet

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

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