NYMEX Natural Gas Future August 2017

Trading Metrics calculated at close of trading on 23-Jun-2017

Day Change Summary
	Previous	Current
	22-Jun-2017	23-Jun-2017	Change	Change %	Previous Week
Open	2.921	2.910	-0.011	-0.4%	2.995
High	2.980	2.962	-0.018	-0.6%	2.995
Low	2.875	2.910	0.035	1.2%	2.875
Close	2.915	2.951	0.036	1.2%	2.951
Range	0.105	0.052	-0.053	-50.5%	0.120
ATR	0.090	0.088	-0.003	-3.0%	0.000
Volume	105,860	79,930	-25,930	-24.5%	458,501

Daily Pivots for day following 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.097	3.076	2.980
R3	3.045	3.024	2.965
R2	2.993	2.993	2.961
R1	2.972	2.972	2.956	2.983
PP	2.941	2.941	2.941	2.946
S1	2.920	2.920	2.946	2.931
S2	2.889	2.889	2.941
S3	2.837	2.868	2.937
S4	2.785	2.816	2.922

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.300	3.246	3.017
R3	3.180	3.126	2.984
R2	3.060	3.060	2.973
R1	3.006	3.006	2.962	2.973
PP	2.940	2.940	2.940	2.924
S1	2.886	2.886	2.940	2.853
S2	2.820	2.820	2.929
S3	2.700	2.766	2.918
S4	2.580	2.646	2.885

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.995	2.875	0.120	4.1%	0.070	2.4%	63%	False	False	91,700
10	3.116	2.875	0.241	8.2%	0.082	2.8%	32%	False	False	95,058
20	3.361	2.875	0.486	16.5%	0.085	2.9%	16%	False	False	81,293
40	3.530	2.875	0.655	22.2%	0.086	2.9%	12%	False	False	58,600
60	3.530	2.875	0.655	22.2%	0.085	2.9%	12%	False	False	45,883
80	3.530	2.875	0.655	22.2%	0.083	2.8%	12%	False	False	37,928

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.183
2.618	3.098
1.618	3.046
1.000	3.014
0.618	2.994
HIGH	2.962
0.618	2.942
0.500	2.936
0.382	2.930
LOW	2.910
0.618	2.878
1.000	2.858
1.618	2.826
2.618	2.774
4.250	2.689

Fisher Pivots for day following 23-Jun-2017
Pivot	1 day	3 day
R1	2.946	2.943
PP	2.941	2.935
S1	2.936	2.928

Download as Excel Spreadsheet

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

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