NYMEX Natural Gas Future August 2017

Trading Metrics calculated at close of trading on 26-Jun-2017

Day Change Summary
	Previous	Current
	23-Jun-2017	26-Jun-2017	Change	Change %	Previous Week
Open	2.910	3.003	0.093	3.2%	2.995
High	2.962	3.073	0.111	3.7%	2.995
Low	2.910	2.993	0.083	2.9%	2.875
Close	2.951	3.049	0.098	3.3%	2.951
Range	0.052	0.080	0.028	53.8%	0.120
ATR	0.088	0.090	0.002	2.8%	0.000
Volume	79,930	116,991	37,061	46.4%	458,501

Daily Pivots for day following 26-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.278	3.244	3.093
R3	3.198	3.164	3.071
R2	3.118	3.118	3.064
R1	3.084	3.084	3.056	3.101
PP	3.038	3.038	3.038	3.047
S1	3.004	3.004	3.042	3.021
S2	2.958	2.958	3.034
S3	2.878	2.924	3.027
S4	2.798	2.844	3.005

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	3.073	2.875	0.198	6.5%	0.067	2.2%	88%	True	False	93,381
10	3.102	2.875	0.227	7.4%	0.082	2.7%	77%	False	False	98,132
20	3.292	2.875	0.417	13.7%	0.085	2.8%	42%	False	False	85,057
40	3.530	2.875	0.655	21.5%	0.087	2.8%	27%	False	False	61,077
60	3.530	2.875	0.655	21.5%	0.085	2.8%	27%	False	False	47,583
80	3.530	2.875	0.655	21.5%	0.083	2.7%	27%	False	False	39,188

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	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.413
2.618	3.282
1.618	3.202
1.000	3.153
0.618	3.122
HIGH	3.073
0.618	3.042
0.500	3.033
0.382	3.024
LOW	2.993
0.618	2.944
1.000	2.913
1.618	2.864
2.618	2.784
4.250	2.653

Fisher Pivots for day following 26-Jun-2017
Pivot	1 day	3 day
R1	3.044	3.024
PP	3.038	2.999
S1	3.033	2.974

Download as Excel Spreadsheet

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

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