NYMEX Natural Gas Future August 2017

Trading Metrics calculated at close of trading on 29-Jun-2017

Day Change Summary
	Previous	Current
	28-Jun-2017	29-Jun-2017	Change	Change %	Previous Week
Open	3.052	3.080	0.028	0.9%	2.995
High	3.117	3.122	0.005	0.2%	2.995
Low	3.047	3.032	-0.015	-0.5%	2.875
Close	3.094	3.042	-0.052	-1.7%	2.951
Range	0.070	0.090	0.020	28.6%	0.120
ATR	0.086	0.086	0.000	0.4%	0.000
Volume	119,296	156,622	37,326	31.3%	458,501

Daily Pivots for day following 29-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.335	3.279	3.092
R3	3.245	3.189	3.067
R2	3.155	3.155	3.059
R1	3.099	3.099	3.050	3.082
PP	3.065	3.065	3.065	3.057
S1	3.009	3.009	3.034	2.992
S2	2.975	2.975	3.026
S3	2.885	2.919	3.017
S4	2.795	2.829	2.993

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	3.122	2.910	0.212	7.0%	0.068	2.2%	62%	True	False	120,771
10	3.122	2.875	0.247	8.1%	0.070	2.3%	68%	True	False	106,185
20	3.128	2.875	0.253	8.3%	0.078	2.6%	66%	False	False	95,865
40	3.530	2.875	0.655	21.5%	0.086	2.8%	25%	False	False	69,377
60	3.530	2.875	0.655	21.5%	0.083	2.7%	25%	False	False	53,579
80	3.530	2.875	0.655	21.5%	0.083	2.7%	25%	False	False	43,579

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.505
2.618	3.358
1.618	3.268
1.000	3.212
0.618	3.178
HIGH	3.122
0.618	3.088
0.500	3.077
0.382	3.066
LOW	3.032
0.618	2.976
1.000	2.942
1.618	2.886
2.618	2.796
4.250	2.650

Fisher Pivots for day following 29-Jun-2017
Pivot	1 day	3 day
R1	3.077	3.077
PP	3.065	3.065
S1	3.054	3.054

Download as Excel Spreadsheet

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

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