NYMEX Natural Gas Future August 2017

Trading Metrics calculated at close of trading on 30-Jun-2017

Day Change Summary
	Previous	Current
	29-Jun-2017	30-Jun-2017	Change	Change %	Previous Week
Open	3.080	3.037	-0.043	-1.4%	3.003
High	3.122	3.052	-0.070	-2.2%	3.122
Low	3.032	2.974	-0.058	-1.9%	2.974
Close	3.042	3.035	-0.007	-0.2%	3.035
Range	0.090	0.078	-0.012	-13.3%	0.148
ATR	0.086	0.085	-0.001	-0.7%	0.000
Volume	156,622	152,129	-4,493	-2.9%	676,058

Daily Pivots for day following 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.254	3.223	3.078
R3	3.176	3.145	3.056
R2	3.098	3.098	3.049
R1	3.067	3.067	3.042	3.044
PP	3.020	3.020	3.020	3.009
S1	2.989	2.989	3.028	2.966
S2	2.942	2.942	3.021
S3	2.864	2.911	3.014
S4	2.786	2.833	2.992

Weekly Pivots for week ending 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.488	3.409	3.116
R3	3.340	3.261	3.076
R2	3.192	3.192	3.062
R1	3.113	3.113	3.049	3.153
PP	3.044	3.044	3.044	3.063
S1	2.965	2.965	3.021	3.005
S2	2.896	2.896	3.008
S3	2.748	2.817	2.994
S4	2.600	2.669	2.954

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.122	2.974	0.148	4.9%	0.073	2.4%	41%	False	True	135,211
10	3.122	2.875	0.247	8.1%	0.071	2.4%	65%	False	False	113,455
20	3.128	2.875	0.253	8.3%	0.079	2.6%	63%	False	False	100,683
40	3.530	2.875	0.655	21.6%	0.086	2.8%	24%	False	False	72,443
60	3.530	2.875	0.655	21.6%	0.083	2.7%	24%	False	False	55,796
80	3.530	2.875	0.655	21.6%	0.083	2.7%	24%	False	False	45,292

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.384
2.618	3.256
1.618	3.178
1.000	3.130
0.618	3.100
HIGH	3.052
0.618	3.022
0.500	3.013
0.382	3.004
LOW	2.974
0.618	2.926
1.000	2.896
1.618	2.848
2.618	2.770
4.250	2.643

Fisher Pivots for day following 30-Jun-2017
Pivot	1 day	3 day
R1	3.028	3.048
PP	3.020	3.044
S1	3.013	3.039

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

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