NYMEX Natural Gas Future August 2017

Trading Metrics calculated at close of trading on 03-Jul-2017

Day Change Summary
	Previous	Current
	30-Jun-2017	03-Jul-2017	Change	Change %	Previous Week
Open	3.037	2.949	-0.088	-2.9%	3.003
High	3.052	3.050	-0.002	-0.1%	3.122
Low	2.974	2.935	-0.039	-1.3%	2.974
Close	3.035	2.951	-0.084	-2.8%	3.035
Range	0.078	0.115	0.037	47.4%	0.148
ATR	0.085	0.087	0.002	2.5%	0.000
Volume	152,129	142,576	-9,553	-6.3%	676,058

Daily Pivots for day following 03-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.324	3.252	3.014
R3	3.209	3.137	2.983
R2	3.094	3.094	2.972
R1	3.022	3.022	2.962	3.058
PP	2.979	2.979	2.979	2.997
S1	2.907	2.907	2.940	2.943
S2	2.864	2.864	2.930
S3	2.749	2.792	2.919
S4	2.634	2.677	2.888

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	2.935	0.187	6.3%	0.080	2.7%	9%	False	True	140,328
10	3.122	2.875	0.247	8.4%	0.074	2.5%	31%	False	False	116,855
20	3.128	2.875	0.253	8.6%	0.079	2.7%	30%	False	False	105,089
40	3.530	2.875	0.655	22.2%	0.087	2.9%	12%	False	False	75,423
60	3.530	2.875	0.655	22.2%	0.084	2.8%	12%	False	False	57,879
80	3.530	2.875	0.655	22.2%	0.083	2.8%	12%	False	False	46,932

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3.539
2.618	3.351
1.618	3.236
1.000	3.165
0.618	3.121
HIGH	3.050
0.618	3.006
0.500	2.993
0.382	2.979
LOW	2.935
0.618	2.864
1.000	2.820
1.618	2.749
2.618	2.634
4.250	2.446

Fisher Pivots for day following 03-Jul-2017
Pivot	1 day	3 day
R1	2.993	3.029
PP	2.979	3.003
S1	2.965	2.977

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

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