NYMEX Natural Gas Future August 2017

Trading Metrics calculated at close of trading on 24-Jul-2017

Day Change Summary
	Previous	Current
	21-Jul-2017	24-Jul-2017	Change	Change %	Previous Week
Open	3.030	2.914	-0.116	-3.8%	2.982
High	3.044	2.955	-0.089	-2.9%	3.114
Low	2.938	2.880	-0.058	-2.0%	2.938
Close	2.970	2.899	-0.071	-2.4%	2.970
Range	0.106	0.075	-0.031	-29.2%	0.176
ATR	0.087	0.087	0.000	0.3%	0.000
Volume	158,256	128,436	-29,820	-18.8%	685,572

Daily Pivots for day following 24-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.136	3.093	2.940
R3	3.061	3.018	2.920
R2	2.986	2.986	2.913
R1	2.943	2.943	2.906	2.927
PP	2.911	2.911	2.911	2.904
S1	2.868	2.868	2.892	2.852
S2	2.836	2.836	2.885
S3	2.761	2.793	2.878
S4	2.686	2.718	2.858

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.535	3.429	3.067
R3	3.359	3.253	3.018
R2	3.183	3.183	3.002
R1	3.077	3.077	2.986	3.042
PP	3.007	3.007	3.007	2.990
S1	2.901	2.901	2.954	2.866
S2	2.831	2.831	2.938
S3	2.655	2.725	2.922
S4	2.479	2.549	2.873

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.114	2.880	0.234	8.1%	0.079	2.7%	8%	False	True	139,933
10	3.114	2.880	0.234	8.1%	0.081	2.8%	8%	False	True	152,154
20	3.122	2.832	0.290	10.0%	0.085	2.9%	23%	False	False	152,433
40	3.361	2.832	0.529	18.2%	0.085	2.9%	13%	False	False	116,863
60	3.530	2.832	0.698	24.1%	0.086	3.0%	10%	False	False	89,878
80	3.530	2.832	0.698	24.1%	0.085	2.9%	10%	False	False	72,520
100	3.530	2.832	0.698	24.1%	0.083	2.9%	10%	False	False	60,829

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	0.019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.274
2.618	3.151
1.618	3.076
1.000	3.030
0.618	3.001
HIGH	2.955
0.618	2.926
0.500	2.918
0.382	2.909
LOW	2.880
0.618	2.834
1.000	2.805
1.618	2.759
2.618	2.684
4.250	2.561

Fisher Pivots for day following 24-Jul-2017
Pivot	1 day	3 day
R1	2.918	2.997
PP	2.911	2.964
S1	2.905	2.932

Download as Excel Spreadsheet

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

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