NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 07-Jun-2017

Day Change Summary
	Previous	Current
	06-Jun-2017	07-Jun-2017	Change	Change %	Previous Week
Open	3.010	3.084	0.074	2.5%	3.268
High	3.081	3.113	0.032	1.0%	3.268
Low	3.003	3.035	0.032	1.1%	3.017
Close	3.062	3.045	-0.017	-0.6%	3.030
Range	0.078	0.078	0.000	0.0%	0.251
ATR	0.090	0.089	-0.001	-1.0%	0.000
Volume	29,478	61,650	32,172	109.1%	147,838

Daily Pivots for day following 07-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.298	3.250	3.088
R3	3.220	3.172	3.066
R2	3.142	3.142	3.059
R1	3.094	3.094	3.052	3.079
PP	3.064	3.064	3.064	3.057
S1	3.016	3.016	3.038	3.001
S2	2.986	2.986	3.031
S3	2.908	2.938	3.024
S4	2.830	2.860	3.002

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.858	3.695	3.168
R3	3.607	3.444	3.099
R2	3.356	3.356	3.076
R1	3.193	3.193	3.053	3.149
PP	3.105	3.105	3.105	3.083
S1	2.942	2.942	3.007	2.898
S2	2.854	2.854	2.984
S3	2.603	2.691	2.961
S4	2.352	2.440	2.892

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.143	2.972	0.171	5.6%	0.088	2.9%	43%	False	False	41,378
10	3.370	2.972	0.398	13.1%	0.089	2.9%	18%	False	False	34,537
20	3.506	2.972	0.534	17.5%	0.088	2.9%	14%	False	False	31,759
40	3.506	2.972	0.534	17.5%	0.081	2.7%	14%	False	False	26,199

Crabel Price Patterns
NR	False
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	0.021

Fibonacci Retracements and Extensions
4.250	3.445
2.618	3.317
1.618	3.239
1.000	3.191
0.618	3.161
HIGH	3.113
0.618	3.083
0.500	3.074
0.382	3.065
LOW	3.035
0.618	2.987
1.000	2.957
1.618	2.909
2.618	2.831
4.250	2.704

Fisher Pivots for day following 07-Jun-2017
Pivot	1 day	3 day
R1	3.074	3.044
PP	3.064	3.043
S1	3.055	3.043

Download as Excel Spreadsheet

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

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