NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 16-Jun-2017

Day Change Summary
	Previous	Current
	15-Jun-2017	16-Jun-2017	Change	Change %	Previous Week
Open	2.948	3.053	0.105	3.6%	3.046
High	3.070	3.087	0.017	0.6%	3.099
Low	2.929	3.033	0.104	3.6%	2.922
Close	3.064	3.047	-0.017	-0.6%	3.047
Range	0.141	0.054	-0.087	-61.7%	0.177
ATR	0.089	0.087	-0.003	-2.8%	0.000
Volume	47,083	31,222	-15,861	-33.7%	271,558

Daily Pivots for day following 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.218	3.186	3.077
R3	3.164	3.132	3.062
R2	3.110	3.110	3.057
R1	3.078	3.078	3.052	3.067
PP	3.056	3.056	3.056	3.050
S1	3.024	3.024	3.042	3.013
S2	3.002	3.002	3.037
S3	2.948	2.970	3.032
S4	2.894	2.916	3.017

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.554	3.477	3.144
R3	3.377	3.300	3.096
R2	3.200	3.200	3.079
R1	3.123	3.123	3.063	3.162
PP	3.023	3.023	3.023	3.042
S1	2.946	2.946	3.031	2.985
S2	2.846	2.846	3.015
S3	2.669	2.769	2.998
S4	2.492	2.592	2.950

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.099	2.922	0.177	5.8%	0.091	3.0%	71%	False	False	54,311
10	3.113	2.922	0.191	6.3%	0.083	2.7%	65%	False	False	53,190
20	3.438	2.922	0.516	16.9%	0.085	2.8%	24%	False	False	41,471
40	3.506	2.922	0.584	19.2%	0.084	2.7%	21%	False	False	31,887

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.023
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.317
2.618	3.228
1.618	3.174
1.000	3.141
0.618	3.120
HIGH	3.087
0.618	3.066
0.500	3.060
0.382	3.054
LOW	3.033
0.618	3.000
1.000	2.979
1.618	2.946
2.618	2.892
4.250	2.804

Fisher Pivots for day following 16-Jun-2017
Pivot	1 day	3 day
R1	3.060	3.033
PP	3.056	3.019
S1	3.051	3.005

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

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