NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 20-Jun-2017

Day Change Summary
	Previous	Current
	19-Jun-2017	20-Jun-2017	Change	Change %	Previous Week
Open	2.982	2.912	-0.070	-2.3%	3.046
High	2.985	2.932	-0.053	-1.8%	3.099
Low	2.895	2.899	0.004	0.1%	2.922
Close	2.910	2.928	0.018	0.6%	3.047
Range	0.090	0.033	-0.057	-63.3%	0.177
ATR	0.091	0.087	-0.004	-4.6%	0.000
Volume	45,327	28,786	-16,541	-36.5%	271,558

Daily Pivots for day following 20-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.019	3.006	2.946
R3	2.986	2.973	2.937
R2	2.953	2.953	2.934
R1	2.940	2.940	2.931	2.947
PP	2.920	2.920	2.920	2.923
S1	2.907	2.907	2.925	2.914
S2	2.887	2.887	2.922
S3	2.854	2.874	2.919
S4	2.821	2.841	2.910

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	3.087	2.895	0.192	6.6%	0.077	2.6%	17%	False	False	41,098
10	3.113	2.895	0.218	7.4%	0.078	2.6%	15%	False	False	54,052
20	3.438	2.895	0.543	18.5%	0.085	2.9%	6%	False	False	42,852
40	3.506	2.895	0.611	20.9%	0.082	2.8%	5%	False	False	33,010
60	3.506	2.895	0.611	20.9%	0.081	2.8%	5%	False	False	28,509

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	3.072
2.618	3.018
1.618	2.985
1.000	2.965
0.618	2.952
HIGH	2.932
0.618	2.919
0.500	2.916
0.382	2.912
LOW	2.899
0.618	2.879
1.000	2.866
1.618	2.846
2.618	2.813
4.250	2.759

Fisher Pivots for day following 20-Jun-2017
Pivot	1 day	3 day
R1	2.924	2.991
PP	2.920	2.970
S1	2.916	2.949

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

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