NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 21-Jun-2017

Day Change Summary
	Previous	Current
	20-Jun-2017	21-Jun-2017	Change	Change %	Previous Week
Open	2.912	2.911	-0.001	0.0%	3.046
High	2.932	2.961	0.029	1.0%	3.099
Low	2.899	2.899	0.000	0.0%	2.922
Close	2.928	2.914	-0.014	-0.5%	3.047
Range	0.033	0.062	0.029	87.9%	0.177
ATR	0.087	0.085	-0.002	-2.1%	0.000
Volume	28,786	40,103	11,317	39.3%	271,558

Daily Pivots for day following 21-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.111	3.074	2.948
R3	3.049	3.012	2.931
R2	2.987	2.987	2.925
R1	2.950	2.950	2.920	2.969
PP	2.925	2.925	2.925	2.934
S1	2.888	2.888	2.908	2.907
S2	2.863	2.863	2.903
S3	2.801	2.826	2.897
S4	2.739	2.764	2.880

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%	0.076	2.6%	10%	False	False	38,504
10	3.099	2.895	0.204	7.0%	0.076	2.6%	9%	False	False	51,898
20	3.370	2.895	0.475	16.3%	0.083	2.8%	4%	False	False	43,217
40	3.506	2.895	0.611	21.0%	0.082	2.8%	3%	False	False	33,580
60	3.506	2.895	0.611	21.0%	0.081	2.8%	3%	False	False	29,011

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.225
2.618	3.123
1.618	3.061
1.000	3.023
0.618	2.999
HIGH	2.961
0.618	2.937
0.500	2.930
0.382	2.923
LOW	2.899
0.618	2.861
1.000	2.837
1.618	2.799
2.618	2.737
4.250	2.636

Fisher Pivots for day following 21-Jun-2017
Pivot	1 day	3 day
R1	2.930	2.940
PP	2.925	2.931
S1	2.919	2.923

Download as Excel Spreadsheet

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

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