NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 23-Jun-2017

Day Change Summary
	Previous	Current
	22-Jun-2017	23-Jun-2017	Change	Change %	Previous Week
Open	2.918	2.916	-0.002	-0.1%	2.982
High	2.977	2.959	-0.018	-0.6%	2.985
Low	2.879	2.914	0.035	1.2%	2.879
Close	2.913	2.949	0.036	1.2%	2.949
Range	0.098	0.045	-0.053	-54.1%	0.106
ATR	0.086	0.083	-0.003	-3.3%	0.000
Volume	34,161	23,953	-10,208	-29.9%	172,330

Daily Pivots for day following 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.076	3.057	2.974
R3	3.031	3.012	2.961
R2	2.986	2.986	2.957
R1	2.967	2.967	2.953	2.977
PP	2.941	2.941	2.941	2.945
S1	2.922	2.922	2.945	2.932
S2	2.896	2.896	2.941
S3	2.851	2.877	2.937
S4	2.806	2.832	2.924

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.256	3.208	3.007
R3	3.150	3.102	2.978
R2	3.044	3.044	2.968
R1	2.996	2.996	2.959	2.967
PP	2.938	2.938	2.938	2.923
S1	2.890	2.890	2.939	2.861
S2	2.832	2.832	2.930
S3	2.726	2.784	2.920
S4	2.620	2.678	2.891

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.985	2.879	0.106	3.6%	0.066	2.2%	66%	False	False	34,466
10	3.099	2.879	0.220	7.5%	0.078	2.7%	32%	False	False	44,388
20	3.338	2.879	0.459	15.6%	0.081	2.7%	15%	False	False	44,018
40	3.506	2.879	0.627	21.3%	0.082	2.8%	11%	False	False	34,186
60	3.506	2.879	0.627	21.3%	0.080	2.7%	11%	False	False	29,526

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.150
2.618	3.077
1.618	3.032
1.000	3.004
0.618	2.987
HIGH	2.959
0.618	2.942
0.500	2.937
0.382	2.931
LOW	2.914
0.618	2.886
1.000	2.869
1.618	2.841
2.618	2.796
4.250	2.723

Fisher Pivots for day following 23-Jun-2017
Pivot	1 day	3 day
R1	2.945	2.942
PP	2.941	2.935
S1	2.937	2.928

Download as Excel Spreadsheet

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

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