NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 26-Jun-2017

Day Change Summary
	Previous	Current
	23-Jun-2017	26-Jun-2017	Change	Change %	Previous Week
Open	2.916	3.000	0.084	2.9%	2.982
High	2.959	3.066	0.107	3.6%	2.985
Low	2.914	2.990	0.076	2.6%	2.879
Close	2.949	3.043	0.094	3.2%	2.949
Range	0.045	0.076	0.031	68.9%	0.106
ATR	0.083	0.086	0.002	2.9%	0.000
Volume	23,953	29,482	5,529	23.1%	172,330

Daily Pivots for day following 26-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.261	3.228	3.085
R3	3.185	3.152	3.064
R2	3.109	3.109	3.057
R1	3.076	3.076	3.050	3.093
PP	3.033	3.033	3.033	3.041
S1	3.000	3.000	3.036	3.017
S2	2.957	2.957	3.029
S3	2.881	2.924	3.022
S4	2.805	2.848	3.001

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	3.066	2.879	0.187	6.1%	0.063	2.1%	88%	True	False	31,297
10	3.087	2.879	0.208	6.8%	0.078	2.6%	79%	False	False	40,189
20	3.268	2.879	0.389	12.8%	0.081	2.7%	42%	False	False	44,077
40	3.506	2.879	0.627	20.6%	0.083	2.7%	26%	False	False	34,528
60	3.506	2.879	0.627	20.6%	0.080	2.6%	26%	False	False	29,745

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.389
2.618	3.265
1.618	3.189
1.000	3.142
0.618	3.113
HIGH	3.066
0.618	3.037
0.500	3.028
0.382	3.019
LOW	2.990
0.618	2.943
1.000	2.914
1.618	2.867
2.618	2.791
4.250	2.667

Fisher Pivots for day following 26-Jun-2017
Pivot	1 day	3 day
R1	3.038	3.020
PP	3.033	2.996
S1	3.028	2.973

Download as Excel Spreadsheet

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

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