NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 29-Jun-2017

Day Change Summary
	Previous	Current
	28-Jun-2017	29-Jun-2017	Change	Change %	Previous Week
Open	3.047	3.074	0.027	0.9%	2.982
High	3.108	3.114	0.006	0.2%	2.985
Low	3.042	3.028	-0.014	-0.5%	2.879
Close	3.087	3.037	-0.050	-1.6%	2.949
Range	0.066	0.086	0.020	30.3%	0.106
ATR	0.082	0.082	0.000	0.4%	0.000
Volume	37,276	46,053	8,777	23.5%	172,330

Daily Pivots for day following 29-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.318	3.263	3.084
R3	3.232	3.177	3.061
R2	3.146	3.146	3.053
R1	3.091	3.091	3.045	3.076
PP	3.060	3.060	3.060	3.052
S1	3.005	3.005	3.029	2.990
S2	2.974	2.974	3.021
S3	2.888	2.919	3.013
S4	2.802	2.833	2.990

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	3.114	2.914	0.200	6.6%	0.064	2.1%	62%	True	False	32,789
10	3.114	2.879	0.235	7.7%	0.066	2.2%	67%	True	False	34,354
20	3.114	2.879	0.235	7.7%	0.075	2.5%	67%	True	False	44,108
40	3.506	2.879	0.627	20.6%	0.081	2.7%	25%	False	False	35,919
60	3.506	2.879	0.627	20.6%	0.079	2.6%	25%	False	False	30,732

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.480
2.618	3.339
1.618	3.253
1.000	3.200
0.618	3.167
HIGH	3.114
0.618	3.081
0.500	3.071
0.382	3.061
LOW	3.028
0.618	2.975
1.000	2.942
1.618	2.889
2.618	2.803
4.250	2.663

Fisher Pivots for day following 29-Jun-2017
Pivot	1 day	3 day
R1	3.071	3.071
PP	3.060	3.060
S1	3.048	3.048

Download as Excel Spreadsheet

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

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