NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 30-Jun-2017

Day Change Summary
	Previous	Current
	29-Jun-2017	30-Jun-2017	Change	Change %	Previous Week
Open	3.074	3.036	-0.038	-1.2%	3.000
High	3.114	3.045	-0.069	-2.2%	3.114
Low	3.028	2.972	-0.056	-1.8%	2.972
Close	3.037	3.031	-0.006	-0.2%	3.031
Range	0.086	0.073	-0.013	-15.1%	0.142
ATR	0.082	0.081	-0.001	-0.8%	0.000
Volume	46,053	39,908	-6,145	-13.3%	179,902

Daily Pivots for day following 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.235	3.206	3.071
R3	3.162	3.133	3.051
R2	3.089	3.089	3.044
R1	3.060	3.060	3.038	3.038
PP	3.016	3.016	3.016	3.005
S1	2.987	2.987	3.024	2.965
S2	2.943	2.943	3.018
S3	2.870	2.914	3.011
S4	2.797	2.841	2.991

Weekly Pivots for week ending 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.465	3.390	3.109
R3	3.323	3.248	3.070
R2	3.181	3.181	3.057
R1	3.106	3.106	3.044	3.144
PP	3.039	3.039	3.039	3.058
S1	2.964	2.964	3.018	3.002
S2	2.897	2.897	3.005
S3	2.755	2.822	2.992
S4	2.613	2.680	2.953

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.114	2.972	0.142	4.7%	0.069	2.3%	42%	False	True	35,980
10	3.114	2.879	0.235	7.8%	0.067	2.2%	65%	False	False	35,223
20	3.114	2.879	0.235	7.8%	0.075	2.5%	65%	False	False	44,206
40	3.506	2.879	0.627	20.7%	0.082	2.7%	24%	False	False	36,497
60	3.506	2.879	0.627	20.7%	0.079	2.6%	24%	False	False	31,068

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.355
2.618	3.236
1.618	3.163
1.000	3.118
0.618	3.090
HIGH	3.045
0.618	3.017
0.500	3.009
0.382	3.000
LOW	2.972
0.618	2.927
1.000	2.899
1.618	2.854
2.618	2.781
4.250	2.662

Fisher Pivots for day following 30-Jun-2017
Pivot	1 day	3 day
R1	3.024	3.043
PP	3.016	3.039
S1	3.009	3.035

Download as Excel Spreadsheet

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

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