NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 06-Jul-2017

Day Change Summary
	Previous	Current
	05-Jul-2017	06-Jul-2017	Change	Change %	Previous Week
Open	2.955	2.851	-0.104	-3.5%	3.000
High	3.016	2.891	-0.125	-4.1%	3.114
Low	2.830	2.848	0.018	0.6%	2.972
Close	2.837	2.881	0.044	1.6%	3.031
Range	0.186	0.043	-0.143	-76.9%	0.142
ATR	0.091	0.088	-0.003	-2.9%	0.000
Volume	71,580	56,430	-15,150	-21.2%	179,902

Daily Pivots for day following 06-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.002	2.985	2.905
R3	2.959	2.942	2.893
R2	2.916	2.916	2.889
R1	2.899	2.899	2.885	2.908
PP	2.873	2.873	2.873	2.878
S1	2.856	2.856	2.877	2.865
S2	2.830	2.830	2.873
S3	2.787	2.813	2.869
S4	2.744	2.770	2.857

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	2.830	0.284	9.9%	0.100	3.5%	18%	False	False	50,725
10	3.114	2.830	0.284	9.9%	0.083	2.9%	18%	False	False	40,568
20	3.114	2.830	0.284	9.9%	0.080	2.8%	18%	False	False	46,233
40	3.506	2.830	0.676	23.5%	0.084	2.9%	8%	False	False	38,996
60	3.506	2.830	0.676	23.5%	0.081	2.8%	8%	False	False	32,877

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3.074
2.618	3.004
1.618	2.961
1.000	2.934
0.618	2.918
HIGH	2.891
0.618	2.875
0.500	2.870
0.382	2.864
LOW	2.848
0.618	2.821
1.000	2.805
1.618	2.778
2.618	2.735
4.250	2.665

Fisher Pivots for day following 06-Jul-2017
Pivot	1 day	3 day
R1	2.877	2.939
PP	2.873	2.920
S1	2.870	2.900

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

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