NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 07-Jul-2017

Day Change Summary
	Previous	Current
	06-Jul-2017	07-Jul-2017	Change	Change %	Previous Week
Open	2.851	2.887	0.036	1.3%	2.953
High	2.891	2.938	0.047	1.6%	3.048
Low	2.848	2.842	-0.006	-0.2%	2.830
Close	2.881	2.857	-0.024	-0.8%	2.857
Range	0.043	0.096	0.053	123.3%	0.218
ATR	0.088	0.089	0.001	0.6%	0.000
Volume	56,430	46,453	-9,977	-17.7%	214,119

Daily Pivots for day following 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.167	3.108	2.910
R3	3.071	3.012	2.883
R2	2.975	2.975	2.875
R1	2.916	2.916	2.866	2.898
PP	2.879	2.879	2.879	2.870
S1	2.820	2.820	2.848	2.802
S2	2.783	2.783	2.839
S3	2.687	2.724	2.831
S4	2.591	2.628	2.804

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.566	3.429	2.977
R3	3.348	3.211	2.917
R2	3.130	3.130	2.897
R1	2.993	2.993	2.877	2.953
PP	2.912	2.912	2.912	2.891
S1	2.775	2.775	2.837	2.735
S2	2.694	2.694	2.817
S3	2.476	2.557	2.797
S4	2.258	2.339	2.737

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.048	2.830	0.218	7.6%	0.102	3.6%	12%	False	False	50,805
10	3.114	2.830	0.284	9.9%	0.083	2.9%	10%	False	False	41,797
20	3.114	2.830	0.284	9.9%	0.080	2.8%	10%	False	False	45,718
40	3.506	2.830	0.676	23.7%	0.083	2.9%	4%	False	False	39,529
60	3.506	2.830	0.676	23.7%	0.081	2.8%	4%	False	False	32,909

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.346
2.618	3.189
1.618	3.093
1.000	3.034
0.618	2.997
HIGH	2.938
0.618	2.901
0.500	2.890
0.382	2.879
LOW	2.842
0.618	2.783
1.000	2.746
1.618	2.687
2.618	2.591
4.250	2.434

Fisher Pivots for day following 07-Jul-2017
Pivot	1 day	3 day
R1	2.890	2.923
PP	2.879	2.901
S1	2.868	2.879

Download as Excel Spreadsheet

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

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