NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 11-Jul-2017

Day Change Summary
	Previous	Current
	10-Jul-2017	11-Jul-2017	Change	Change %	Previous Week
Open	2.892	2.919	0.027	0.9%	2.953
High	2.934	3.043	0.109	3.7%	3.048
Low	2.863	2.917	0.054	1.9%	2.830
Close	2.924	3.038	0.114	3.9%	2.857
Range	0.071	0.126	0.055	77.5%	0.218
ATR	0.088	0.091	0.003	3.1%	0.000
Volume	94,701	107,533	12,832	13.6%	214,119

Daily Pivots for day following 11-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.377	3.334	3.107
R3	3.251	3.208	3.073
R2	3.125	3.125	3.061
R1	3.082	3.082	3.050	3.104
PP	2.999	2.999	2.999	3.010
S1	2.956	2.956	3.026	2.978
S2	2.873	2.873	3.015
S3	2.747	2.830	3.003
S4	2.621	2.704	2.969

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	3.043	2.830	0.213	7.0%	0.104	3.4%	98%	True	False	75,339
10	3.114	2.830	0.284	9.3%	0.091	3.0%	73%	False	False	56,677
20	3.114	2.830	0.284	9.3%	0.084	2.8%	73%	False	False	48,433
40	3.480	2.830	0.650	21.4%	0.084	2.8%	32%	False	False	43,088
60	3.506	2.830	0.676	22.3%	0.082	2.7%	31%	False	False	35,293

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.579
2.618	3.373
1.618	3.247
1.000	3.169
0.618	3.121
HIGH	3.043
0.618	2.995
0.500	2.980
0.382	2.965
LOW	2.917
0.618	2.839
1.000	2.791
1.618	2.713
2.618	2.587
4.250	2.382

Fisher Pivots for day following 11-Jul-2017
Pivot	1 day	3 day
R1	3.019	3.006
PP	2.999	2.974
S1	2.980	2.943

Download as Excel Spreadsheet

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

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