NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 12-Jul-2017

Day Change Summary
	Previous	Current
	11-Jul-2017	12-Jul-2017	Change	Change %	Previous Week
Open	2.919	3.023	0.104	3.6%	2.953
High	3.043	3.031	-0.012	-0.4%	3.048
Low	2.917	2.957	0.040	1.4%	2.830
Close	3.038	2.975	-0.063	-2.1%	2.857
Range	0.126	0.074	-0.052	-41.3%	0.218
ATR	0.091	0.090	-0.001	-0.8%	0.000
Volume	107,533	103,224	-4,309	-4.0%	214,119

Daily Pivots for day following 12-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.210	3.166	3.016
R3	3.136	3.092	2.995
R2	3.062	3.062	2.989
R1	3.018	3.018	2.982	3.003
PP	2.988	2.988	2.988	2.980
S1	2.944	2.944	2.968	2.929
S2	2.914	2.914	2.961
S3	2.840	2.870	2.955
S4	2.766	2.796	2.934

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	2.842	0.201	6.8%	0.082	2.8%	66%	False	False	81,668
10	3.114	2.830	0.284	9.5%	0.093	3.1%	51%	False	False	64,281
20	3.114	2.830	0.284	9.5%	0.082	2.8%	51%	False	False	50,159
40	3.451	2.830	0.621	20.9%	0.084	2.8%	23%	False	False	45,073
60	3.506	2.830	0.676	22.7%	0.082	2.7%	21%	False	False	36,750

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.346
2.618	3.225
1.618	3.151
1.000	3.105
0.618	3.077
HIGH	3.031
0.618	3.003
0.500	2.994
0.382	2.985
LOW	2.957
0.618	2.911
1.000	2.883
1.618	2.837
2.618	2.763
4.250	2.643

Fisher Pivots for day following 12-Jul-2017
Pivot	1 day	3 day
R1	2.994	2.968
PP	2.988	2.960
S1	2.981	2.953

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

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