NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 14-Jul-2017

Day Change Summary
	Previous	Current
	13-Jul-2017	14-Jul-2017	Change	Change %	Previous Week
Open	2.985	2.950	-0.035	-1.2%	2.892
High	3.007	2.984	-0.023	-0.8%	3.043
Low	2.934	2.917	-0.017	-0.6%	2.863
Close	2.948	2.971	0.023	0.8%	2.971
Range	0.073	0.067	-0.006	-8.2%	0.180
ATR	0.089	0.087	-0.002	-1.8%	0.000
Volume	106,560	98,967	-7,593	-7.1%	510,985

Daily Pivots for day following 14-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.158	3.132	3.008
R3	3.091	3.065	2.989
R2	3.024	3.024	2.983
R1	2.998	2.998	2.977	3.011
PP	2.957	2.957	2.957	2.964
S1	2.931	2.931	2.965	2.944
S2	2.890	2.890	2.959
S3	2.823	2.864	2.953
S4	2.756	2.797	2.934

Weekly Pivots for week ending 14-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.499	3.415	3.070
R3	3.319	3.235	3.021
R2	3.139	3.139	3.004
R1	3.055	3.055	2.988	3.097
PP	2.959	2.959	2.959	2.980
S1	2.875	2.875	2.955	2.917
S2	2.779	2.779	2.938
S3	2.599	2.695	2.922
S4	2.419	2.515	2.872

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.043	2.863	0.180	6.1%	0.082	2.8%	60%	False	False	102,197
10	3.048	2.830	0.218	7.3%	0.092	3.1%	65%	False	False	76,501
20	3.114	2.830	0.284	9.6%	0.079	2.7%	50%	False	False	55,427
40	3.438	2.830	0.608	20.5%	0.082	2.8%	23%	False	False	48,279
60	3.506	2.830	0.676	22.8%	0.082	2.8%	21%	False	False	39,485

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.023
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.269
2.618	3.159
1.618	3.092
1.000	3.051
0.618	3.025
HIGH	2.984
0.618	2.958
0.500	2.951
0.382	2.943
LOW	2.917
0.618	2.876
1.000	2.850
1.618	2.809
2.618	2.742
4.250	2.632

Fisher Pivots for day following 14-Jul-2017
Pivot	1 day	3 day
R1	2.964	2.974
PP	2.957	2.973
S1	2.951	2.972

Download as Excel Spreadsheet

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

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