NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 17-Jul-2017

Day Change Summary
	Previous	Current
	14-Jul-2017	17-Jul-2017	Change	Change %	Previous Week
Open	2.950	2.969	0.019	0.6%	2.892
High	2.984	3.034	0.050	1.7%	3.043
Low	2.917	2.968	0.051	1.7%	2.863
Close	2.971	3.007	0.036	1.2%	2.971
Range	0.067	0.066	-0.001	-1.5%	0.180
ATR	0.087	0.086	-0.002	-1.7%	0.000
Volume	98,967	61,575	-37,392	-37.8%	510,985

Daily Pivots for day following 17-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.201	3.170	3.043
R3	3.135	3.104	3.025
R2	3.069	3.069	3.019
R1	3.038	3.038	3.013	3.054
PP	3.003	3.003	3.003	3.011
S1	2.972	2.972	3.001	2.988
S2	2.937	2.937	2.995
S3	2.871	2.906	2.989
S4	2.805	2.840	2.971

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	2.917	0.126	4.2%	0.081	2.7%	71%	False	False	95,571
10	3.048	2.830	0.218	7.2%	0.092	3.0%	81%	False	False	78,667
20	3.114	2.830	0.284	9.4%	0.079	2.6%	62%	False	False	56,945
40	3.438	2.830	0.608	20.2%	0.082	2.7%	29%	False	False	49,208
60	3.506	2.830	0.676	22.5%	0.082	2.7%	26%	False	False	40,240

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.022
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.315
2.618	3.207
1.618	3.141
1.000	3.100
0.618	3.075
HIGH	3.034
0.618	3.009
0.500	3.001
0.382	2.993
LOW	2.968
0.618	2.927
1.000	2.902
1.618	2.861
2.618	2.795
4.250	2.688

Fisher Pivots for day following 17-Jul-2017
Pivot	1 day	3 day
R1	3.005	2.997
PP	3.003	2.986
S1	3.001	2.976

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

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