NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 20-Jul-2017

Day Change Summary
	Previous	Current
	19-Jul-2017	20-Jul-2017	Change	Change %	Previous Week
Open	3.066	3.058	-0.008	-0.3%	2.892
High	3.084	3.101	0.017	0.6%	3.043
Low	3.050	3.008	-0.042	-1.4%	2.863
Close	3.055	3.033	-0.022	-0.7%	2.971
Range	0.034	0.093	0.059	173.5%	0.180
ATR	0.081	0.082	0.001	1.0%	0.000
Volume	66,014	101,370	35,356	53.6%	510,985

Daily Pivots for day following 20-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.326	3.273	3.084
R3	3.233	3.180	3.059
R2	3.140	3.140	3.050
R1	3.087	3.087	3.042	3.067
PP	3.047	3.047	3.047	3.038
S1	2.994	2.994	3.024	2.974
S2	2.954	2.954	3.016
S3	2.861	2.901	3.007
S4	2.768	2.808	2.982

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	3.101	2.917	0.184	6.1%	0.066	2.2%	63%	True	False	80,339
10	3.101	2.842	0.259	8.5%	0.077	2.5%	74%	True	False	86,017
20	3.114	2.830	0.284	9.4%	0.080	2.6%	71%	False	False	63,292
40	3.370	2.830	0.540	17.8%	0.081	2.7%	38%	False	False	53,255
60	3.506	2.830	0.676	22.3%	0.081	2.7%	30%	False	False	43,484
80	3.506	2.830	0.676	22.3%	0.081	2.7%	30%	False	False	37,581

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.496
2.618	3.344
1.618	3.251
1.000	3.194
0.618	3.158
HIGH	3.101
0.618	3.065
0.500	3.055
0.382	3.044
LOW	3.008
0.618	2.951
1.000	2.915
1.618	2.858
2.618	2.765
4.250	2.613

Fisher Pivots for day following 20-Jul-2017
Pivot	1 day	3 day
R1	3.055	3.054
PP	3.047	3.047
S1	3.040	3.040

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

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