NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 21-Jul-2017

Day Change Summary
	Previous	Current
	20-Jul-2017	21-Jul-2017	Change	Change %	Previous Week
Open	3.058	3.016	-0.042	-1.4%	2.969
High	3.101	3.030	-0.071	-2.3%	3.101
Low	3.008	2.928	-0.080	-2.7%	2.928
Close	3.033	2.961	-0.072	-2.4%	2.961
Range	0.093	0.102	0.009	9.7%	0.173
ATR	0.082	0.084	0.002	2.0%	0.000
Volume	101,370	112,996	11,626	11.5%	415,728

Daily Pivots for day following 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.279	3.222	3.017
R3	3.177	3.120	2.989
R2	3.075	3.075	2.980
R1	3.018	3.018	2.970	2.996
PP	2.973	2.973	2.973	2.962
S1	2.916	2.916	2.952	2.894
S2	2.871	2.871	2.942
S3	2.769	2.814	2.933
S4	2.667	2.712	2.905

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.516	3.411	3.056
R3	3.343	3.238	3.009
R2	3.170	3.170	2.993
R1	3.065	3.065	2.977	3.031
PP	2.997	2.997	2.997	2.980
S1	2.892	2.892	2.945	2.858
S2	2.824	2.824	2.929
S3	2.651	2.719	2.913
S4	2.478	2.546	2.866

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.101	2.928	0.173	5.8%	0.073	2.5%	19%	False	True	83,145
10	3.101	2.863	0.238	8.0%	0.078	2.6%	41%	False	False	92,671
20	3.114	2.830	0.284	9.6%	0.080	2.7%	46%	False	False	67,234
40	3.370	2.830	0.540	18.2%	0.082	2.8%	24%	False	False	55,600
60	3.506	2.830	0.676	22.8%	0.082	2.8%	19%	False	False	45,038
80	3.506	2.830	0.676	22.8%	0.081	2.7%	19%	False	False	38,828

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.464
2.618	3.297
1.618	3.195
1.000	3.132
0.618	3.093
HIGH	3.030
0.618	2.991
0.500	2.979
0.382	2.967
LOW	2.928
0.618	2.865
1.000	2.826
1.618	2.763
2.618	2.661
4.250	2.495

Fisher Pivots for day following 21-Jul-2017
Pivot	1 day	3 day
R1	2.979	3.015
PP	2.973	2.997
S1	2.967	2.979

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

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