NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 24-Jul-2017

Day Change Summary
	Previous	Current
	21-Jul-2017	24-Jul-2017	Change	Change %	Previous Week
Open	3.016	2.921	-0.095	-3.1%	2.969
High	3.030	2.942	-0.088	-2.9%	3.101
Low	2.928	2.866	-0.062	-2.1%	2.928
Close	2.961	2.882	-0.079	-2.7%	2.961
Range	0.102	0.076	-0.026	-25.5%	0.173
ATR	0.084	0.084	0.001	1.0%	0.000
Volume	112,996	143,782	30,786	27.2%	415,728

Daily Pivots for day following 24-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.125	3.079	2.924
R3	3.049	3.003	2.903
R2	2.973	2.973	2.896
R1	2.927	2.927	2.889	2.912
PP	2.897	2.897	2.897	2.889
S1	2.851	2.851	2.875	2.836
S2	2.821	2.821	2.868
S3	2.745	2.775	2.861
S4	2.669	2.699	2.840

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	2.866	0.235	8.2%	0.075	2.6%	7%	False	True	99,587
10	3.101	2.866	0.235	8.2%	0.078	2.7%	7%	False	True	97,579
20	3.114	2.830	0.284	9.9%	0.082	2.8%	18%	False	False	73,225
40	3.338	2.830	0.508	17.6%	0.081	2.8%	10%	False	False	58,622
60	3.506	2.830	0.676	23.5%	0.082	2.8%	8%	False	False	47,199
80	3.506	2.830	0.676	23.5%	0.081	2.8%	8%	False	False	40,451

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.265
2.618	3.141
1.618	3.065
1.000	3.018
0.618	2.989
HIGH	2.942
0.618	2.913
0.500	2.904
0.382	2.895
LOW	2.866
0.618	2.819
1.000	2.790
1.618	2.743
2.618	2.667
4.250	2.543

Fisher Pivots for day following 24-Jul-2017
Pivot	1 day	3 day
R1	2.904	2.984
PP	2.897	2.950
S1	2.889	2.916

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

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