NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 25-Jul-2017

Day Change Summary
	Previous	Current
	24-Jul-2017	25-Jul-2017	Change	Change %	Previous Week
Open	2.921	2.893	-0.028	-1.0%	2.969
High	2.942	2.936	-0.006	-0.2%	3.101
Low	2.866	2.881	0.015	0.5%	2.928
Close	2.882	2.931	0.049	1.7%	2.961
Range	0.076	0.055	-0.021	-27.6%	0.173
ATR	0.084	0.082	-0.002	-2.5%	0.000
Volume	143,782	100,473	-43,309	-30.1%	415,728

Daily Pivots for day following 25-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.081	3.061	2.961
R3	3.026	3.006	2.946
R2	2.971	2.971	2.941
R1	2.951	2.951	2.936	2.961
PP	2.916	2.916	2.916	2.921
S1	2.896	2.896	2.926	2.906
S2	2.861	2.861	2.921
S3	2.806	2.841	2.916
S4	2.751	2.786	2.901

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	8.0%	0.072	2.5%	28%	False	False	104,927
10	3.101	2.866	0.235	8.0%	0.071	2.4%	28%	False	False	96,873
20	3.114	2.830	0.284	9.7%	0.081	2.8%	36%	False	False	76,775
40	3.268	2.830	0.438	14.9%	0.081	2.8%	23%	False	False	60,426
60	3.506	2.830	0.676	23.1%	0.082	2.8%	15%	False	False	48,610
80	3.506	2.830	0.676	23.1%	0.081	2.7%	15%	False	False	41,503

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

Fibonacci Retracements and Extensions
4.250	3.170
2.618	3.080
1.618	3.025
1.000	2.991
0.618	2.970
HIGH	2.936
0.618	2.915
0.500	2.909
0.382	2.902
LOW	2.881
0.618	2.847
1.000	2.826
1.618	2.792
2.618	2.737
4.250	2.647

Fisher Pivots for day following 25-Jul-2017
Pivot	1 day	3 day
R1	2.924	2.948
PP	2.916	2.942
S1	2.909	2.937

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

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