NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 26-Jul-2017

Day Change Summary
	Previous	Current
	25-Jul-2017	26-Jul-2017	Change	Change %	Previous Week
Open	2.893	2.930	0.037	1.3%	2.969
High	2.936	2.951	0.015	0.5%	3.101
Low	2.881	2.883	0.002	0.1%	2.928
Close	2.931	2.914	-0.017	-0.6%	2.961
Range	0.055	0.068	0.013	23.6%	0.173
ATR	0.082	0.081	-0.001	-1.2%	0.000
Volume	100,473	110,727	10,254	10.2%	415,728

Daily Pivots for day following 26-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.120	3.085	2.951
R3	3.052	3.017	2.933
R2	2.984	2.984	2.926
R1	2.949	2.949	2.920	2.933
PP	2.916	2.916	2.916	2.908
S1	2.881	2.881	2.908	2.865
S2	2.848	2.848	2.902
S3	2.780	2.813	2.895
S4	2.712	2.745	2.877

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	8.1%	0.079	2.7%	20%	False	False	113,869
10	3.101	2.866	0.235	8.1%	0.071	2.4%	20%	False	False	97,623
20	3.114	2.830	0.284	9.7%	0.082	2.8%	30%	False	False	80,952
40	3.187	2.830	0.357	12.3%	0.080	2.8%	24%	False	False	62,516
60	3.506	2.830	0.676	23.2%	0.081	2.8%	12%	False	False	50,099
80	3.506	2.830	0.676	23.2%	0.081	2.8%	12%	False	False	42,721

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.240
2.618	3.129
1.618	3.061
1.000	3.019
0.618	2.993
HIGH	2.951
0.618	2.925
0.500	2.917
0.382	2.909
LOW	2.883
0.618	2.841
1.000	2.815
1.618	2.773
2.618	2.705
4.250	2.594

Fisher Pivots for day following 26-Jul-2017
Pivot	1 day	3 day
R1	2.917	2.912
PP	2.916	2.910
S1	2.915	2.909

Download as Excel Spreadsheet

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

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