NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 31-Jul-2017

Day Change Summary
	Previous	Current
	28-Jul-2017	31-Jul-2017	Change	Change %	Previous Week
Open	2.958	2.900	-0.058	-2.0%	2.921
High	2.983	2.900	-0.083	-2.8%	2.990
Low	2.923	2.781	-0.142	-4.9%	2.866
Close	2.941	2.794	-0.147	-5.0%	2.941
Range	0.060	0.119	0.059	98.3%	0.124
ATR	0.080	0.086	0.006	7.1%	0.000
Volume	83,193	176,226	93,033	111.8%	614,086

Daily Pivots for day following 31-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.182	3.107	2.859
R3	3.063	2.988	2.827
R2	2.944	2.944	2.816
R1	2.869	2.869	2.805	2.847
PP	2.825	2.825	2.825	2.814
S1	2.750	2.750	2.783	2.728
S2	2.706	2.706	2.772
S3	2.587	2.631	2.761
S4	2.468	2.512	2.729

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.304	3.247	3.009
R3	3.180	3.123	2.975
R2	3.056	3.056	2.964
R1	2.999	2.999	2.952	3.028
PP	2.932	2.932	2.932	2.947
S1	2.875	2.875	2.930	2.904
S2	2.808	2.808	2.918
S3	2.684	2.751	2.907
S4	2.560	2.627	2.873

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.990	2.781	0.209	7.5%	0.079	2.8%	6%	False	True	129,306
10	3.101	2.781	0.320	11.5%	0.077	2.8%	4%	False	True	114,446
20	3.101	2.781	0.320	11.5%	0.084	3.0%	4%	False	True	96,557
40	3.114	2.781	0.333	11.9%	0.080	2.9%	4%	False	True	70,382
60	3.506	2.781	0.725	25.9%	0.083	3.0%	2%	False	True	56,517
80	3.506	2.781	0.725	25.9%	0.080	2.9%	2%	False	True	47,440

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	0.018
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	3.406
2.618	3.212
1.618	3.093
1.000	3.019
0.618	2.974
HIGH	2.900
0.618	2.855
0.500	2.841
0.382	2.826
LOW	2.781
0.618	2.707
1.000	2.662
1.618	2.588
2.618	2.469
4.250	2.275

Fisher Pivots for day following 31-Jul-2017
Pivot	1 day	3 day
R1	2.841	2.886
PP	2.825	2.855
S1	2.810	2.825

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

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