NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 01-Aug-2017

Day Change Summary
	Previous	Current
	31-Jul-2017	01-Aug-2017	Change	Change %	Previous Week
Open	2.900	2.810	-0.090	-3.1%	2.921
High	2.900	2.835	-0.065	-2.2%	2.990
Low	2.781	2.761	-0.020	-0.7%	2.866
Close	2.794	2.819	0.025	0.9%	2.941
Range	0.119	0.074	-0.045	-37.8%	0.124
ATR	0.086	0.085	-0.001	-1.0%	0.000
Volume	176,226	151,158	-25,068	-14.2%	614,086

Daily Pivots for day following 01-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.027	2.997	2.860
R3	2.953	2.923	2.839
R2	2.879	2.879	2.833
R1	2.849	2.849	2.826	2.864
PP	2.805	2.805	2.805	2.813
S1	2.775	2.775	2.812	2.790
S2	2.731	2.731	2.805
S3	2.657	2.701	2.799
S4	2.583	2.627	2.778

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	2.761	0.229	8.1%	0.083	2.9%	25%	False	True	139,443
10	3.101	2.761	0.340	12.1%	0.077	2.7%	17%	False	True	122,185
20	3.101	2.761	0.340	12.1%	0.082	2.9%	17%	False	True	102,132
40	3.114	2.761	0.353	12.5%	0.079	2.8%	16%	False	True	73,260
60	3.506	2.761	0.745	26.4%	0.082	2.9%	8%	False	True	58,680
80	3.506	2.761	0.745	26.4%	0.080	2.8%	8%	False	True	49,129

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	0.020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.150
2.618	3.029
1.618	2.955
1.000	2.909
0.618	2.881
HIGH	2.835
0.618	2.807
0.500	2.798
0.382	2.789
LOW	2.761
0.618	2.715
1.000	2.687
1.618	2.641
2.618	2.567
4.250	2.447

Fisher Pivots for day following 01-Aug-2017
Pivot	1 day	3 day
R1	2.812	2.872
PP	2.805	2.854
S1	2.798	2.837

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

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