NYMEX Natural Gas Future October 2017

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

Day Change Summary
	Previous	Current
	23-Jun-2017	26-Jun-2017	Change	Change %	Previous Week
Open	2.944	3.036	0.092	3.1%	3.019
High	2.989	3.091	0.102	3.4%	3.019
Low	2.942	3.020	0.078	2.7%	2.910
Close	2.980	3.071	0.091	3.1%	2.980
Range	0.047	0.071	0.024	51.1%	0.109
ATR	0.081	0.083	0.002	2.6%	0.000
Volume	21,268	24,144	2,876	13.5%	143,556

Daily Pivots for day following 26-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.274	3.243	3.110
R3	3.203	3.172	3.091
R2	3.132	3.132	3.084
R1	3.101	3.101	3.078	3.117
PP	3.061	3.061	3.061	3.068
S1	3.030	3.030	3.064	3.046
S2	2.990	2.990	3.058
S3	2.919	2.959	3.051
S4	2.848	2.888	3.032

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.297	3.247	3.040
R3	3.188	3.138	3.010
R2	3.079	3.079	3.000
R1	3.029	3.029	2.990	3.000
PP	2.970	2.970	2.970	2.955
S1	2.920	2.920	2.970	2.891
S2	2.861	2.861	2.960
S3	2.752	2.811	2.950
S4	2.643	2.702	2.920

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.091	2.910	0.181	5.9%	0.060	2.0%	89%	True	False	25,262
10	3.108	2.910	0.198	6.4%	0.076	2.5%	81%	False	False	33,987
20	3.284	2.910	0.374	12.2%	0.079	2.6%	43%	False	False	41,541
40	3.520	2.910	0.610	19.9%	0.080	2.6%	26%	False	False	37,218

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	False
3BNR	False
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	3.393
2.618	3.277
1.618	3.206
1.000	3.162
0.618	3.135
HIGH	3.091
0.618	3.064
0.500	3.056
0.382	3.047
LOW	3.020
0.618	2.976
1.000	2.949
1.618	2.905
2.618	2.834
4.250	2.718

Fisher Pivots for day following 26-Jun-2017
Pivot	1 day	3 day
R1	3.066	3.048
PP	3.061	3.024
S1	3.056	3.001

Download as Excel Spreadsheet

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

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