NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 28-Jun-2017

Day Change Summary
	Previous	Current
	27-Jun-2017	28-Jun-2017	Change	Change %	Previous Week
Open	3.085	3.071	-0.014	-0.5%	3.019
High	3.103	3.132	0.029	0.9%	3.019
Low	3.060	3.071	0.011	0.4%	2.910
Close	3.088	3.115	0.027	0.9%	2.980
Range	0.043	0.061	0.018	41.9%	0.109
ATR	0.081	0.079	-0.001	-1.7%	0.000
Volume	23,042	31,436	8,394	36.4%	143,556

Daily Pivots for day following 28-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.289	3.263	3.149
R3	3.228	3.202	3.132
R2	3.167	3.167	3.126
R1	3.141	3.141	3.121	3.154
PP	3.106	3.106	3.106	3.113
S1	3.080	3.080	3.109	3.093
S2	3.045	3.045	3.104
S3	2.984	3.019	3.098
S4	2.923	2.958	3.081

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	3.132	2.910	0.222	7.1%	0.063	2.0%	92%	True	False	26,058
10	3.132	2.910	0.222	7.1%	0.070	2.2%	92%	True	False	28,980
20	3.165	2.910	0.255	8.2%	0.075	2.4%	80%	False	False	38,613
40	3.520	2.910	0.610	19.6%	0.079	2.5%	34%	False	False	37,041

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	0.014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.391
2.618	3.292
1.618	3.231
1.000	3.193
0.618	3.170
HIGH	3.132
0.618	3.109
0.500	3.102
0.382	3.094
LOW	3.071
0.618	3.033
1.000	3.010
1.618	2.972
2.618	2.911
4.250	2.812

Fisher Pivots for day following 28-Jun-2017
Pivot	1 day	3 day
R1	3.111	3.102
PP	3.106	3.089
S1	3.102	3.076

Download as Excel Spreadsheet

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

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