NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 29-Jun-2017

Day Change Summary
	Previous	Current
	28-Jun-2017	29-Jun-2017	Change	Change %	Previous Week
Open	3.071	3.106	0.035	1.1%	3.019
High	3.132	3.142	0.010	0.3%	3.019
Low	3.071	3.055	-0.016	-0.5%	2.910
Close	3.115	3.065	-0.050	-1.6%	2.980
Range	0.061	0.087	0.026	42.6%	0.109
ATR	0.079	0.080	0.001	0.7%	0.000
Volume	31,436	43,734	12,298	39.1%	143,556

Daily Pivots for day following 29-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.348	3.294	3.113
R3	3.261	3.207	3.089
R2	3.174	3.174	3.081
R1	3.120	3.120	3.073	3.104
PP	3.087	3.087	3.087	3.079
S1	3.033	3.033	3.057	3.017
S2	3.000	3.000	3.049
S3	2.913	2.946	3.041
S4	2.826	2.859	3.017

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	3.142	2.942	0.200	6.5%	0.062	2.0%	62%	True	False	28,724
10	3.142	2.910	0.232	7.6%	0.065	2.1%	67%	True	False	29,208
20	3.142	2.910	0.232	7.6%	0.073	2.4%	67%	True	False	37,301
40	3.520	2.910	0.610	19.9%	0.079	2.6%	25%	False	False	37,818

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.512
2.618	3.370
1.618	3.283
1.000	3.229
0.618	3.196
HIGH	3.142
0.618	3.109
0.500	3.099
0.382	3.088
LOW	3.055
0.618	3.001
1.000	2.968
1.618	2.914
2.618	2.827
4.250	2.685

Fisher Pivots for day following 29-Jun-2017
Pivot	1 day	3 day
R1	3.099	3.099
PP	3.087	3.087
S1	3.076	3.076

Download as Excel Spreadsheet

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

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