NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 12-Jul-2017

Day Change Summary
	Previous	Current
	11-Jul-2017	12-Jul-2017	Change	Change %	Previous Week
Open	2.949	3.054	0.105	3.6%	2.977
High	3.071	3.057	-0.014	-0.5%	3.073
Low	2.949	2.988	0.039	1.3%	2.857
Close	3.066	3.006	-0.060	-2.0%	2.886
Range	0.122	0.069	-0.053	-43.4%	0.216
ATR	0.089	0.088	-0.001	-0.8%	0.000
Volume	50,075	64,260	14,185	28.3%	148,698

Daily Pivots for day following 12-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.224	3.184	3.044
R3	3.155	3.115	3.025
R2	3.086	3.086	3.019
R1	3.046	3.046	3.012	3.032
PP	3.017	3.017	3.017	3.010
S1	2.977	2.977	3.000	2.963
S2	2.948	2.948	2.993
S3	2.879	2.908	2.987
S4	2.810	2.839	2.968

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.587	3.452	3.005
R3	3.371	3.236	2.945
R2	3.155	3.155	2.926
R1	3.020	3.020	2.906	2.980
PP	2.939	2.939	2.939	2.918
S1	2.804	2.804	2.866	2.764
S2	2.723	2.723	2.846
S3	2.507	2.588	2.827
S4	2.291	2.372	2.767

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.071	2.872	0.199	6.6%	0.079	2.6%	67%	False	False	45,542
10	3.142	2.857	0.285	9.5%	0.091	3.0%	52%	False	False	41,933
20	3.142	2.857	0.285	9.5%	0.080	2.7%	52%	False	False	36,580
40	3.464	2.857	0.607	20.2%	0.082	2.7%	25%	False	False	39,753

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.350
2.618	3.238
1.618	3.169
1.000	3.126
0.618	3.100
HIGH	3.057
0.618	3.031
0.500	3.023
0.382	3.014
LOW	2.988
0.618	2.945
1.000	2.919
1.618	2.876
2.618	2.807
4.250	2.695

Fisher Pivots for day following 12-Jul-2017
Pivot	1 day	3 day
R1	3.023	2.998
PP	3.017	2.990
S1	3.012	2.983

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

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