NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 24-Jul-2017

Day Change Summary
	Previous	Current
	21-Jul-2017	24-Jul-2017	Change	Change %	Previous Week
Open	3.052	2.953	-0.099	-3.2%	3.004
High	3.064	2.978	-0.086	-2.8%	3.131
Low	2.966	2.903	-0.063	-2.1%	2.966
Close	2.998	2.917	-0.081	-2.7%	2.998
Range	0.098	0.075	-0.023	-23.5%	0.165
ATR	0.081	0.082	0.001	1.2%	0.000
Volume	51,321	56,624	5,303	10.3%	193,064

Daily Pivots for day following 24-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.158	3.112	2.958
R3	3.083	3.037	2.938
R2	3.008	3.008	2.931
R1	2.962	2.962	2.924	2.948
PP	2.933	2.933	2.933	2.925
S1	2.887	2.887	2.910	2.873
S2	2.858	2.858	2.903
S3	2.783	2.812	2.896
S4	2.708	2.737	2.876

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.527	3.427	3.089
R3	3.362	3.262	3.043
R2	3.197	3.197	3.028
R1	3.097	3.097	3.013	3.065
PP	3.032	3.032	3.032	3.015
S1	2.932	2.932	2.983	2.900
S2	2.867	2.867	2.968
S3	2.702	2.767	2.953
S4	2.537	2.602	2.907

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.131	2.903	0.228	7.8%	0.072	2.5%	6%	False	True	43,173
10	3.131	2.903	0.228	7.8%	0.075	2.6%	6%	False	True	46,398
20	3.142	2.857	0.285	9.8%	0.079	2.7%	21%	False	False	40,808
40	3.355	2.857	0.498	17.1%	0.079	2.7%	12%	False	False	41,482
60	3.520	2.857	0.663	22.7%	0.080	2.7%	9%	False	False	38,473

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	0.015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.297
2.618	3.174
1.618	3.099
1.000	3.053
0.618	3.024
HIGH	2.978
0.618	2.949
0.500	2.941
0.382	2.932
LOW	2.903
0.618	2.857
1.000	2.828
1.618	2.782
2.618	2.707
4.250	2.584

Fisher Pivots for day following 24-Jul-2017
Pivot	1 day	3 day
R1	2.941	3.017
PP	2.933	2.984
S1	2.925	2.950

Download as Excel Spreadsheet

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

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