NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 27-Jul-2017

Day Change Summary
	Previous	Current
	26-Jul-2017	27-Jul-2017	Change	Change %	Previous Week
Open	2.962	2.953	-0.009	-0.3%	3.004
High	2.984	3.025	0.041	1.4%	3.131
Low	2.918	2.938	0.020	0.7%	2.966
Close	2.952	3.003	0.051	1.7%	2.998
Range	0.066	0.087	0.021	31.8%	0.165
ATR	0.079	0.080	0.001	0.7%	0.000
Volume	35,162	51,027	15,865	45.1%	193,064

Daily Pivots for day following 27-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.250	3.213	3.051
R3	3.163	3.126	3.027
R2	3.076	3.076	3.019
R1	3.039	3.039	3.011	3.058
PP	2.989	2.989	2.989	2.998
S1	2.952	2.952	2.995	2.971
S2	2.902	2.902	2.987
S3	2.815	2.865	2.979
S4	2.728	2.778	2.955

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	3.064	2.903	0.161	5.4%	0.076	2.5%	62%	False	False	45,262
10	3.131	2.903	0.228	7.6%	0.070	2.3%	44%	False	False	41,350
20	3.142	2.857	0.285	9.5%	0.081	2.7%	51%	False	False	42,795
40	3.165	2.857	0.308	10.3%	0.078	2.6%	47%	False	False	40,704
60	3.520	2.857	0.663	22.1%	0.079	2.6%	22%	False	False	38,959

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.395
2.618	3.253
1.618	3.166
1.000	3.112
0.618	3.079
HIGH	3.025
0.618	2.992
0.500	2.982
0.382	2.971
LOW	2.938
0.618	2.884
1.000	2.851
1.618	2.797
2.618	2.710
4.250	2.568

Fisher Pivots for day following 27-Jul-2017
Pivot	1 day	3 day
R1	2.996	2.992
PP	2.989	2.981
S1	2.982	2.970

Download as Excel Spreadsheet

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

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