NYMEX Natural Gas Future November 2017

Trading Metrics calculated at close of trading on 21-Jul-2017

Day Change Summary
	Previous	Current
	20-Jul-2017	21-Jul-2017	Change	Change %	Previous Week
Open	3.160	3.122	-0.038	-1.2%	3.085
High	3.198	3.130	-0.068	-2.1%	3.198
Low	3.110	3.042	-0.068	-2.2%	3.042
Close	3.134	3.071	-0.063	-2.0%	3.071
Range	0.088	0.088	0.000	0.0%	0.156
ATR	0.076	0.077	0.001	1.5%	0.000
Volume	20,778	24,108	3,330	16.0%	96,530

Daily Pivots for day following 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.345	3.296	3.119
R3	3.257	3.208	3.095
R2	3.169	3.169	3.087
R1	3.120	3.120	3.079	3.101
PP	3.081	3.081	3.081	3.071
S1	3.032	3.032	3.063	3.013
S2	2.993	2.993	3.055
S3	2.905	2.944	3.047
S4	2.817	2.856	3.023

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.572	3.477	3.157
R3	3.416	3.321	3.114
R2	3.260	3.260	3.100
R1	3.165	3.165	3.085	3.135
PP	3.104	3.104	3.104	3.088
S1	3.009	3.009	3.057	2.979
S2	2.948	2.948	3.042
S3	2.792	2.853	3.028
S4	2.636	2.697	2.985

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.198	3.042	0.156	5.1%	0.065	2.1%	19%	False	True	19,306
10	3.198	2.956	0.242	7.9%	0.071	2.3%	48%	False	False	25,295
20	3.200	2.923	0.277	9.0%	0.074	2.4%	53%	False	False	20,648

Crabel Price Patterns
NR	False
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	0.014

Fibonacci Retracements and Extensions
4.250	3.504
2.618	3.360
1.618	3.272
1.000	3.218
0.618	3.184
HIGH	3.130
0.618	3.096
0.500	3.086
0.382	3.076
LOW	3.042
0.618	2.988
1.000	2.954
1.618	2.900
2.618	2.812
4.250	2.668

Fisher Pivots for day following 21-Jul-2017
Pivot	1 day	3 day
R1	3.086	3.120
PP	3.081	3.104
S1	3.076	3.087

Download as Excel Spreadsheet

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

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