NYMEX Natural Gas Future September 2018

Trading Metrics calculated at close of trading on 02-Jul-2018

Day Change Summary
	Previous	Current
	29-Jun-2018	02-Jul-2018	Change	Change %	Previous Week
Open	2.931	2.895	-0.036	-1.2%	2.898
High	2.931	2.896	-0.035	-1.2%	2.992
Low	2.889	2.834	-0.055	-1.9%	2.872
Close	2.901	2.844	-0.057	-2.0%	2.901
Range	0.042	0.062	0.020	47.6%	0.120
ATR	0.058	0.059	0.001	1.1%	0.000
Volume	40,582	56,357	15,775	38.9%	170,068

Daily Pivots for day following 02-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	3.044	3.006	2.878
R3	2.982	2.944	2.861
R2	2.920	2.920	2.855
R1	2.882	2.882	2.850	2.870
PP	2.858	2.858	2.858	2.852
S1	2.820	2.820	2.838	2.808
S2	2.796	2.796	2.833
S3	2.734	2.758	2.827
S4	2.672	2.696	2.810

Weekly Pivots for week ending 29-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	3.282	3.211	2.967
R3	3.162	3.091	2.934
R2	3.042	3.042	2.923
R1	2.971	2.971	2.912	3.007
PP	2.922	2.922	2.922	2.939
S1	2.851	2.851	2.890	2.887
S2	2.802	2.802	2.879
S3	2.682	2.731	2.868
S4	2.562	2.611	2.835

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.992	2.834	0.158	5.6%	0.056	2.0%	6%	False	True	40,723
10	2.992	2.834	0.158	5.6%	0.054	1.9%	6%	False	True	34,905
20	3.018	2.834	0.184	6.5%	0.057	2.0%	5%	False	True	44,708
40	3.018	2.711	0.307	10.8%	0.055	1.9%	43%	False	False	35,630
60	3.018	2.711	0.307	10.8%	0.054	1.9%	43%	False	False	30,307

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.160
2.618	3.058
1.618	2.996
1.000	2.958
0.618	2.934
HIGH	2.896
0.618	2.872
0.500	2.865
0.382	2.858
LOW	2.834
0.618	2.796
1.000	2.772
1.618	2.734
2.618	2.672
4.250	2.571

Fisher Pivots for day following 02-Jul-2018
Pivot	1 day	3 day
R1	2.865	2.913
PP	2.858	2.890
S1	2.851	2.867

Download as Excel Spreadsheet

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

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