NYMEX Natural Gas Future September 2018

Trading Metrics calculated at close of trading on 05-Jul-2018

Day Change Summary
	Previous	Current
	03-Jul-2018	05-Jul-2018	Change	Change %	Previous Week
Open	2.841	2.835	-0.006	-0.2%	2.898
High	2.878	2.868	-0.010	-0.3%	2.992
Low	2.830	2.799	-0.031	-1.1%	2.872
Close	2.846	2.812	-0.034	-1.2%	2.901
Range	0.048	0.069	0.021	43.8%	0.120
ATR	0.058	0.059	0.001	1.3%	0.000
Volume	53,808	44,875	-8,933	-16.6%	170,068

Daily Pivots for day following 05-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	3.033	2.992	2.850
R3	2.964	2.923	2.831
R2	2.895	2.895	2.825
R1	2.854	2.854	2.818	2.840
PP	2.826	2.826	2.826	2.820
S1	2.785	2.785	2.806	2.771
S2	2.757	2.757	2.799
S3	2.688	2.716	2.793
S4	2.619	2.647	2.774

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	2.799	0.193	6.9%	0.061	2.2%	7%	False	True	47,740
10	2.992	2.799	0.193	6.9%	0.055	2.0%	7%	False	True	37,682
20	3.018	2.799	0.219	7.8%	0.058	2.1%	6%	False	True	47,088
40	3.018	2.729	0.289	10.3%	0.055	1.9%	29%	False	False	36,629
60	3.018	2.711	0.307	10.9%	0.054	1.9%	33%	False	False	31,018

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	0.015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.161
2.618	3.049
1.618	2.980
1.000	2.937
0.618	2.911
HIGH	2.868
0.618	2.842
0.500	2.834
0.382	2.825
LOW	2.799
0.618	2.756
1.000	2.730
1.618	2.687
2.618	2.618
4.250	2.506

Fisher Pivots for day following 05-Jul-2018
Pivot	1 day	3 day
R1	2.834	2.848
PP	2.826	2.836
S1	2.819	2.824

Download as Excel Spreadsheet

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

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