NYMEX Natural Gas Future November 2017

Trading Metrics calculated at close of trading on 12-Sep-2017

Day Change Summary
	Previous	Current
	11-Sep-2017	12-Sep-2017	Change	Change %	Previous Week
Open	2.984	3.021	0.037	1.2%	3.093
High	3.022	3.110	0.088	2.9%	3.129
Low	2.972	3.002	0.030	1.0%	2.957
Close	3.019	3.067	0.048	1.6%	2.965
Range	0.050	0.108	0.058	116.0%	0.172
ATR	0.073	0.075	0.003	3.4%	0.000
Volume	93,737	117,962	24,225	25.8%	252,607

Daily Pivots for day following 12-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.384	3.333	3.126
R3	3.276	3.225	3.097
R2	3.168	3.168	3.087
R1	3.117	3.117	3.077	3.143
PP	3.060	3.060	3.060	3.072
S1	3.009	3.009	3.057	3.035
S2	2.952	2.952	3.047
S3	2.844	2.901	3.037
S4	2.736	2.793	3.008

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.533	3.421	3.060
R3	3.361	3.249	3.012
R2	3.189	3.189	2.997
R1	3.077	3.077	2.981	3.047
PP	3.017	3.017	3.017	3.002
S1	2.905	2.905	2.949	2.875
S2	2.845	2.845	2.933
S3	2.673	2.733	2.918
S4	2.501	2.561	2.870

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.110	2.957	0.153	5.0%	0.073	2.4%	72%	True	False	81,453
10	3.152	2.957	0.195	6.4%	0.078	2.5%	56%	False	False	61,340
20	3.152	2.954	0.198	6.5%	0.072	2.4%	57%	False	False	45,477
40	3.198	2.886	0.312	10.2%	0.068	2.2%	58%	False	False	37,803
60	3.200	2.886	0.314	10.2%	0.070	2.3%	58%	False	False	31,869

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.569
2.618	3.393
1.618	3.285
1.000	3.218
0.618	3.177
HIGH	3.110
0.618	3.069
0.500	3.056
0.382	3.043
LOW	3.002
0.618	2.935
1.000	2.894
1.618	2.827
2.618	2.719
4.250	2.543

Fisher Pivots for day following 12-Sep-2017
Pivot	1 day	3 day
R1	3.063	3.056
PP	3.060	3.045
S1	3.056	3.034

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

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