NYMEX Natural Gas Future December 2017

Trading Metrics calculated at close of trading on 23-Oct-2017

Day Change Summary
	Previous	Current
	20-Oct-2017	23-Oct-2017	Change	Change %	Previous Week
Open	3.091	3.180	0.089	2.9%	3.122
High	3.128	3.198	0.070	2.2%	3.182
Low	3.065	3.127	0.062	2.0%	3.012
Close	3.113	3.156	0.043	1.4%	3.113
Range	0.063	0.071	0.008	12.7%	0.170
ATR	0.073	0.074	0.001	1.1%	0.000
Volume	145,050	146,583	1,533	1.1%	653,943

Daily Pivots for day following 23-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.373	3.336	3.195
R3	3.302	3.265	3.176
R2	3.231	3.231	3.169
R1	3.194	3.194	3.163	3.177
PP	3.160	3.160	3.160	3.152
S1	3.123	3.123	3.149	3.106
S2	3.089	3.089	3.143
S3	3.018	3.052	3.136
S4	2.947	2.981	3.117

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.612	3.533	3.207
R3	3.442	3.363	3.160
R2	3.272	3.272	3.144
R1	3.193	3.193	3.129	3.148
PP	3.102	3.102	3.102	3.080
S1	3.023	3.023	3.097	2.978
S2	2.932	2.932	3.082
S3	2.762	2.853	3.066
S4	2.592	2.683	3.020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.198	3.012	0.186	5.9%	0.075	2.4%	77%	True	False	141,194
10	3.198	3.012	0.186	5.9%	0.072	2.3%	77%	True	False	130,929
20	3.242	3.012	0.230	7.3%	0.071	2.2%	63%	False	False	97,018
40	3.353	3.012	0.341	10.8%	0.071	2.3%	42%	False	False	63,683
60	3.353	3.012	0.341	10.8%	0.067	2.1%	42%	False	False	49,497
80	3.353	3.012	0.341	10.8%	0.068	2.2%	42%	False	False	40,456

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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.500
2.618	3.384
1.618	3.313
1.000	3.269
0.618	3.242
HIGH	3.198
0.618	3.171
0.500	3.163
0.382	3.154
LOW	3.127
0.618	3.083
1.000	3.056
1.618	3.012
2.618	2.941
4.250	2.825

Fisher Pivots for day following 23-Oct-2017
Pivot	1 day	3 day
R1	3.163	3.139
PP	3.160	3.122
S1	3.158	3.105

Download as Excel Spreadsheet

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

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