NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 15-Aug-2017

Day Change Summary
	Previous	Current
	14-Aug-2017	15-Aug-2017	Change	Change %	Previous Week
Open	3.005	2.961	-0.044	-1.5%	2.772
High	3.018	2.972	-0.046	-1.5%	2.997
Low	2.925	2.919	-0.006	-0.2%	2.764
Close	2.959	2.935	-0.024	-0.8%	2.983
Range	0.093	0.053	-0.040	-43.0%	0.233
ATR	0.078	0.076	-0.002	-2.3%	0.000
Volume	130,569	103,177	-27,392	-21.0%	863,134

Daily Pivots for day following 15-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.101	3.071	2.964
R3	3.048	3.018	2.950
R2	2.995	2.995	2.945
R1	2.965	2.965	2.940	2.954
PP	2.942	2.942	2.942	2.936
S1	2.912	2.912	2.930	2.901
S2	2.889	2.889	2.925
S3	2.836	2.859	2.920
S4	2.783	2.806	2.906

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.614	3.531	3.111
R3	3.381	3.298	3.047
R2	3.148	3.148	3.026
R1	3.065	3.065	3.004	3.107
PP	2.915	2.915	2.915	2.935
S1	2.832	2.832	2.962	2.874
S2	2.682	2.682	2.940
S3	2.449	2.599	2.919
S4	2.216	2.366	2.855

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.018	2.800	0.218	7.4%	0.081	2.7%	62%	False	False	163,546
10	3.018	2.753	0.265	9.0%	0.066	2.2%	69%	False	False	143,447
20	3.101	2.753	0.348	11.9%	0.071	2.4%	52%	False	False	132,816
40	3.114	2.753	0.361	12.3%	0.075	2.6%	50%	False	False	95,592
60	3.438	2.753	0.685	23.3%	0.079	2.7%	27%	False	False	77,937
80	3.506	2.753	0.753	25.7%	0.079	2.7%	24%	False	False	64,113

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.197
2.618	3.111
1.618	3.058
1.000	3.025
0.618	3.005
HIGH	2.972
0.618	2.952
0.500	2.946
0.382	2.939
LOW	2.919
0.618	2.886
1.000	2.866
1.618	2.833
2.618	2.780
4.250	2.694

Fisher Pivots for day following 15-Aug-2017
Pivot	1 day	3 day
R1	2.946	2.969
PP	2.942	2.957
S1	2.939	2.946

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

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