NYMEX Natural Gas Future September 2017

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

Day Change Summary
	Previous	Current
	22-Aug-2017	23-Aug-2017	Change	Change %	Previous Week
Open	2.963	2.935	-0.028	-0.9%	3.005
High	3.006	2.957	-0.049	-1.6%	3.018
Low	2.927	2.900	-0.027	-0.9%	2.856
Close	2.939	2.928	-0.011	-0.4%	2.893
Range	0.079	0.057	-0.022	-27.8%	0.162
ATR	0.076	0.074	-0.001	-1.8%	0.000
Volume	151,718	104,361	-47,357	-31.2%	611,255

Daily Pivots for day following 23-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.099	3.071	2.959
R3	3.042	3.014	2.944
R2	2.985	2.985	2.938
R1	2.957	2.957	2.933	2.943
PP	2.928	2.928	2.928	2.921
S1	2.900	2.900	2.923	2.886
S2	2.871	2.871	2.918
S3	2.814	2.843	2.912
S4	2.757	2.786	2.897

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.408	3.313	2.982
R3	3.246	3.151	2.938
R2	3.084	3.084	2.923
R1	2.989	2.989	2.908	2.956
PP	2.922	2.922	2.922	2.906
S1	2.827	2.827	2.878	2.794
S2	2.760	2.760	2.863
S3	2.598	2.665	2.848
S4	2.436	2.503	2.804

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.006	2.856	0.150	5.1%	0.075	2.6%	48%	False	False	133,810
10	3.018	2.856	0.162	5.5%	0.073	2.5%	44%	False	False	143,815
20	3.018	2.753	0.265	9.1%	0.071	2.4%	66%	False	False	141,287
40	3.114	2.753	0.361	12.3%	0.077	2.6%	48%	False	False	111,119
60	3.187	2.753	0.434	14.8%	0.077	2.6%	40%	False	False	88,773
80	3.506	2.753	0.753	25.7%	0.079	2.7%	23%	False	False	72,896
100	3.506	2.753	0.753	25.7%	0.079	2.7%	23%	False	False	62,434

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	0.019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.199
2.618	3.106
1.618	3.049
1.000	3.014
0.618	2.992
HIGH	2.957
0.618	2.935
0.500	2.929
0.382	2.922
LOW	2.900
0.618	2.865
1.000	2.843
1.618	2.808
2.618	2.751
4.250	2.658

Fisher Pivots for day following 23-Aug-2017
Pivot	1 day	3 day
R1	2.929	2.937
PP	2.928	2.934
S1	2.928	2.931

Download as Excel Spreadsheet

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

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