NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 02-Aug-2017

Day Change Summary
	Previous	Current
	01-Aug-2017	02-Aug-2017	Change	Change %	Previous Week
Open	2.849	2.846	-0.003	-0.1%	2.953
High	2.870	2.876	0.006	0.2%	3.025
Low	2.800	2.824	0.024	0.9%	2.903
Close	2.855	2.851	-0.004	-0.1%	2.981
Range	0.070	0.052	-0.018	-25.7%	0.122
ATR	0.082	0.080	-0.002	-2.6%	0.000
Volume	63,742	44,443	-19,299	-30.3%	207,030

Daily Pivots for day following 02-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.006	2.981	2.880
R3	2.954	2.929	2.865
R2	2.902	2.902	2.861
R1	2.877	2.877	2.856	2.890
PP	2.850	2.850	2.850	2.857
S1	2.825	2.825	2.846	2.838
S2	2.798	2.798	2.841
S3	2.746	2.773	2.837
S4	2.694	2.721	2.822

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.336	3.280	3.048
R3	3.214	3.158	3.015
R2	3.092	3.092	3.003
R1	3.036	3.036	2.992	3.064
PP	2.970	2.970	2.970	2.984
S1	2.914	2.914	2.970	2.942
S2	2.848	2.848	2.959
S3	2.726	2.792	2.947
S4	2.604	2.670	2.914

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.025	2.800	0.225	7.9%	0.074	2.6%	23%	False	False	52,677
10	3.131	2.800	0.331	11.6%	0.075	2.6%	15%	False	False	48,165
20	3.131	2.800	0.331	11.6%	0.072	2.5%	15%	False	False	45,404
40	3.142	2.800	0.342	12.0%	0.076	2.7%	15%	False	False	41,287
60	3.520	2.800	0.720	25.3%	0.079	2.8%	7%	False	False	40,697

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	3.097
2.618	3.012
1.618	2.960
1.000	2.928
0.618	2.908
HIGH	2.876
0.618	2.856
0.500	2.850
0.382	2.844
LOW	2.824
0.618	2.792
1.000	2.772
1.618	2.740
2.618	2.688
4.250	2.603

Fisher Pivots for day following 02-Aug-2017
Pivot	1 day	3 day
R1	2.851	2.867
PP	2.850	2.862
S1	2.850	2.856

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

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