NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 07-Aug-2017

Day Change Summary
	Previous	Current
	04-Aug-2017	07-Aug-2017	Change	Change %	Previous Week
Open	2.833	2.805	-0.028	-1.0%	2.929
High	2.840	2.849	0.009	0.3%	2.934
Low	2.799	2.805	0.006	0.2%	2.799
Close	2.817	2.840	0.023	0.8%	2.817
Range	0.041	0.044	0.003	7.3%	0.135
ATR	0.076	0.074	-0.002	-3.0%	0.000
Volume	43,835	93,048	49,213	112.3%	279,777

Daily Pivots for day following 07-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	2.963	2.946	2.864
R3	2.919	2.902	2.852
R2	2.875	2.875	2.848
R1	2.858	2.858	2.844	2.867
PP	2.831	2.831	2.831	2.836
S1	2.814	2.814	2.836	2.823
S2	2.787	2.787	2.832
S3	2.743	2.770	2.828
S4	2.699	2.726	2.816

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.255	3.171	2.891
R3	3.120	3.036	2.854
R2	2.985	2.985	2.842
R1	2.901	2.901	2.829	2.876
PP	2.850	2.850	2.850	2.837
S1	2.766	2.766	2.805	2.741
S2	2.715	2.715	2.792
S3	2.580	2.631	2.780
S4	2.445	2.496	2.743

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.888	2.799	0.089	3.1%	0.052	1.8%	46%	False	False	60,137
10	3.025	2.799	0.226	8.0%	0.063	2.2%	18%	False	False	52,323
20	3.131	2.799	0.332	11.7%	0.069	2.4%	12%	False	False	49,360
40	3.142	2.799	0.343	12.1%	0.075	2.6%	12%	False	False	42,524
60	3.520	2.799	0.721	25.4%	0.076	2.7%	6%	False	False	42,026

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.036
2.618	2.964
1.618	2.920
1.000	2.893
0.618	2.876
HIGH	2.849
0.618	2.832
0.500	2.827
0.382	2.822
LOW	2.805
0.618	2.778
1.000	2.761
1.618	2.734
2.618	2.690
4.250	2.618

Fisher Pivots for day following 07-Aug-2017
Pivot	1 day	3 day
R1	2.836	2.844
PP	2.831	2.842
S1	2.827	2.841

Download as Excel Spreadsheet

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

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