NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 11-Aug-2017

Day Change Summary
	Previous	Current
	10-Aug-2017	11-Aug-2017	Change	Change %	Previous Week
Open	2.916	3.009	0.093	3.2%	2.805
High	3.027	3.021	-0.006	-0.2%	3.027
Low	2.911	2.992	0.081	2.8%	2.805
Close	3.017	3.009	-0.008	-0.3%	3.009
Range	0.116	0.029	-0.087	-75.0%	0.222
ATR	0.077	0.073	-0.003	-4.4%	0.000
Volume	137,616	90,807	-46,809	-34.0%	502,984

Daily Pivots for day following 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.094	3.081	3.025
R3	3.065	3.052	3.017
R2	3.036	3.036	3.014
R1	3.023	3.023	3.012	3.024
PP	3.007	3.007	3.007	3.008
S1	2.994	2.994	3.006	2.995
S2	2.978	2.978	3.004
S3	2.949	2.965	3.001
S4	2.920	2.936	2.993

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.613	3.533	3.131
R3	3.391	3.311	3.070
R2	3.169	3.169	3.050
R1	3.089	3.089	3.029	3.129
PP	2.947	2.947	2.947	2.967
S1	2.867	2.867	2.989	2.907
S2	2.725	2.725	2.968
S3	2.503	2.645	2.948
S4	2.281	2.423	2.887

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.027	2.805	0.222	7.4%	0.067	2.2%	92%	False	False	100,596
10	3.027	2.799	0.228	7.6%	0.066	2.2%	92%	False	False	78,276
20	3.131	2.799	0.332	11.0%	0.067	2.2%	63%	False	False	59,142
40	3.142	2.799	0.343	11.4%	0.072	2.4%	61%	False	False	47,976
60	3.459	2.799	0.660	21.9%	0.076	2.5%	32%	False	False	46,287

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Narrowest range in 79 trading days

Fibonacci Retracements and Extensions
4.250	3.144
2.618	3.097
1.618	3.068
1.000	3.050
0.618	3.039
HIGH	3.021
0.618	3.010
0.500	3.007
0.382	3.003
LOW	2.992
0.618	2.974
1.000	2.963
1.618	2.945
2.618	2.916
4.250	2.869

Fisher Pivots for day following 11-Aug-2017
Pivot	1 day	3 day
R1	3.008	2.983
PP	3.007	2.957
S1	3.007	2.931

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

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