NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 14-Aug-2017

Day Change Summary
	Previous	Current
	11-Aug-2017	14-Aug-2017	Change	Change %	Previous Week
Open	3.009	3.030	0.021	0.7%	2.805
High	3.021	3.042	0.021	0.7%	3.027
Low	2.992	2.952	-0.040	-1.3%	2.805
Close	3.009	2.989	-0.020	-0.7%	3.009
Range	0.029	0.090	0.061	210.3%	0.222
ATR	0.073	0.074	0.001	1.6%	0.000
Volume	90,807	65,129	-25,678	-28.3%	502,984

Daily Pivots for day following 14-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.264	3.217	3.039
R3	3.174	3.127	3.014
R2	3.084	3.084	3.006
R1	3.037	3.037	2.997	3.016
PP	2.994	2.994	2.994	2.984
S1	2.947	2.947	2.981	2.926
S2	2.904	2.904	2.973
S3	2.814	2.857	2.964
S4	2.724	2.767	2.940

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	3.042	2.819	0.223	7.5%	0.076	2.5%	76%	True	False	95,013
10	3.042	2.799	0.243	8.1%	0.064	2.1%	78%	True	False	77,575
20	3.131	2.799	0.332	11.1%	0.069	2.3%	57%	False	False	60,708
40	3.142	2.799	0.343	11.5%	0.073	2.4%	55%	False	False	48,950
60	3.459	2.799	0.660	22.1%	0.076	2.5%	29%	False	False	46,904

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.425
2.618	3.278
1.618	3.188
1.000	3.132
0.618	3.098
HIGH	3.042
0.618	3.008
0.500	2.997
0.382	2.986
LOW	2.952
0.618	2.896
1.000	2.862
1.618	2.806
2.618	2.716
4.250	2.570

Fisher Pivots for day following 14-Aug-2017
Pivot	1 day	3 day
R1	2.997	2.985
PP	2.994	2.981
S1	2.992	2.977

Download as Excel Spreadsheet

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

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