NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 16-Aug-2017

Day Change Summary
	Previous	Current
	15-Aug-2017	16-Aug-2017	Change	Change %	Previous Week
Open	2.987	2.950	-0.037	-1.2%	2.805
High	3.000	2.962	-0.038	-1.3%	3.027
Low	2.950	2.915	-0.035	-1.2%	2.805
Close	2.965	2.925	-0.040	-1.3%	3.009
Range	0.050	0.047	-0.003	-6.0%	0.222
ATR	0.073	0.071	-0.002	-2.2%	0.000
Volume	60,240	83,313	23,073	38.3%	502,984

Daily Pivots for day following 16-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.075	3.047	2.951
R3	3.028	3.000	2.938
R2	2.981	2.981	2.934
R1	2.953	2.953	2.929	2.944
PP	2.934	2.934	2.934	2.929
S1	2.906	2.906	2.921	2.897
S2	2.887	2.887	2.916
S3	2.840	2.859	2.912
S4	2.793	2.812	2.899

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	2.911	0.131	4.5%	0.066	2.3%	11%	False	False	87,421
10	3.042	2.799	0.243	8.3%	0.062	2.1%	52%	False	False	81,112
20	3.131	2.799	0.332	11.4%	0.069	2.3%	38%	False	False	64,638
40	3.142	2.799	0.343	11.7%	0.072	2.5%	37%	False	False	50,881
60	3.459	2.799	0.660	22.6%	0.076	2.6%	19%	False	False	48,403
80	3.520	2.799	0.721	24.6%	0.076	2.6%	17%	False	False	44,115

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	0.009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.162
2.618	3.085
1.618	3.038
1.000	3.009
0.618	2.991
HIGH	2.962
0.618	2.944
0.500	2.939
0.382	2.933
LOW	2.915
0.618	2.886
1.000	2.868
1.618	2.839
2.618	2.792
4.250	2.715

Fisher Pivots for day following 16-Aug-2017
Pivot	1 day	3 day
R1	2.939	2.979
PP	2.934	2.961
S1	2.930	2.943

Download as Excel Spreadsheet

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

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