NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 21-Aug-2017

Day Change Summary
	Previous	Current
	18-Aug-2017	21-Aug-2017	Change	Change %	Previous Week
Open	2.951	2.929	-0.022	-0.7%	3.030
High	2.964	3.014	0.050	1.7%	3.042
Low	2.921	2.903	-0.018	-0.6%	2.886
Close	2.930	2.992	0.062	2.1%	2.930
Range	0.043	0.111	0.068	158.1%	0.156
ATR	0.070	0.073	0.003	4.2%	0.000
Volume	61,117	99,466	38,349	62.7%	359,604

Daily Pivots for day following 21-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.303	3.258	3.053
R3	3.192	3.147	3.023
R2	3.081	3.081	3.012
R1	3.036	3.036	3.002	3.059
PP	2.970	2.970	2.970	2.981
S1	2.925	2.925	2.982	2.948
S2	2.859	2.859	2.972
S3	2.748	2.814	2.961
S4	2.637	2.703	2.931

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.421	3.331	3.016
R3	3.265	3.175	2.973
R2	3.109	3.109	2.959
R1	3.019	3.019	2.944	2.986
PP	2.953	2.953	2.953	2.936
S1	2.863	2.863	2.916	2.830
S2	2.797	2.797	2.901
S3	2.641	2.707	2.887
S4	2.485	2.551	2.844

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.014	2.886	0.128	4.3%	0.067	2.3%	83%	True	False	78,788
10	3.042	2.819	0.223	7.5%	0.072	2.4%	78%	False	False	86,900
20	3.042	2.799	0.243	8.1%	0.067	2.3%	79%	False	False	69,611
40	3.142	2.799	0.343	11.5%	0.073	2.5%	56%	False	False	55,210
60	3.355	2.799	0.556	18.6%	0.075	2.5%	35%	False	False	50,858
80	3.520	2.799	0.721	24.1%	0.077	2.6%	27%	False	False	46,257

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.486
2.618	3.305
1.618	3.194
1.000	3.125
0.618	3.083
HIGH	3.014
0.618	2.972
0.500	2.959
0.382	2.945
LOW	2.903
0.618	2.834
1.000	2.792
1.618	2.723
2.618	2.612
4.250	2.431

Fisher Pivots for day following 21-Aug-2017
Pivot	1 day	3 day
R1	2.981	2.978
PP	2.970	2.964
S1	2.959	2.950

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

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