NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 25-Aug-2017

Day Change Summary
	Previous	Current
	24-Aug-2017	25-Aug-2017	Change	Change %	Previous Week
Open	2.956	2.974	0.018	0.6%	2.929
High	3.015	2.982	-0.033	-1.1%	3.035
Low	2.950	2.914	-0.036	-1.2%	2.903
Close	2.982	2.924	-0.058	-1.9%	2.924
Range	0.065	0.068	0.003	4.6%	0.132
ATR	0.072	0.072	0.000	-0.4%	0.000
Volume	111,290	108,309	-2,981	-2.7%	512,559

Daily Pivots for day following 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.144	3.102	2.961
R3	3.076	3.034	2.943
R2	3.008	3.008	2.936
R1	2.966	2.966	2.930	2.953
PP	2.940	2.940	2.940	2.934
S1	2.898	2.898	2.918	2.885
S2	2.872	2.872	2.912
S3	2.804	2.830	2.905
S4	2.736	2.762	2.887

Weekly Pivots for week ending 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.350	3.269	2.997
R3	3.218	3.137	2.960
R2	3.086	3.086	2.948
R1	3.005	3.005	2.936	2.980
PP	2.954	2.954	2.954	2.941
S1	2.873	2.873	2.912	2.848
S2	2.822	2.822	2.900
S3	2.690	2.741	2.888
S4	2.558	2.609	2.851

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.035	2.903	0.132	4.5%	0.076	2.6%	16%	False	False	102,511
10	3.042	2.886	0.156	5.3%	0.070	2.4%	24%	False	False	87,216
20	3.042	2.799	0.243	8.3%	0.068	2.3%	51%	False	False	82,746
40	3.131	2.799	0.332	11.4%	0.074	2.5%	38%	False	False	62,478
60	3.142	2.799	0.343	11.7%	0.073	2.5%	36%	False	False	54,086
80	3.520	2.799	0.721	24.7%	0.076	2.6%	17%	False	False	50,148

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.271
2.618	3.160
1.618	3.092
1.000	3.050
0.618	3.024
HIGH	2.982
0.618	2.956
0.500	2.948
0.382	2.940
LOW	2.914
0.618	2.872
1.000	2.846
1.618	2.804
2.618	2.736
4.250	2.625

Fisher Pivots for day following 25-Aug-2017
Pivot	1 day	3 day
R1	2.948	2.965
PP	2.940	2.951
S1	2.932	2.938

Download as Excel Spreadsheet

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

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