NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 01-Sep-2017

Day Change Summary
	Previous	Current
	31-Aug-2017	01-Sep-2017	Change	Change %	Previous Week
Open	2.945	3.027	0.082	2.8%	2.950
High	3.045	3.088	0.043	1.4%	3.088
Low	2.908	2.998	0.090	3.1%	2.880
Close	3.040	3.070	0.030	1.0%	3.070
Range	0.137	0.090	-0.047	-34.3%	0.208
ATR	0.077	0.078	0.001	1.2%	0.000
Volume	96,502	241,062	144,560	149.8%	716,570

Daily Pivots for day following 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.322	3.286	3.120
R3	3.232	3.196	3.095
R2	3.142	3.142	3.087
R1	3.106	3.106	3.078	3.124
PP	3.052	3.052	3.052	3.061
S1	3.016	3.016	3.062	3.034
S2	2.962	2.962	3.054
S3	2.872	2.926	3.045
S4	2.782	2.836	3.021

Weekly Pivots for week ending 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.637	3.561	3.184
R3	3.429	3.353	3.127
R2	3.221	3.221	3.108
R1	3.145	3.145	3.089	3.183
PP	3.013	3.013	3.013	3.032
S1	2.937	2.937	3.051	2.975
S2	2.805	2.805	3.032
S3	2.597	2.729	3.013
S4	2.389	2.521	2.956

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.088	2.880	0.208	6.8%	0.091	3.0%	91%	True	False	143,314
10	3.088	2.880	0.208	6.8%	0.084	2.7%	91%	True	False	122,912
20	3.088	2.805	0.283	9.2%	0.074	2.4%	94%	True	False	104,585
40	3.131	2.799	0.332	10.8%	0.072	2.4%	82%	False	False	75,811
60	3.142	2.799	0.343	11.2%	0.074	2.4%	79%	False	False	62,409
80	3.520	2.799	0.721	23.5%	0.076	2.5%	38%	False	False	57,026

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	0.025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.471
2.618	3.324
1.618	3.234
1.000	3.178
0.618	3.144
HIGH	3.088
0.618	3.054
0.500	3.043
0.382	3.032
LOW	2.998
0.618	2.942
1.000	2.908
1.618	2.852
2.618	2.762
4.250	2.616

Fisher Pivots for day following 01-Sep-2017
Pivot	1 day	3 day
R1	3.061	3.046
PP	3.052	3.022
S1	3.043	2.998

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

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