NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 05-Sep-2017

Day Change Summary
	Previous	Current
	01-Sep-2017	05-Sep-2017	Change	Change %	Previous Week
Open	3.027	3.013	-0.014	-0.5%	2.950
High	3.088	3.059	-0.029	-0.9%	3.088
Low	2.998	2.965	-0.033	-1.1%	2.880
Close	3.070	2.972	-0.098	-3.2%	3.070
Range	0.090	0.094	0.004	4.4%	0.208
ATR	0.078	0.080	0.002	2.5%	0.000
Volume	241,062	179,193	-61,869	-25.7%	716,570

Daily Pivots for day following 05-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.281	3.220	3.024
R3	3.187	3.126	2.998
R2	3.093	3.093	2.989
R1	3.032	3.032	2.981	3.016
PP	2.999	2.999	2.999	2.990
S1	2.938	2.938	2.963	2.922
S2	2.905	2.905	2.955
S3	2.811	2.844	2.946
S4	2.717	2.750	2.920

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	2.908	0.180	6.1%	0.086	2.9%	36%	False	False	145,987
10	3.088	2.880	0.208	7.0%	0.082	2.8%	44%	False	False	130,885
20	3.088	2.819	0.269	9.1%	0.077	2.6%	57%	False	False	108,893
40	3.131	2.799	0.332	11.2%	0.073	2.5%	52%	False	False	79,127
60	3.142	2.799	0.343	11.5%	0.075	2.5%	50%	False	False	64,647
80	3.520	2.799	0.721	24.3%	0.076	2.6%	24%	False	False	58,743

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	0.027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.459
2.618	3.305
1.618	3.211
1.000	3.153
0.618	3.117
HIGH	3.059
0.618	3.023
0.500	3.012
0.382	3.001
LOW	2.965
0.618	2.907
1.000	2.871
1.618	2.813
2.618	2.719
4.250	2.566

Fisher Pivots for day following 05-Sep-2017
Pivot	1 day	3 day
R1	3.012	2.998
PP	2.999	2.989
S1	2.985	2.981

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

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