NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 07-Sep-2017

Day Change Summary
	Previous	Current
	06-Sep-2017	07-Sep-2017	Change	Change %	Previous Week
Open	2.970	3.008	0.038	1.3%	2.950
High	3.031	3.030	-0.001	0.0%	3.088
Low	2.960	2.968	0.008	0.3%	2.880
Close	3.000	2.981	-0.019	-0.6%	3.070
Range	0.071	0.062	-0.009	-12.7%	0.208
ATR	0.079	0.078	-0.001	-1.5%	0.000
Volume	145,052	137,126	-7,926	-5.5%	716,570

Daily Pivots for day following 07-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.179	3.142	3.015
R3	3.117	3.080	2.998
R2	3.055	3.055	2.992
R1	3.018	3.018	2.987	3.006
PP	2.993	2.993	2.993	2.987
S1	2.956	2.956	2.975	2.944
S2	2.931	2.931	2.970
S3	2.869	2.894	2.964
S4	2.807	2.832	2.947

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	6.0%	0.091	3.0%	41%	False	False	159,787
10	3.088	2.880	0.208	7.0%	0.081	2.7%	49%	False	False	139,754
20	3.088	2.880	0.208	7.0%	0.076	2.6%	49%	False	False	113,926
40	3.131	2.799	0.332	11.1%	0.072	2.4%	55%	False	False	83,323
60	3.142	2.799	0.343	11.5%	0.074	2.5%	53%	False	False	67,742
80	3.464	2.799	0.665	22.3%	0.077	2.6%	27%	False	False	61,538

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.294
2.618	3.192
1.618	3.130
1.000	3.092
0.618	3.068
HIGH	3.030
0.618	3.006
0.500	2.999
0.382	2.992
LOW	2.968
0.618	2.930
1.000	2.906
1.618	2.868
2.618	2.806
4.250	2.705

Fisher Pivots for day following 07-Sep-2017
Pivot	1 day	3 day
R1	2.999	3.010
PP	2.993	3.000
S1	2.987	2.991

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

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