NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 08-Sep-2017

Day Change Summary
	Previous	Current
	07-Sep-2017	08-Sep-2017	Change	Change %	Previous Week
Open	3.008	2.972	-0.036	-1.2%	3.013
High	3.030	2.975	-0.055	-1.8%	3.059
Low	2.968	2.885	-0.083	-2.8%	2.885
Close	2.981	2.890	-0.091	-3.1%	2.890
Range	0.062	0.090	0.028	45.2%	0.174
ATR	0.078	0.079	0.001	1.7%	0.000
Volume	137,126	204,842	67,716	49.4%	666,213

Daily Pivots for day following 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.187	3.128	2.940
R3	3.097	3.038	2.915
R2	3.007	3.007	2.907
R1	2.948	2.948	2.898	2.933
PP	2.917	2.917	2.917	2.909
S1	2.858	2.858	2.882	2.843
S2	2.827	2.827	2.874
S3	2.737	2.768	2.865
S4	2.647	2.678	2.841

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.467	3.352	2.986
R3	3.293	3.178	2.938
R2	3.119	3.119	2.922
R1	3.004	3.004	2.906	2.975
PP	2.945	2.945	2.945	2.930
S1	2.830	2.830	2.874	2.801
S2	2.771	2.771	2.858
S3	2.597	2.656	2.842
S4	2.423	2.482	2.794

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.088	2.885	0.203	7.0%	0.081	2.8%	2%	False	True	181,455
10	3.088	2.880	0.208	7.2%	0.084	2.9%	5%	False	False	149,109
20	3.088	2.880	0.208	7.2%	0.075	2.6%	5%	False	False	117,287
40	3.131	2.799	0.332	11.5%	0.072	2.5%	27%	False	False	87,081
60	3.142	2.799	0.343	11.9%	0.075	2.6%	27%	False	False	70,257
80	3.459	2.799	0.660	22.8%	0.076	2.6%	14%	False	False	63,580

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	0.024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.358
2.618	3.211
1.618	3.121
1.000	3.065
0.618	3.031
HIGH	2.975
0.618	2.941
0.500	2.930
0.382	2.919
LOW	2.885
0.618	2.829
1.000	2.795
1.618	2.739
2.618	2.649
4.250	2.503

Fisher Pivots for day following 08-Sep-2017
Pivot	1 day	3 day
R1	2.930	2.958
PP	2.917	2.935
S1	2.903	2.913

Download as Excel Spreadsheet

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

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