NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 11-Sep-2017

Day Change Summary
	Previous	Current
	08-Sep-2017	11-Sep-2017	Change	Change %	Previous Week
Open	2.972	2.910	-0.062	-2.1%	3.013
High	2.975	2.953	-0.022	-0.7%	3.059
Low	2.885	2.899	0.014	0.5%	2.885
Close	2.890	2.950	0.060	2.1%	2.890
Range	0.090	0.054	-0.036	-40.0%	0.174
ATR	0.079	0.078	-0.001	-1.5%	0.000
Volume	204,842	164,090	-40,752	-19.9%	666,213

Daily Pivots for day following 11-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.096	3.077	2.980
R3	3.042	3.023	2.965
R2	2.988	2.988	2.960
R1	2.969	2.969	2.955	2.979
PP	2.934	2.934	2.934	2.939
S1	2.915	2.915	2.945	2.925
S2	2.880	2.880	2.940
S3	2.826	2.861	2.935
S4	2.772	2.807	2.920

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	3.059	2.885	0.174	5.9%	0.074	2.5%	37%	False	False	166,060
10	3.088	2.880	0.208	7.1%	0.082	2.8%	34%	False	False	154,687
20	3.088	2.880	0.208	7.1%	0.076	2.6%	34%	False	False	120,951
40	3.131	2.799	0.332	11.3%	0.072	2.4%	45%	False	False	90,047
60	3.142	2.799	0.343	11.6%	0.074	2.5%	44%	False	False	72,301
80	3.459	2.799	0.660	22.4%	0.076	2.6%	23%	False	False	64,953

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	3.183
2.618	3.094
1.618	3.040
1.000	3.007
0.618	2.986
HIGH	2.953
0.618	2.932
0.500	2.926
0.382	2.920
LOW	2.899
0.618	2.866
1.000	2.845
1.618	2.812
2.618	2.758
4.250	2.670

Fisher Pivots for day following 11-Sep-2017
Pivot	1 day	3 day
R1	2.942	2.958
PP	2.934	2.955
S1	2.926	2.953

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

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