NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 21-Sep-2017

Day Change Summary
	Previous	Current
	20-Sep-2017	21-Sep-2017	Change	Change %	Previous Week
Open	3.118	3.081	-0.037	-1.2%	2.910
High	3.148	3.091	-0.057	-1.8%	3.106
Low	3.077	2.942	-0.135	-4.4%	2.899
Close	3.094	2.946	-0.148	-4.8%	3.024
Range	0.071	0.149	0.078	109.9%	0.207
ATR	0.080	0.085	0.005	6.4%	0.000
Volume	172,959	271,675	98,716	57.1%	952,466

Daily Pivots for day following 21-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.440	3.342	3.028
R3	3.291	3.193	2.987
R2	3.142	3.142	2.973
R1	3.044	3.044	2.960	3.019
PP	2.993	2.993	2.993	2.980
S1	2.895	2.895	2.932	2.870
S2	2.844	2.844	2.919
S3	2.695	2.746	2.905
S4	2.546	2.597	2.864

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.631	3.534	3.138
R3	3.424	3.327	3.081
R2	3.217	3.217	3.062
R1	3.120	3.120	3.043	3.169
PP	3.010	3.010	3.010	3.034
S1	2.913	2.913	3.005	2.962
S2	2.803	2.803	2.986
S3	2.596	2.706	2.967
S4	2.389	2.499	2.910

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.166	2.942	0.224	7.6%	0.090	3.1%	2%	False	True	191,049
10	3.166	2.885	0.281	9.5%	0.085	2.9%	22%	False	False	196,843
20	3.166	2.880	0.286	9.7%	0.083	2.8%	23%	False	False	168,298
40	3.166	2.799	0.367	12.5%	0.076	2.6%	40%	False	False	122,109
60	3.166	2.799	0.367	12.5%	0.077	2.6%	40%	False	False	95,344
80	3.209	2.799	0.410	13.9%	0.077	2.6%	36%	False	False	81,469
100	3.520	2.799	0.721	24.5%	0.078	2.6%	20%	False	False	72,058

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Widest range in 55 trading days

Fibonacci Retracements and Extensions
4.250	3.724
2.618	3.481
1.618	3.332
1.000	3.240
0.618	3.183
HIGH	3.091
0.618	3.034
0.500	3.017
0.382	2.999
LOW	2.942
0.618	2.850
1.000	2.793
1.618	2.701
2.618	2.552
4.250	2.309

Fisher Pivots for day following 21-Sep-2017
Pivot	1 day	3 day
R1	3.017	3.054
PP	2.993	3.018
S1	2.970	2.982

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

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