NYMEX Natural Gas Future November 2017

Trading Metrics calculated at close of trading on 28-Aug-2017

Day Change Summary
	Previous	Current
	25-Aug-2017	28-Aug-2017	Change	Change %	Previous Week
Open	3.045	3.023	-0.022	-0.7%	3.004
High	3.053	3.066	0.013	0.4%	3.096
Low	2.987	2.954	-0.033	-1.1%	2.983
Close	2.997	3.030	0.033	1.1%	2.997
Range	0.066	0.112	0.046	69.7%	0.113
ATR	0.067	0.070	0.003	4.8%	0.000
Volume	22,438	37,713	15,275	68.1%	139,772

Daily Pivots for day following 28-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.353	3.303	3.092
R3	3.241	3.191	3.061
R2	3.129	3.129	3.051
R1	3.079	3.079	3.040	3.104
PP	3.017	3.017	3.017	3.029
S1	2.967	2.967	3.020	2.992
S2	2.905	2.905	3.009
S3	2.793	2.855	2.999
S4	2.681	2.743	2.968

Weekly Pivots for week ending 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.364	3.294	3.059
R3	3.251	3.181	3.028
R2	3.138	3.138	3.018
R1	3.068	3.068	3.007	3.047
PP	3.025	3.025	3.025	3.015
S1	2.955	2.955	2.987	2.934
S2	2.912	2.912	2.976
S3	2.799	2.842	2.966
S4	2.686	2.729	2.935

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.096	2.954	0.142	4.7%	0.072	2.4%	54%	False	True	27,737
10	3.096	2.954	0.142	4.7%	0.067	2.2%	54%	False	True	29,614
20	3.098	2.886	0.212	7.0%	0.063	2.1%	68%	False	False	34,783
40	3.198	2.886	0.312	10.3%	0.070	2.3%	46%	False	False	28,550
60	3.200	2.886	0.314	10.4%	0.070	2.3%	46%	False	False	24,367

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3.542
2.618	3.359
1.618	3.247
1.000	3.178
0.618	3.135
HIGH	3.066
0.618	3.023
0.500	3.010
0.382	2.997
LOW	2.954
0.618	2.885
1.000	2.842
1.618	2.773
2.618	2.661
4.250	2.478

Fisher Pivots for day following 28-Aug-2017
Pivot	1 day	3 day
R1	3.023	3.026
PP	3.017	3.022
S1	3.010	3.018

Download as Excel Spreadsheet

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

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