NYMEX Natural Gas Future November 2017

Trading Metrics calculated at close of trading on 31-Aug-2017

Day Change Summary
	Previous	Current
	30-Aug-2017	31-Aug-2017	Change	Change %	Previous Week
Open	3.047	3.021	-0.026	-0.9%	3.004
High	3.052	3.108	0.056	1.8%	3.096
Low	3.001	2.983	-0.018	-0.6%	2.983
Close	3.014	3.102	0.088	2.9%	2.997
Range	0.051	0.125	0.074	145.1%	0.113
ATR	0.068	0.072	0.004	6.0%	0.000
Volume	28,426	30,985	2,559	9.0%	139,772

Daily Pivots for day following 31-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.439	3.396	3.171
R3	3.314	3.271	3.136
R2	3.189	3.189	3.125
R1	3.146	3.146	3.113	3.168
PP	3.064	3.064	3.064	3.075
S1	3.021	3.021	3.091	3.043
S2	2.939	2.939	3.079
S3	2.814	2.896	3.068
S4	2.689	2.771	3.033

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	3.108	2.954	0.154	5.0%	0.082	2.6%	96%	True	False	29,597
10	3.108	2.954	0.154	5.0%	0.073	2.4%	96%	True	False	29,426
20	3.108	2.890	0.218	7.0%	0.067	2.1%	97%	True	False	35,197
40	3.198	2.886	0.312	10.1%	0.068	2.2%	69%	False	False	29,309
60	3.200	2.886	0.314	10.1%	0.070	2.2%	69%	False	False	25,099

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 41 trading days

Fibonacci Retracements and Extensions
4.250	3.639
2.618	3.435
1.618	3.310
1.000	3.233
0.618	3.185
HIGH	3.108
0.618	3.060
0.500	3.046
0.382	3.031
LOW	2.983
0.618	2.906
1.000	2.858
1.618	2.781
2.618	2.656
4.250	2.452

Fisher Pivots for day following 31-Aug-2017
Pivot	1 day	3 day
R1	3.083	3.083
PP	3.064	3.064
S1	3.046	3.046

Download as Excel Spreadsheet

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

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