NYMEX Natural Gas Future November 2017

Trading Metrics calculated at close of trading on 05-Sep-2017

Day Change Summary
	Previous	Current
	01-Sep-2017	05-Sep-2017	Change	Change %	Previous Week
Open	3.086	3.093	0.007	0.2%	3.023
High	3.152	3.129	-0.023	-0.7%	3.152
Low	3.066	3.037	-0.029	-0.9%	2.954
Close	3.136	3.044	-0.092	-2.9%	3.136
Range	0.086	0.092	0.006	7.0%	0.198
ATR	0.073	0.075	0.002	2.6%	0.000
Volume	61,261	57,039	-4,222	-6.9%	186,811

Daily Pivots for day following 05-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.346	3.287	3.095
R3	3.254	3.195	3.069
R2	3.162	3.162	3.061
R1	3.103	3.103	3.052	3.087
PP	3.070	3.070	3.070	3.062
S1	3.011	3.011	3.036	2.995
S2	2.978	2.978	3.027
S3	2.886	2.919	3.019
S4	2.794	2.827	2.993

Weekly Pivots for week ending 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.675	3.603	3.245
R3	3.477	3.405	3.190
R2	3.279	3.279	3.172
R1	3.207	3.207	3.154	3.243
PP	3.081	3.081	3.081	3.099
S1	3.009	3.009	3.118	3.045
S2	2.883	2.883	3.100
S3	2.685	2.811	3.082
S4	2.487	2.613	3.027

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.152	2.983	0.169	5.6%	0.082	2.7%	36%	False	False	41,227
10	3.152	2.954	0.198	6.5%	0.077	2.5%	45%	False	False	34,482
20	3.152	2.907	0.245	8.0%	0.072	2.4%	56%	False	False	37,615
40	3.198	2.886	0.312	10.2%	0.068	2.2%	51%	False	False	31,328
60	3.200	2.886	0.314	10.3%	0.071	2.3%	50%	False	False	26,500

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	0.023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.520
2.618	3.370
1.618	3.278
1.000	3.221
0.618	3.186
HIGH	3.129
0.618	3.094
0.500	3.083
0.382	3.072
LOW	3.037
0.618	2.980
1.000	2.945
1.618	2.888
2.618	2.796
4.250	2.646

Fisher Pivots for day following 05-Sep-2017
Pivot	1 day	3 day
R1	3.083	3.068
PP	3.070	3.060
S1	3.057	3.052

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

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