NYMEX Natural Gas Future November 2017

Trading Metrics calculated at close of trading on 20-Sep-2017

Day Change Summary
	Previous	Current
	19-Sep-2017	20-Sep-2017	Change	Change %	Previous Week
Open	3.196	3.171	-0.025	-0.8%	2.984
High	3.214	3.203	-0.011	-0.3%	3.159
Low	3.168	3.136	-0.032	-1.0%	2.972
Close	3.175	3.149	-0.026	-0.8%	3.085
Range	0.046	0.067	0.021	45.7%	0.187
ATR	0.075	0.075	-0.001	-0.8%	0.000
Volume	91,870	101,252	9,382	10.2%	501,368

Daily Pivots for day following 20-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.364	3.323	3.186
R3	3.297	3.256	3.167
R2	3.230	3.230	3.161
R1	3.189	3.189	3.155	3.176
PP	3.163	3.163	3.163	3.156
S1	3.122	3.122	3.143	3.109
S2	3.096	3.096	3.137
S3	3.029	3.055	3.131
S4	2.962	2.988	3.112

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.633	3.546	3.188
R3	3.446	3.359	3.136
R2	3.259	3.259	3.119
R1	3.172	3.172	3.102	3.216
PP	3.072	3.072	3.072	3.094
S1	2.985	2.985	3.068	3.029
S2	2.885	2.885	3.051
S3	2.698	2.798	3.034
S4	2.511	2.611	2.982

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.214	3.068	0.146	4.6%	0.068	2.2%	55%	False	False	96,289
10	3.214	2.957	0.257	8.2%	0.072	2.3%	75%	False	False	94,186
20	3.214	2.954	0.260	8.3%	0.074	2.3%	75%	False	False	65,506
40	3.214	2.886	0.328	10.4%	0.069	2.2%	80%	False	False	49,537
60	3.214	2.886	0.328	10.4%	0.071	2.2%	80%	False	False	40,176
80	3.341	2.886	0.455	14.4%	0.072	2.3%	58%	False	False	34,227

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	0.013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.488
2.618	3.378
1.618	3.311
1.000	3.270
0.618	3.244
HIGH	3.203
0.618	3.177
0.500	3.170
0.382	3.162
LOW	3.136
0.618	3.095
1.000	3.069
1.618	3.028
2.618	2.961
4.250	2.851

Fisher Pivots for day following 20-Sep-2017
Pivot	1 day	3 day
R1	3.170	3.162
PP	3.163	3.158
S1	3.156	3.153

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

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