NYMEX Natural Gas Future November 2017

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

Day Change Summary
	Previous	Current
	27-Sep-2017	28-Sep-2017	Change	Change %	Previous Week
Open	3.005	3.059	0.054	1.8%	3.110
High	3.089	3.081	-0.008	-0.3%	3.214
Low	3.000	3.001	0.001	0.0%	3.003
Close	3.061	3.017	-0.044	-1.4%	3.021
Range	0.089	0.080	-0.009	-10.1%	0.211
ATR	0.075	0.075	0.000	0.5%	0.000
Volume	195,939	192,444	-3,495	-1.8%	603,928

Daily Pivots for day following 28-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.273	3.225	3.061
R3	3.193	3.145	3.039
R2	3.113	3.113	3.032
R1	3.065	3.065	3.024	3.049
PP	3.033	3.033	3.033	3.025
S1	2.985	2.985	3.010	2.969
S2	2.953	2.953	3.002
S3	2.873	2.905	2.995
S4	2.793	2.825	2.973

Weekly Pivots for week ending 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.712	3.578	3.137
R3	3.501	3.367	3.079
R2	3.290	3.290	3.060
R1	3.156	3.156	3.040	3.118
PP	3.079	3.079	3.079	3.060
S1	2.945	2.945	3.002	2.907
S2	2.868	2.868	2.982
S3	2.657	2.734	2.963
S4	2.446	2.523	2.905

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.089	2.974	0.115	3.8%	0.064	2.1%	37%	False	False	151,861
10	3.214	2.974	0.240	8.0%	0.074	2.5%	18%	False	False	132,695
20	3.214	2.957	0.257	8.5%	0.078	2.6%	23%	False	False	104,848
40	3.214	2.890	0.324	10.7%	0.070	2.3%	39%	False	False	69,873
60	3.214	2.886	0.328	10.9%	0.070	2.3%	40%	False	False	54,307
80	3.214	2.886	0.328	10.9%	0.071	2.3%	40%	False	False	44,871

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.421
2.618	3.290
1.618	3.210
1.000	3.161
0.618	3.130
HIGH	3.081
0.618	3.050
0.500	3.041
0.382	3.032
LOW	3.001
0.618	2.952
1.000	2.921
1.618	2.872
2.618	2.792
4.250	2.661

Fisher Pivots for day following 28-Sep-2017
Pivot	1 day	3 day
R1	3.041	3.032
PP	3.033	3.027
S1	3.025	3.022

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

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