NYMEX Natural Gas Future November 2017

Trading Metrics calculated at close of trading on 12-Oct-2017

Day Change Summary
	Previous	Current
	11-Oct-2017	12-Oct-2017	Change	Change %	Previous Week
Open	2.882	2.906	0.024	0.8%	3.018
High	2.962	3.008	0.046	1.6%	3.025
Low	2.876	2.895	0.019	0.7%	2.856
Close	2.889	2.989	0.100	3.5%	2.863
Range	0.086	0.113	0.027	31.4%	0.169
ATR	0.076	0.079	0.003	4.0%	0.000
Volume	224,270	308,993	84,723	37.8%	970,298

Daily Pivots for day following 12-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.303	3.259	3.051
R3	3.190	3.146	3.020
R2	3.077	3.077	3.010
R1	3.033	3.033	2.999	3.055
PP	2.964	2.964	2.964	2.975
S1	2.920	2.920	2.979	2.942
S2	2.851	2.851	2.968
S3	2.738	2.807	2.958
S4	2.625	2.694	2.927

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.422	3.311	2.956
R3	3.253	3.142	2.909
R2	3.084	3.084	2.894
R1	2.973	2.973	2.878	2.944
PP	2.915	2.915	2.915	2.900
S1	2.804	2.804	2.848	2.775
S2	2.746	2.746	2.832
S3	2.577	2.635	2.817
S4	2.408	2.466	2.770

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.008	2.827	0.181	6.1%	0.076	2.6%	90%	True	False	227,179
10	3.044	2.827	0.217	7.3%	0.081	2.7%	75%	False	False	199,754
20	3.214	2.827	0.387	12.9%	0.077	2.6%	42%	False	False	166,224
40	3.214	2.827	0.387	12.9%	0.076	2.5%	42%	False	False	109,838
60	3.214	2.827	0.387	12.9%	0.072	2.4%	42%	False	False	83,580
80	3.214	2.827	0.387	12.9%	0.072	2.4%	42%	False	False	67,739

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.488
2.618	3.304
1.618	3.191
1.000	3.121
0.618	3.078
HIGH	3.008
0.618	2.965
0.500	2.952
0.382	2.938
LOW	2.895
0.618	2.825
1.000	2.782
1.618	2.712
2.618	2.599
4.250	2.415

Fisher Pivots for day following 12-Oct-2017
Pivot	1 day	3 day
R1	2.977	2.966
PP	2.964	2.943
S1	2.952	2.921

Download as Excel Spreadsheet

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

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