NYMEX Natural Gas Future November 2017

Trading Metrics calculated at close of trading on 27-Oct-2017

Day Change Summary
	Previous	Current
	26-Oct-2017	27-Oct-2017	Change	Change %	Previous Week
Open	2.929	2.899	-0.030	-1.0%	3.001
High	2.941	2.899	-0.042	-1.4%	3.017
Low	2.867	2.723	-0.144	-5.0%	2.723
Close	2.890	2.752	-0.138	-4.8%	2.752
Range	0.074	0.176	0.102	137.8%	0.294
ATR	0.084	0.090	0.007	7.9%	0.000
Volume	50,113	12,719	-37,394	-74.6%	420,298

Daily Pivots for day following 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.319	3.212	2.849
R3	3.143	3.036	2.800
R2	2.967	2.967	2.784
R1	2.860	2.860	2.768	2.826
PP	2.791	2.791	2.791	2.774
S1	2.684	2.684	2.736	2.650
S2	2.615	2.615	2.720
S3	2.439	2.508	2.704
S4	2.263	2.332	2.655

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.713	3.526	2.914
R3	3.419	3.232	2.833
R2	3.125	3.125	2.806
R1	2.938	2.938	2.779	2.885
PP	2.831	2.831	2.831	2.804
S1	2.644	2.644	2.725	2.591
S2	2.537	2.537	2.698
S3	2.243	2.350	2.671
S4	1.949	2.056	2.590

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.017	2.723	0.294	10.7%	0.090	3.3%	10%	False	True	84,059
10	3.026	2.723	0.303	11.0%	0.093	3.4%	10%	False	True	152,862
20	3.036	2.723	0.313	11.4%	0.087	3.2%	9%	False	True	179,388
40	3.214	2.723	0.491	17.8%	0.080	2.9%	6%	False	True	144,293
60	3.214	2.723	0.491	17.8%	0.076	2.8%	6%	False	True	107,928
80	3.214	2.723	0.491	17.8%	0.074	2.7%	6%	False	True	86,801
100	3.214	2.723	0.491	17.8%	0.074	2.7%	6%	False	True	72,777

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	0.019
Widest range in 81 trading days

Fibonacci Retracements and Extensions
4.250	3.647
2.618	3.360
1.618	3.184
1.000	3.075
0.618	3.008
HIGH	2.899
0.618	2.832
0.500	2.811
0.382	2.790
LOW	2.723
0.618	2.614
1.000	2.547
1.618	2.438
2.618	2.262
4.250	1.975

Fisher Pivots for day following 27-Oct-2017
Pivot	1 day	3 day
R1	2.811	2.861
PP	2.791	2.825
S1	2.772	2.788

Download as Excel Spreadsheet

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

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