NYMEX Natural Gas Future December 2017

Trading Metrics calculated at close of trading on 01-Sep-2017

Day Change Summary
	Previous	Current
	31-Aug-2017	01-Sep-2017	Change	Change %	Previous Week
Open	3.161	3.229	0.068	2.2%	3.161
High	3.238	3.283	0.045	1.4%	3.283
Low	3.124	3.202	0.078	2.5%	3.100
Close	3.232	3.270	0.038	1.2%	3.270
Range	0.114	0.081	-0.033	-28.9%	0.183
ATR	0.067	0.068	0.001	1.5%	0.000
Volume	20,986	30,945	9,959	47.5%	104,508

Daily Pivots for day following 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.495	3.463	3.315
R3	3.414	3.382	3.292
R2	3.333	3.333	3.285
R1	3.301	3.301	3.277	3.317
PP	3.252	3.252	3.252	3.260
S1	3.220	3.220	3.263	3.236
S2	3.171	3.171	3.255
S3	3.090	3.139	3.248
S4	3.009	3.058	3.225

Weekly Pivots for week ending 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.767	3.701	3.371
R3	3.584	3.518	3.320
R2	3.401	3.401	3.304
R1	3.335	3.335	3.287	3.368
PP	3.218	3.218	3.218	3.234
S1	3.152	3.152	3.253	3.185
S2	3.035	3.035	3.236
S3	2.852	2.969	3.220
S4	2.669	2.786	3.169

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.283	3.100	0.183	5.6%	0.079	2.4%	93%	True	False	20,901
10	3.283	3.100	0.183	5.6%	0.071	2.2%	93%	True	False	17,674
20	3.283	3.061	0.222	6.8%	0.064	2.0%	94%	True	False	21,237
40	3.340	3.050	0.290	8.9%	0.063	1.9%	76%	False	False	18,226

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.627
2.618	3.495
1.618	3.414
1.000	3.364
0.618	3.333
HIGH	3.283
0.618	3.252
0.500	3.243
0.382	3.233
LOW	3.202
0.618	3.152
1.000	3.121
1.618	3.071
2.618	2.990
4.250	2.858

Fisher Pivots for day following 01-Sep-2017
Pivot	1 day	3 day
R1	3.261	3.248
PP	3.252	3.226
S1	3.243	3.204

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

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