NYMEX Natural Gas Future December 2017

Trading Metrics calculated at close of trading on 21-Sep-2017

Day Change Summary
	Previous	Current
	20-Sep-2017	21-Sep-2017	Change	Change %	Previous Week
Open	3.315	3.283	-0.032	-1.0%	3.140
High	3.341	3.293	-0.048	-1.4%	3.302
Low	3.280	3.160	-0.120	-3.7%	3.128
Close	3.291	3.163	-0.128	-3.9%	3.236
Range	0.061	0.133	0.072	118.0%	0.174
ATR	0.069	0.074	0.005	6.6%	0.000
Volume	27,822	58,460	30,638	110.1%	164,712

Daily Pivots for day following 21-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.604	3.517	3.236
R3	3.471	3.384	3.200
R2	3.338	3.338	3.187
R1	3.251	3.251	3.175	3.228
PP	3.205	3.205	3.205	3.194
S1	3.118	3.118	3.151	3.095
S2	3.072	3.072	3.139
S3	2.939	2.985	3.126
S4	2.806	2.852	3.090

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.744	3.664	3.332
R3	3.570	3.490	3.284
R2	3.396	3.396	3.268
R1	3.316	3.316	3.252	3.356
PP	3.222	3.222	3.222	3.242
S1	3.142	3.142	3.220	3.182
S2	3.048	3.048	3.204
S3	2.874	2.968	3.188
S4	2.700	2.794	3.140

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.353	3.160	0.193	6.1%	0.076	2.4%	2%	False	True	33,421
10	3.353	3.113	0.240	7.6%	0.075	2.4%	21%	False	False	35,290
20	3.353	3.100	0.253	8.0%	0.073	2.3%	25%	False	False	28,319
40	3.353	3.050	0.303	9.6%	0.066	2.1%	37%	False	False	24,766
60	3.353	3.050	0.303	9.6%	0.068	2.1%	37%	False	False	20,913

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	0.012
Widest range in 55 trading days

Fibonacci Retracements and Extensions
4.250	3.858
2.618	3.641
1.618	3.508
1.000	3.426
0.618	3.375
HIGH	3.293
0.618	3.242
0.500	3.227
0.382	3.211
LOW	3.160
0.618	3.078
1.000	3.027
1.618	2.945
2.618	2.812
4.250	2.595

Fisher Pivots for day following 21-Sep-2017
Pivot	1 day	3 day
R1	3.227	3.257
PP	3.205	3.225
S1	3.184	3.194

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

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