NYMEX Natural Gas Future December 2017

Trading Metrics calculated at close of trading on 02-Oct-2017

Day Change Summary
	Previous	Current
	29-Sep-2017	02-Oct-2017	Change	Change %	Previous Week
Open	3.192	3.188	-0.004	-0.1%	3.157
High	3.210	3.199	-0.011	-0.3%	3.242
Low	3.161	3.078	-0.083	-2.6%	3.138
Close	3.181	3.106	-0.075	-2.4%	3.181
Range	0.049	0.121	0.072	146.9%	0.104
ATR	0.068	0.072	0.004	5.5%	0.000
Volume	37,558	68,608	31,050	82.7%	202,790

Daily Pivots for day following 02-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.491	3.419	3.173
R3	3.370	3.298	3.139
R2	3.249	3.249	3.128
R1	3.177	3.177	3.117	3.153
PP	3.128	3.128	3.128	3.115
S1	3.056	3.056	3.095	3.032
S2	3.007	3.007	3.084
S3	2.886	2.935	3.073
S4	2.765	2.814	3.039

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.499	3.444	3.238
R3	3.395	3.340	3.210
R2	3.291	3.291	3.200
R1	3.236	3.236	3.191	3.264
PP	3.187	3.187	3.187	3.201
S1	3.132	3.132	3.171	3.160
S2	3.083	3.083	3.162
S3	2.979	3.028	3.152
S4	2.875	2.924	3.124

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.242	3.078	0.164	5.3%	0.074	2.4%	17%	False	True	47,836
10	3.353	3.078	0.275	8.9%	0.070	2.3%	10%	False	True	41,863
20	3.353	3.078	0.275	8.9%	0.070	2.3%	10%	False	True	37,083
40	3.353	3.061	0.292	9.4%	0.067	2.2%	15%	False	False	29,160
60	3.353	3.050	0.303	9.8%	0.065	2.1%	18%	False	False	24,512

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	0.013
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.713
2.618	3.516
1.618	3.395
1.000	3.320
0.618	3.274
HIGH	3.199
0.618	3.153
0.500	3.139
0.382	3.124
LOW	3.078
0.618	3.003
1.000	2.957
1.618	2.882
2.618	2.761
4.250	2.564

Fisher Pivots for day following 02-Oct-2017
Pivot	1 day	3 day
R1	3.139	3.159
PP	3.128	3.141
S1	3.117	3.124

Download as Excel Spreadsheet

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

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