NYMEX Natural Gas Future December 2017

Trading Metrics calculated at close of trading on 05-Oct-2017

Day Change Summary
	Previous	Current
	04-Oct-2017	05-Oct-2017	Change	Change %	Previous Week
Open	3.097	3.125	0.028	0.9%	3.157
High	3.159	3.167	0.008	0.3%	3.242
Low	3.089	3.076	-0.013	-0.4%	3.138
Close	3.122	3.103	-0.019	-0.6%	3.181
Range	0.070	0.091	0.021	30.0%	0.104
ATR	0.071	0.072	0.001	2.1%	0.000
Volume	54,292	61,729	7,437	13.7%	202,790

Daily Pivots for day following 05-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.388	3.337	3.153
R3	3.297	3.246	3.128
R2	3.206	3.206	3.120
R1	3.155	3.155	3.111	3.135
PP	3.115	3.115	3.115	3.106
S1	3.064	3.064	3.095	3.044
S2	3.024	3.024	3.086
S3	2.933	2.973	3.078
S4	2.842	2.882	3.053

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	3.210	3.068	0.142	4.6%	0.076	2.5%	25%	False	False	55,435
10	3.242	3.068	0.174	5.6%	0.068	2.2%	20%	False	False	47,456
20	3.353	3.068	0.285	9.2%	0.071	2.3%	12%	False	False	41,373
40	3.353	3.068	0.285	9.2%	0.068	2.2%	12%	False	False	31,339
60	3.353	3.050	0.303	9.8%	0.065	2.1%	17%	False	False	26,623

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.554
2.618	3.405
1.618	3.314
1.000	3.258
0.618	3.223
HIGH	3.167
0.618	3.132
0.500	3.122
0.382	3.111
LOW	3.076
0.618	3.020
1.000	2.985
1.618	2.929
2.618	2.838
4.250	2.689

Fisher Pivots for day following 05-Oct-2017
Pivot	1 day	3 day
R1	3.122	3.118
PP	3.115	3.113
S1	3.109	3.108

Download as Excel Spreadsheet

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

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