NYMEX Natural Gas Future December 2017

Trading Metrics calculated at close of trading on 11-Oct-2017

Day Change Summary
	Previous	Current
	10-Oct-2017	11-Oct-2017	Change	Change %	Previous Week
Open	3.022	3.066	0.044	1.5%	3.188
High	3.073	3.133	0.060	2.0%	3.199
Low	3.014	3.057	0.043	1.4%	3.035
Close	3.071	3.066	-0.005	-0.2%	3.046
Range	0.059	0.076	0.017	28.8%	0.164
ATR	0.070	0.070	0.000	0.6%	0.000
Volume	122,979	126,067	3,088	2.5%	356,995

Daily Pivots for day following 11-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.313	3.266	3.108
R3	3.237	3.190	3.087
R2	3.161	3.161	3.080
R1	3.114	3.114	3.073	3.104
PP	3.085	3.085	3.085	3.081
S1	3.038	3.038	3.059	3.028
S2	3.009	3.009	3.052
S3	2.933	2.962	3.045
S4	2.857	2.886	3.024

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.585	3.480	3.136
R3	3.421	3.316	3.091
R2	3.257	3.257	3.076
R1	3.152	3.152	3.061	3.123
PP	3.093	3.093	3.093	3.079
S1	2.988	2.988	3.031	2.959
S2	2.929	2.929	3.016
S3	2.765	2.824	3.001
S4	2.601	2.660	2.956

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.167	3.013	0.154	5.0%	0.068	2.2%	34%	False	False	106,331
10	3.239	3.013	0.226	7.4%	0.070	2.3%	23%	False	False	79,632
20	3.353	3.013	0.340	11.1%	0.068	2.2%	16%	False	False	57,354
40	3.353	3.013	0.340	11.1%	0.069	2.2%	16%	False	False	40,459
60	3.353	3.013	0.340	11.1%	0.065	2.1%	16%	False	False	33,608

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.456
2.618	3.332
1.618	3.256
1.000	3.209
0.618	3.180
HIGH	3.133
0.618	3.104
0.500	3.095
0.382	3.086
LOW	3.057
0.618	3.010
1.000	2.981
1.618	2.934
2.618	2.858
4.250	2.734

Fisher Pivots for day following 11-Oct-2017
Pivot	1 day	3 day
R1	3.095	3.073
PP	3.085	3.071
S1	3.076	3.068

Download as Excel Spreadsheet

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

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