NYMEX Natural Gas Future December 2017

Trading Metrics calculated at close of trading on 24-Oct-2017

Day Change Summary
	Previous	Current
	23-Oct-2017	24-Oct-2017	Change	Change %	Previous Week
Open	3.180	3.139	-0.041	-1.3%	3.122
High	3.198	3.165	-0.033	-1.0%	3.182
Low	3.127	3.117	-0.010	-0.3%	3.012
Close	3.156	3.135	-0.021	-0.7%	3.113
Range	0.071	0.048	-0.023	-32.4%	0.170
ATR	0.074	0.072	-0.002	-2.5%	0.000
Volume	146,583	105,230	-41,353	-28.2%	653,943

Daily Pivots for day following 24-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.283	3.257	3.161
R3	3.235	3.209	3.148
R2	3.187	3.187	3.144
R1	3.161	3.161	3.139	3.150
PP	3.139	3.139	3.139	3.134
S1	3.113	3.113	3.131	3.102
S2	3.091	3.091	3.126
S3	3.043	3.065	3.122
S4	2.995	3.017	3.109

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.612	3.533	3.207
R3	3.442	3.363	3.160
R2	3.272	3.272	3.144
R1	3.193	3.193	3.129	3.148
PP	3.102	3.102	3.102	3.080
S1	3.023	3.023	3.097	2.978
S2	2.932	2.932	3.082
S3	2.762	2.853	3.066
S4	2.592	2.683	3.020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.198	3.012	0.186	5.9%	0.067	2.1%	66%	False	False	139,473
10	3.198	3.012	0.186	5.9%	0.071	2.3%	66%	False	False	129,154
20	3.242	3.012	0.230	7.3%	0.071	2.3%	53%	False	False	100,382
40	3.353	3.012	0.341	10.9%	0.070	2.2%	36%	False	False	65,874
60	3.353	3.012	0.341	10.9%	0.066	2.1%	36%	False	False	50,812
80	3.353	3.012	0.341	10.9%	0.068	2.2%	36%	False	False	41,623

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.018
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.369
2.618	3.291
1.618	3.243
1.000	3.213
0.618	3.195
HIGH	3.165
0.618	3.147
0.500	3.141
0.382	3.135
LOW	3.117
0.618	3.087
1.000	3.069
1.618	3.039
2.618	2.991
4.250	2.913

Fisher Pivots for day following 24-Oct-2017
Pivot	1 day	3 day
R1	3.141	3.134
PP	3.139	3.133
S1	3.137	3.132

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

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