NYMEX Natural Gas Future December 2017

Trading Metrics calculated at close of trading on 30-Oct-2017

Day Change Summary
	Previous	Current
	27-Oct-2017	30-Oct-2017	Change	Change %	Previous Week
Open	3.052	2.938	-0.114	-3.7%	3.180
High	3.054	3.006	-0.048	-1.6%	3.198
Low	2.946	2.936	-0.010	-0.3%	2.946
Close	2.964	2.966	0.002	0.1%	2.964
Range	0.108	0.070	-0.038	-35.2%	0.252
ATR	0.075	0.075	0.000	-0.5%	0.000
Volume	241,052	124,090	-116,962	-48.5%	765,658

Daily Pivots for day following 30-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.179	3.143	3.005
R3	3.109	3.073	2.985
R2	3.039	3.039	2.979
R1	3.003	3.003	2.972	3.021
PP	2.969	2.969	2.969	2.979
S1	2.933	2.933	2.960	2.951
S2	2.899	2.899	2.953
S3	2.829	2.863	2.947
S4	2.759	2.793	2.928

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.792	3.630	3.103
R3	3.540	3.378	3.033
R2	3.288	3.288	3.010
R1	3.126	3.126	2.987	3.081
PP	3.036	3.036	3.036	3.014
S1	2.874	2.874	2.941	2.829
S2	2.784	2.784	2.918
S3	2.532	2.622	2.895
S4	2.280	2.370	2.825

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.165	2.936	0.229	7.7%	0.075	2.5%	13%	False	True	148,633
10	3.198	2.936	0.262	8.8%	0.075	2.5%	11%	False	True	144,913
20	3.198	2.936	0.262	8.8%	0.071	2.4%	11%	False	True	122,217
40	3.353	2.936	0.417	14.1%	0.071	2.4%	7%	False	True	79,650
60	3.353	2.936	0.417	14.1%	0.068	2.3%	7%	False	True	60,179
80	3.353	2.936	0.417	14.1%	0.067	2.3%	7%	False	True	48,938

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.304
2.618	3.189
1.618	3.119
1.000	3.076
0.618	3.049
HIGH	3.006
0.618	2.979
0.500	2.971
0.382	2.963
LOW	2.936
0.618	2.893
1.000	2.866
1.618	2.823
2.618	2.753
4.250	2.639

Fisher Pivots for day following 30-Oct-2017
Pivot	1 day	3 day
R1	2.971	3.020
PP	2.969	3.002
S1	2.968	2.984

Download as Excel Spreadsheet

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

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