NYMEX Natural Gas Future December 2017

Trading Metrics calculated at close of trading on 06-Nov-2017

Day Change Summary
	Previous	Current
	03-Nov-2017	06-Nov-2017	Change	Change %	Previous Week
Open	2.935	3.085	0.150	5.1%	2.938
High	2.998	3.143	0.145	4.8%	3.006
Low	2.930	3.051	0.121	4.1%	2.847
Close	2.984	3.134	0.150	5.0%	2.984
Range	0.068	0.092	0.024	35.3%	0.159
ATR	0.078	0.083	0.006	7.5%	0.000
Volume	143,210	267,645	124,435	86.9%	837,101

Daily Pivots for day following 06-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.385	3.352	3.185
R3	3.293	3.260	3.159
R2	3.201	3.201	3.151
R1	3.168	3.168	3.142	3.185
PP	3.109	3.109	3.109	3.118
S1	3.076	3.076	3.126	3.093
S2	3.017	3.017	3.117
S3	2.925	2.984	3.109
S4	2.833	2.892	3.083

Weekly Pivots for week ending 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.423	3.362	3.071
R3	3.264	3.203	3.028
R2	3.105	3.105	3.013
R1	3.044	3.044	2.999	3.075
PP	2.946	2.946	2.946	2.961
S1	2.885	2.885	2.969	2.916
S2	2.787	2.787	2.955
S3	2.628	2.726	2.940
S4	2.469	2.567	2.897

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.143	2.847	0.296	9.4%	0.088	2.8%	97%	True	False	196,131
10	3.165	2.847	0.318	10.1%	0.081	2.6%	90%	False	False	172,382
20	3.198	2.847	0.351	11.2%	0.077	2.4%	82%	False	False	151,655
40	3.353	2.847	0.506	16.1%	0.073	2.3%	57%	False	False	100,206
60	3.353	2.847	0.506	16.1%	0.071	2.3%	57%	False	False	74,015
80	3.353	2.847	0.506	16.1%	0.068	2.2%	57%	False	False	60,311

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	0.014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.534
2.618	3.384
1.618	3.292
1.000	3.235
0.618	3.200
HIGH	3.143
0.618	3.108
0.500	3.097
0.382	3.086
LOW	3.051
0.618	2.994
1.000	2.959
1.618	2.902
2.618	2.810
4.250	2.660

Fisher Pivots for day following 06-Nov-2017
Pivot	1 day	3 day
R1	3.122	3.093
PP	3.109	3.053
S1	3.097	3.012

Download as Excel Spreadsheet

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

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