NYMEX Natural Gas Future January 2018

Trading Metrics calculated at close of trading on 12-Oct-2017

Day Change Summary
	Previous	Current
	11-Oct-2017	12-Oct-2017	Change	Change %	Previous Week
Open	3.179	3.196	0.017	0.5%	3.306
High	3.250	3.275	0.025	0.8%	3.314
Low	3.174	3.185	0.011	0.3%	3.164
Close	3.181	3.251	0.070	2.2%	3.170
Range	0.076	0.090	0.014	18.4%	0.150
ATR	0.067	0.069	0.002	2.9%	0.000
Volume	88,244	107,861	19,617	22.2%	290,642

Daily Pivots for day following 12-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.507	3.469	3.301
R3	3.417	3.379	3.276
R2	3.327	3.327	3.268
R1	3.289	3.289	3.259	3.308
PP	3.237	3.237	3.237	3.247
S1	3.199	3.199	3.243	3.218
S2	3.147	3.147	3.235
S3	3.057	3.109	3.226
S4	2.967	3.019	3.202

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.666	3.568	3.253
R3	3.516	3.418	3.211
R2	3.366	3.366	3.198
R1	3.268	3.268	3.184	3.242
PP	3.216	3.216	3.216	3.203
S1	3.118	3.118	3.156	3.092
S2	3.066	3.066	3.143
S3	2.916	2.968	3.129
S4	2.766	2.818	3.088

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.275	3.134	0.141	4.3%	0.066	2.0%	83%	True	False	84,314
10	3.322	3.134	0.188	5.8%	0.069	2.1%	62%	False	False	67,182
20	3.450	3.134	0.316	9.7%	0.066	2.0%	37%	False	False	55,468
40	3.450	3.134	0.316	9.7%	0.066	2.0%	37%	False	False	44,955

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.658
2.618	3.511
1.618	3.421
1.000	3.365
0.618	3.331
HIGH	3.275
0.618	3.241
0.500	3.230
0.382	3.219
LOW	3.185
0.618	3.129
1.000	3.095
1.618	3.039
2.618	2.949
4.250	2.803

Fisher Pivots for day following 12-Oct-2017
Pivot	1 day	3 day
R1	3.244	3.236
PP	3.237	3.220
S1	3.230	3.205

Download as Excel Spreadsheet

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

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