NYMEX Natural Gas Future January 2018

Trading Metrics calculated at close of trading on 15-Nov-2017

Day Change Summary
	Previous	Current
	14-Nov-2017	15-Nov-2017	Change	Change %	Previous Week
Open	3.239	3.184	-0.055	-1.7%	3.180
High	3.245	3.244	-0.001	0.0%	3.318
Low	3.163	3.151	-0.012	-0.4%	3.154
Close	3.203	3.179	-0.024	-0.7%	3.306
Range	0.082	0.093	0.011	13.4%	0.164
ATR	0.076	0.077	0.001	1.6%	0.000
Volume	123,709	100,544	-23,165	-18.7%	605,226

Daily Pivots for day following 15-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.470	3.418	3.230
R3	3.377	3.325	3.205
R2	3.284	3.284	3.196
R1	3.232	3.232	3.188	3.212
PP	3.191	3.191	3.191	3.181
S1	3.139	3.139	3.170	3.119
S2	3.098	3.098	3.162
S3	3.005	3.046	3.153
S4	2.912	2.953	3.128

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.751	3.693	3.396
R3	3.587	3.529	3.351
R2	3.423	3.423	3.336
R1	3.365	3.365	3.321	3.394
PP	3.259	3.259	3.259	3.274
S1	3.201	3.201	3.291	3.230
S2	3.095	3.095	3.276
S3	2.931	3.037	3.261
S4	2.767	2.873	3.216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.321	3.151	0.170	5.3%	0.074	2.3%	16%	False	True	117,257
10	3.321	3.005	0.316	9.9%	0.075	2.3%	55%	False	False	106,714
20	3.321	2.983	0.338	10.6%	0.074	2.3%	58%	False	False	82,974
40	3.391	2.983	0.408	12.8%	0.070	2.2%	48%	False	False	70,419
60	3.450	2.983	0.467	14.7%	0.068	2.1%	42%	False	False	59,075

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.639
2.618	3.487
1.618	3.394
1.000	3.337
0.618	3.301
HIGH	3.244
0.618	3.208
0.500	3.198
0.382	3.187
LOW	3.151
0.618	3.094
1.000	3.058
1.618	3.001
2.618	2.908
4.250	2.756

Fisher Pivots for day following 15-Nov-2017
Pivot	1 day	3 day
R1	3.198	3.236
PP	3.191	3.217
S1	3.185	3.198

Download as Excel Spreadsheet

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

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