NYMEX Natural Gas Future March 2018

Trading Metrics calculated at close of trading on 12-Jan-2018

Day Change Summary
	Previous	Current
	11-Jan-2018	12-Jan-2018	Change	Change %	Previous Week
Open	2.819	2.954	0.135	4.8%	2.761
High	2.957	2.996	0.039	1.3%	2.996
Low	2.801	2.911	0.110	3.9%	2.721
Close	2.925	2.993	0.068	2.3%	2.993
Range	0.156	0.085	-0.071	-45.5%	0.275
ATR	0.120	0.118	-0.003	-2.1%	0.000
Volume	256,734	263,061	6,327	2.5%	953,937

Daily Pivots for day following 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	3.222	3.192	3.040
R3	3.137	3.107	3.016
R2	3.052	3.052	3.009
R1	3.022	3.022	3.001	3.037
PP	2.967	2.967	2.967	2.974
S1	2.937	2.937	2.985	2.952
S2	2.882	2.882	2.977
S3	2.797	2.852	2.970
S4	2.712	2.767	2.946

Weekly Pivots for week ending 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	3.728	3.636	3.144
R3	3.453	3.361	3.069
R2	3.178	3.178	3.043
R1	3.086	3.086	3.018	3.132
PP	2.903	2.903	2.903	2.927
S1	2.811	2.811	2.968	2.857
S2	2.628	2.628	2.943
S3	2.353	2.536	2.917
S4	2.078	2.261	2.842

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.996	2.721	0.275	9.2%	0.118	3.9%	99%	True	False	190,787
10	3.035	2.693	0.342	11.4%	0.126	4.2%	88%	False	False	149,746
20	3.035	2.532	0.503	16.8%	0.122	4.1%	92%	False	False	107,090
40	3.200	2.532	0.668	22.3%	0.107	3.6%	69%	False	False	83,680
60	3.279	2.532	0.747	25.0%	0.093	3.1%	62%	False	False	69,506

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	0.029
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.357
2.618	3.219
1.618	3.134
1.000	3.081
0.618	3.049
HIGH	2.996
0.618	2.964
0.500	2.954
0.382	2.943
LOW	2.911
0.618	2.858
1.000	2.826
1.618	2.773
2.618	2.688
4.250	2.550

Fisher Pivots for day following 12-Jan-2018
Pivot	1 day	3 day
R1	2.980	2.959
PP	2.967	2.926
S1	2.954	2.892

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

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