NYMEX Natural Gas Future May 2017

Trading Metrics calculated at close of trading on 24-Mar-2017

Day Change Summary
	Previous	Current
	23-Mar-2017	24-Mar-2017	Change	Change %	Previous Week
Open	3.085	3.130	0.045	1.5%	2.972
High	3.142	3.162	0.020	0.6%	3.167
Low	3.056	3.095	0.039	1.3%	2.966
Close	3.131	3.153	0.022	0.7%	3.153
Range	0.086	0.067	-0.019	-22.1%	0.201
ATR	0.099	0.097	-0.002	-2.3%	0.000
Volume	120,259	89,684	-30,575	-25.4%	496,434

Daily Pivots for day following 24-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.338	3.312	3.190
R3	3.271	3.245	3.171
R2	3.204	3.204	3.165
R1	3.178	3.178	3.159	3.191
PP	3.137	3.137	3.137	3.143
S1	3.111	3.111	3.147	3.124
S2	3.070	3.070	3.141
S3	3.003	3.044	3.135
S4	2.936	2.977	3.116

Weekly Pivots for week ending 24-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.698	3.627	3.264
R3	3.497	3.426	3.208
R2	3.296	3.296	3.190
R1	3.225	3.225	3.171	3.261
PP	3.095	3.095	3.095	3.113
S1	3.024	3.024	3.135	3.060
S2	2.894	2.894	3.116
S3	2.693	2.823	3.098
S4	2.492	2.622	3.042

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.167	2.966	0.201	6.4%	0.097	3.1%	93%	False	False	99,286
10	3.167	2.943	0.224	7.1%	0.095	3.0%	94%	False	False	89,845
20	3.167	2.739	0.428	13.6%	0.092	2.9%	97%	False	False	87,271
40	3.450	2.737	0.713	22.6%	0.096	3.0%	58%	False	False	69,559
60	3.603	2.737	0.866	27.5%	0.103	3.3%	48%	False	False	57,524
80	3.603	2.737	0.866	27.5%	0.101	3.2%	48%	False	False	49,750

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	3.447
2.618	3.337
1.618	3.270
1.000	3.229
0.618	3.203
HIGH	3.162
0.618	3.136
0.500	3.129
0.382	3.121
LOW	3.095
0.618	3.054
1.000	3.028
1.618	2.987
2.618	2.920
4.250	2.810

Fisher Pivots for day following 24-Mar-2017
Pivot	1 day	3 day
R1	3.145	3.138
PP	3.137	3.124
S1	3.129	3.109

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

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