NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 28-Oct-2016

Day Change Summary
	Previous	Current
	27-Oct-2016	28-Oct-2016	Change	Change %	Previous Week
Open	3.052	3.081	0.029	1.0%	3.387
High	3.099	3.125	0.026	0.8%	3.403
Low	2.996	3.016	0.020	0.7%	2.972
Close	3.068	3.105	0.037	1.2%	3.105
Range	0.103	0.109	0.006	5.8%	0.431
ATR	0.103	0.104	0.000	0.4%	0.000
Volume	191,943	157,123	-34,820	-18.1%	1,002,445

Daily Pivots for day following 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.409	3.366	3.165
R3	3.300	3.257	3.135
R2	3.191	3.191	3.125
R1	3.148	3.148	3.115	3.170
PP	3.082	3.082	3.082	3.093
S1	3.039	3.039	3.095	3.061
S2	2.973	2.973	3.085
S3	2.864	2.930	3.075
S4	2.755	2.821	3.045

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	4.453	4.210	3.342
R3	4.022	3.779	3.224
R2	3.591	3.591	3.184
R1	3.348	3.348	3.145	3.254
PP	3.160	3.160	3.160	3.113
S1	2.917	2.917	3.065	2.823
S2	2.729	2.729	3.026
S3	2.298	2.486	2.986
S4	1.867	2.055	2.868

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.403	2.972	0.431	13.9%	0.142	4.6%	31%	False	False	200,489
10	3.546	2.972	0.574	18.5%	0.108	3.5%	23%	False	False	148,515
20	3.556	2.972	0.584	18.8%	0.105	3.4%	23%	False	False	122,040
40	3.556	2.972	0.584	18.8%	0.088	2.8%	23%	False	False	79,190
60	3.556	2.972	0.584	18.8%	0.084	2.7%	23%	False	False	60,856
80	3.556	2.972	0.584	18.8%	0.082	2.6%	23%	False	False	49,301
100	3.556	2.972	0.584	18.8%	0.081	2.6%	23%	False	False	42,159
120	3.556	2.760	0.796	25.6%	0.076	2.4%	43%	False	False	36,426

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	0.016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.588
2.618	3.410
1.618	3.301
1.000	3.234
0.618	3.192
HIGH	3.125
0.618	3.083
0.500	3.071
0.382	3.058
LOW	3.016
0.618	2.949
1.000	2.907
1.618	2.840
2.618	2.731
4.250	2.553

Fisher Pivots for day following 28-Oct-2016
Pivot	1 day	3 day
R1	3.094	3.088
PP	3.082	3.071
S1	3.071	3.054

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

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