NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 03-Nov-2016

Day Change Summary
	Previous	Current
	02-Nov-2016	03-Nov-2016	Change	Change %	Previous Week
Open	2.852	2.773	-0.079	-2.8%	3.387
High	2.889	2.840	-0.049	-1.7%	3.403
Low	2.769	2.725	-0.044	-1.6%	2.972
Close	2.792	2.769	-0.023	-0.8%	3.105
Range	0.120	0.115	-0.005	-4.2%	0.431
ATR	0.116	0.116	0.000	-0.1%	0.000
Volume	193,678	170,347	-23,331	-12.0%	1,002,445

Daily Pivots for day following 03-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.123	3.061	2.832
R3	3.008	2.946	2.801
R2	2.893	2.893	2.790
R1	2.831	2.831	2.780	2.805
PP	2.778	2.778	2.778	2.765
S1	2.716	2.716	2.758	2.690
S2	2.663	2.663	2.748
S3	2.548	2.601	2.737
S4	2.433	2.486	2.706

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	3.163	2.725	0.438	15.8%	0.142	5.1%	10%	False	True	180,966
10	3.425	2.725	0.700	25.3%	0.140	5.0%	6%	False	True	187,004
20	3.556	2.725	0.831	30.0%	0.116	4.2%	5%	False	True	145,253
40	3.556	2.725	0.831	30.0%	0.097	3.5%	5%	False	True	94,858
60	3.556	2.725	0.831	30.0%	0.090	3.2%	5%	False	True	71,497
80	3.556	2.725	0.831	30.0%	0.085	3.1%	5%	False	True	58,012
100	3.556	2.725	0.831	30.0%	0.084	3.0%	5%	False	True	49,060
120	3.556	2.725	0.831	30.0%	0.080	2.9%	5%	False	True	42,460

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.027
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.329
2.618	3.141
1.618	3.026
1.000	2.955
0.618	2.911
HIGH	2.840
0.618	2.796
0.500	2.783
0.382	2.769
LOW	2.725
0.618	2.654
1.000	2.610
1.618	2.539
2.618	2.424
4.250	2.236

Fisher Pivots for day following 03-Nov-2016
Pivot	1 day	3 day
R1	2.783	2.877
PP	2.778	2.841
S1	2.774	2.805

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

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