NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 04-Nov-2016

Day Change Summary
	Previous	Current
	03-Nov-2016	04-Nov-2016	Change	Change %	Previous Week
Open	2.773	2.815	0.042	1.5%	3.150
High	2.840	2.820	-0.020	-0.7%	3.163
Low	2.725	2.741	0.016	0.6%	2.725
Close	2.769	2.767	-0.002	-0.1%	2.767
Range	0.115	0.079	-0.036	-31.3%	0.438
ATR	0.116	0.113	-0.003	-2.3%	0.000
Volume	170,347	120,816	-49,531	-29.1%	868,525

Daily Pivots for day following 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.013	2.969	2.810
R3	2.934	2.890	2.789
R2	2.855	2.855	2.781
R1	2.811	2.811	2.774	2.794
PP	2.776	2.776	2.776	2.767
S1	2.732	2.732	2.760	2.715
S2	2.697	2.697	2.753
S3	2.618	2.653	2.745
S4	2.539	2.574	2.724

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	4.199	3.921	3.008
R3	3.761	3.483	2.887
R2	3.323	3.323	2.847
R1	3.045	3.045	2.807	2.965
PP	2.885	2.885	2.885	2.845
S1	2.607	2.607	2.727	2.527
S2	2.447	2.447	2.687
S3	2.009	2.169	2.647
S4	1.571	1.731	2.526

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%	0.136	4.9%	10%	False	False	173,705
10	3.403	2.725	0.678	24.5%	0.139	5.0%	6%	False	False	187,097
20	3.556	2.725	0.831	30.0%	0.113	4.1%	5%	False	False	144,375
40	3.556	2.725	0.831	30.0%	0.097	3.5%	5%	False	False	97,021
60	3.556	2.725	0.831	30.0%	0.090	3.2%	5%	False	False	72,971
80	3.556	2.725	0.831	30.0%	0.086	3.1%	5%	False	False	59,362
100	3.556	2.725	0.831	30.0%	0.084	3.0%	5%	False	False	50,181
120	3.556	2.725	0.831	30.0%	0.080	2.9%	5%	False	False	43,404

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3.156
2.618	3.027
1.618	2.948
1.000	2.899
0.618	2.869
HIGH	2.820
0.618	2.790
0.500	2.781
0.382	2.771
LOW	2.741
0.618	2.692
1.000	2.662
1.618	2.613
2.618	2.534
4.250	2.405

Fisher Pivots for day following 04-Nov-2016
Pivot	1 day	3 day
R1	2.781	2.807
PP	2.776	2.794
S1	2.772	2.780

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

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