NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 08-Nov-2016

Day Change Summary
	Previous	Current
	07-Nov-2016	08-Nov-2016	Change	Change %	Previous Week
Open	2.848	2.832	-0.016	-0.6%	3.150
High	2.875	2.856	-0.019	-0.7%	3.163
Low	2.781	2.607	-0.174	-6.3%	2.725
Close	2.816	2.633	-0.183	-6.5%	2.767
Range	0.094	0.249	0.155	164.9%	0.438
ATR	0.113	0.123	0.010	8.6%	0.000
Volume	141,836	211,752	69,916	49.3%	868,525

Daily Pivots for day following 08-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.446	3.288	2.770
R3	3.197	3.039	2.701
R2	2.948	2.948	2.679
R1	2.790	2.790	2.656	2.745
PP	2.699	2.699	2.699	2.676
S1	2.541	2.541	2.610	2.496
S2	2.450	2.450	2.587
S3	2.201	2.292	2.565
S4	1.952	2.043	2.496

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	2.889	2.607	0.282	10.7%	0.131	5.0%	9%	False	True	167,685
10	3.163	2.607	0.556	21.1%	0.140	5.3%	5%	False	True	183,679
20	3.556	2.607	0.949	36.0%	0.121	4.6%	3%	False	True	151,592
40	3.556	2.607	0.949	36.0%	0.102	3.9%	3%	False	True	103,909
60	3.556	2.607	0.949	36.0%	0.093	3.5%	3%	False	True	78,306
80	3.556	2.607	0.949	36.0%	0.088	3.4%	3%	False	True	63,579
100	3.556	2.607	0.949	36.0%	0.087	3.3%	3%	False	True	53,506
120	3.556	2.607	0.949	36.0%	0.081	3.1%	3%	False	True	46,239

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.030
Widest range in 158 trading days

Fibonacci Retracements and Extensions
4.250	3.914
2.618	3.508
1.618	3.259
1.000	3.105
0.618	3.010
HIGH	2.856
0.618	2.761
0.500	2.732
0.382	2.702
LOW	2.607
0.618	2.453
1.000	2.358
1.618	2.204
2.618	1.955
4.250	1.549

Fisher Pivots for day following 08-Nov-2016
Pivot	1 day	3 day
R1	2.732	2.741
PP	2.699	2.705
S1	2.666	2.669

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

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