NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 10-Nov-2016

Day Change Summary
	Previous	Current
	09-Nov-2016	10-Nov-2016	Change	Change %	Previous Week
Open	2.612	2.691	0.079	3.0%	3.150
High	2.743	2.728	-0.015	-0.5%	3.163
Low	2.546	2.575	0.029	1.1%	2.725
Close	2.690	2.632	-0.058	-2.2%	2.767
Range	0.197	0.153	-0.044	-22.3%	0.438
ATR	0.128	0.130	0.002	1.4%	0.000
Volume	209,317	185,153	-24,164	-11.5%	868,525

Daily Pivots for day following 10-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.104	3.021	2.716
R3	2.951	2.868	2.674
R2	2.798	2.798	2.660
R1	2.715	2.715	2.646	2.680
PP	2.645	2.645	2.645	2.628
S1	2.562	2.562	2.618	2.527
S2	2.492	2.492	2.604
S3	2.339	2.409	2.590
S4	2.186	2.256	2.548

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	2.875	2.546	0.329	12.5%	0.154	5.9%	26%	False	False	173,774
10	3.163	2.546	0.617	23.4%	0.148	5.6%	14%	False	False	177,370
20	3.556	2.546	1.010	38.4%	0.126	4.8%	9%	False	False	159,850
40	3.556	2.546	1.010	38.4%	0.107	4.1%	9%	False	False	111,880
60	3.556	2.546	1.010	38.4%	0.098	3.7%	9%	False	False	84,384
80	3.556	2.546	1.010	38.4%	0.091	3.5%	9%	False	False	68,269
100	3.556	2.546	1.010	38.4%	0.089	3.4%	9%	False	False	57,214
120	3.556	2.546	1.010	38.4%	0.083	3.2%	9%	False	False	49,456

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.035
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.378
2.618	3.129
1.618	2.976
1.000	2.881
0.618	2.823
HIGH	2.728
0.618	2.670
0.500	2.652
0.382	2.633
LOW	2.575
0.618	2.480
1.000	2.422
1.618	2.327
2.618	2.174
4.250	1.925

Fisher Pivots for day following 10-Nov-2016
Pivot	1 day	3 day
R1	2.652	2.701
PP	2.645	2.678
S1	2.639	2.655

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

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