NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 15-Nov-2016

Day Change Summary
	Previous	Current
	14-Nov-2016	15-Nov-2016	Change	Change %	Previous Week
Open	2.667	2.746	0.079	3.0%	2.848
High	2.778	2.822	0.044	1.6%	2.875
Low	2.644	2.694	0.050	1.9%	2.546
Close	2.749	2.709	-0.040	-1.5%	2.619
Range	0.134	0.128	-0.006	-4.5%	0.329
ATR	0.132	0.131	0.000	-0.2%	0.000
Volume	138,940	150,875	11,935	8.6%	910,885

Daily Pivots for day following 15-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.126	3.045	2.779
R3	2.998	2.917	2.744
R2	2.870	2.870	2.732
R1	2.789	2.789	2.721	2.766
PP	2.742	2.742	2.742	2.730
S1	2.661	2.661	2.697	2.638
S2	2.614	2.614	2.686
S3	2.486	2.533	2.674
S4	2.358	2.405	2.639

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.667	3.472	2.800
R3	3.338	3.143	2.709
R2	3.009	3.009	2.679
R1	2.814	2.814	2.649	2.747
PP	2.680	2.680	2.680	2.647
S1	2.485	2.485	2.589	2.418
S2	2.351	2.351	2.559
S3	2.022	2.156	2.529
S4	1.693	1.827	2.438

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.822	2.546	0.276	10.2%	0.148	5.5%	59%	True	False	169,422
10	2.889	2.546	0.343	12.7%	0.140	5.2%	48%	False	False	168,554
20	3.502	2.546	0.956	35.3%	0.136	5.0%	17%	False	False	169,783
40	3.556	2.546	1.010	37.3%	0.111	4.1%	16%	False	False	120,774
60	3.556	2.546	1.010	37.3%	0.101	3.7%	16%	False	False	90,631
80	3.556	2.546	1.010	37.3%	0.093	3.4%	16%	False	False	73,413
100	3.556	2.546	1.010	37.3%	0.090	3.3%	16%	False	False	61,352
120	3.556	2.546	1.010	37.3%	0.085	3.2%	16%	False	False	53,048

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.035
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.366
2.618	3.157
1.618	3.029
1.000	2.950
0.618	2.901
HIGH	2.822
0.618	2.773
0.500	2.758
0.382	2.743
LOW	2.694
0.618	2.615
1.000	2.566
1.618	2.487
2.618	2.359
4.250	2.150

Fisher Pivots for day following 15-Nov-2016
Pivot	1 day	3 day
R1	2.758	2.702
PP	2.742	2.695
S1	2.725	2.689

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

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