NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 17-Nov-2016

Day Change Summary
	Previous	Current
	16-Nov-2016	17-Nov-2016	Change	Change %	Previous Week
Open	2.710	2.767	0.057	2.1%	2.848
High	2.782	2.798	0.016	0.6%	2.875
Low	2.669	2.681	0.012	0.4%	2.546
Close	2.764	2.703	-0.061	-2.2%	2.619
Range	0.113	0.117	0.004	3.5%	0.329
ATR	0.130	0.129	-0.001	-0.7%	0.000
Volume	125,531	140,196	14,665	11.7%	910,885

Daily Pivots for day following 17-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.078	3.008	2.767
R3	2.961	2.891	2.735
R2	2.844	2.844	2.724
R1	2.774	2.774	2.714	2.751
PP	2.727	2.727	2.727	2.716
S1	2.657	2.657	2.692	2.634
S2	2.610	2.610	2.682
S3	2.493	2.540	2.671
S4	2.376	2.423	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	2.555	0.267	9.9%	0.124	4.6%	55%	False	False	143,673
10	2.875	2.546	0.329	12.2%	0.139	5.2%	48%	False	False	158,724
20	3.425	2.546	0.879	32.5%	0.140	5.2%	18%	False	False	172,864
40	3.556	2.546	1.010	37.4%	0.113	4.2%	16%	False	False	125,690
60	3.556	2.546	1.010	37.4%	0.101	3.7%	16%	False	False	94,375
80	3.556	2.546	1.010	37.4%	0.095	3.5%	16%	False	False	76,405
100	3.556	2.546	1.010	37.4%	0.091	3.4%	16%	False	False	63,720
120	3.556	2.546	1.010	37.4%	0.086	3.2%	16%	False	False	55,093

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.295
2.618	3.104
1.618	2.987
1.000	2.915
0.618	2.870
HIGH	2.798
0.618	2.753
0.500	2.740
0.382	2.726
LOW	2.681
0.618	2.609
1.000	2.564
1.618	2.492
2.618	2.375
4.250	2.184

Fisher Pivots for day following 17-Nov-2016
Pivot	1 day	3 day
R1	2.740	2.746
PP	2.727	2.731
S1	2.715	2.717

Download as Excel Spreadsheet

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

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