NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 18-Nov-2016

Day Change Summary
	Previous	Current
	17-Nov-2016	18-Nov-2016	Change	Change %	Previous Week
Open	2.767	2.696	-0.071	-2.6%	2.667
High	2.798	2.852	0.054	1.9%	2.852
Low	2.681	2.690	0.009	0.3%	2.644
Close	2.703	2.843	0.140	5.2%	2.843
Range	0.117	0.162	0.045	38.5%	0.208
ATR	0.129	0.132	0.002	1.8%	0.000
Volume	140,196	134,225	-5,971	-4.3%	689,767

Daily Pivots for day following 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.281	3.224	2.932
R3	3.119	3.062	2.888
R2	2.957	2.957	2.873
R1	2.900	2.900	2.858	2.929
PP	2.795	2.795	2.795	2.809
S1	2.738	2.738	2.828	2.767
S2	2.633	2.633	2.813
S3	2.471	2.576	2.798
S4	2.309	2.414	2.754

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.404	3.331	2.957
R3	3.196	3.123	2.900
R2	2.988	2.988	2.881
R1	2.915	2.915	2.862	2.952
PP	2.780	2.780	2.780	2.798
S1	2.707	2.707	2.824	2.744
S2	2.572	2.572	2.805
S3	2.364	2.499	2.786
S4	2.156	2.291	2.729

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.852	2.644	0.208	7.3%	0.131	4.6%	96%	True	False	137,953
10	2.875	2.546	0.329	11.6%	0.148	5.2%	90%	False	False	160,065
20	3.403	2.546	0.857	30.1%	0.143	5.0%	35%	False	False	173,581
40	3.556	2.546	1.010	35.5%	0.114	4.0%	29%	False	False	128,291
60	3.556	2.546	1.010	35.5%	0.102	3.6%	29%	False	False	96,270
80	3.556	2.546	1.010	35.5%	0.095	3.3%	29%	False	False	77,701
100	3.556	2.546	1.010	35.5%	0.092	3.2%	29%	False	False	64,887
120	3.556	2.546	1.010	35.5%	0.087	3.1%	29%	False	False	56,105

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	0.034
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.541
2.618	3.276
1.618	3.114
1.000	3.014
0.618	2.952
HIGH	2.852
0.618	2.790
0.500	2.771
0.382	2.752
LOW	2.690
0.618	2.590
1.000	2.528
1.618	2.428
2.618	2.266
4.250	2.002

Fisher Pivots for day following 18-Nov-2016
Pivot	1 day	3 day
R1	2.819	2.816
PP	2.795	2.788
S1	2.771	2.761

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

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