NYMEX Natural Gas Future January 2017

Trading Metrics calculated at close of trading on 02-Nov-2016

Day Change Summary
	Previous	Current
	01-Nov-2016	02-Nov-2016	Change	Change %	Previous Week
Open	3.159	3.047	-0.112	-3.5%	3.532
High	3.194	3.067	-0.127	-4.0%	3.539
Low	3.029	2.955	-0.074	-2.4%	3.119
Close	3.078	2.978	-0.100	-3.2%	3.263
Range	0.165	0.112	-0.053	-32.1%	0.420
ATR	0.108	0.109	0.001	1.0%	0.000
Volume	94,942	97,062	2,120	2.2%	427,602

Daily Pivots for day following 02-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.336	3.269	3.040
R3	3.224	3.157	3.009
R2	3.112	3.112	2.999
R1	3.045	3.045	2.988	3.023
PP	3.000	3.000	3.000	2.989
S1	2.933	2.933	2.968	2.911
S2	2.888	2.888	2.957
S3	2.776	2.821	2.947
S4	2.664	2.709	2.916

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	4.567	4.335	3.494
R3	4.147	3.915	3.379
R2	3.727	3.727	3.340
R1	3.495	3.495	3.302	3.401
PP	3.307	3.307	3.307	3.260
S1	3.075	3.075	3.225	2.981
S2	2.887	2.887	3.186
S3	2.467	2.655	3.148
S4	2.047	2.235	3.032

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.316	2.955	0.361	12.1%	0.128	4.3%	6%	False	True	85,122
10	3.604	2.955	0.649	21.8%	0.129	4.3%	4%	False	True	79,402
20	3.675	2.955	0.720	24.2%	0.109	3.7%	3%	False	True	73,181
40	3.675	2.955	0.720	24.2%	0.091	3.1%	3%	False	True	55,910
60	3.675	2.955	0.720	24.2%	0.084	2.8%	3%	False	True	47,543
80	3.675	2.955	0.720	24.2%	0.082	2.7%	3%	False	True	41,460
100	3.675	2.955	0.720	24.2%	0.081	2.7%	3%	False	True	37,462
120	3.675	2.895	0.780	26.2%	0.077	2.6%	11%	False	False	34,584

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.543
2.618	3.360
1.618	3.248
1.000	3.179
0.618	3.136
HIGH	3.067
0.618	3.024
0.500	3.011
0.382	2.998
LOW	2.955
0.618	2.886
1.000	2.843
1.618	2.774
2.618	2.662
4.250	2.479

Fisher Pivots for day following 02-Nov-2016
Pivot	1 day	3 day
R1	3.011	3.136
PP	3.000	3.083
S1	2.989	3.031

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

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