NYMEX Natural Gas Future January 2017

Trading Metrics calculated at close of trading on 03-Nov-2016

Day Change Summary
	Previous	Current
	02-Nov-2016	03-Nov-2016	Change	Change %	Previous Week
Open	3.047	2.956	-0.091	-3.0%	3.532
High	3.067	3.005	-0.062	-2.0%	3.539
Low	2.955	2.909	-0.046	-1.6%	3.119
Close	2.978	2.949	-0.029	-1.0%	3.263
Range	0.112	0.096	-0.016	-14.3%	0.420
ATR	0.109	0.108	-0.001	-0.9%	0.000
Volume	97,062	82,857	-14,205	-14.6%	427,602

Daily Pivots for day following 03-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.242	3.192	3.002
R3	3.146	3.096	2.975
R2	3.050	3.050	2.967
R1	3.000	3.000	2.958	2.977
PP	2.954	2.954	2.954	2.943
S1	2.904	2.904	2.940	2.881
S2	2.858	2.858	2.931
S3	2.762	2.808	2.923
S4	2.666	2.712	2.896

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	2.909	0.407	13.8%	0.128	4.3%	10%	False	True	86,154
10	3.564	2.909	0.655	22.2%	0.131	4.4%	6%	False	True	82,975
20	3.675	2.909	0.766	26.0%	0.109	3.7%	5%	False	True	74,517
40	3.675	2.909	0.766	26.0%	0.091	3.1%	5%	False	True	56,751
60	3.675	2.909	0.766	26.0%	0.085	2.9%	5%	False	True	48,325
80	3.675	2.909	0.766	26.0%	0.082	2.8%	5%	False	True	42,268
100	3.675	2.909	0.766	26.0%	0.081	2.7%	5%	False	True	38,057
120	3.675	2.895	0.780	26.4%	0.077	2.6%	7%	False	False	35,146

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	0.023
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.413
2.618	3.256
1.618	3.160
1.000	3.101
0.618	3.064
HIGH	3.005
0.618	2.968
0.500	2.957
0.382	2.946
LOW	2.909
0.618	2.850
1.000	2.813
1.618	2.754
2.618	2.658
4.250	2.501

Fisher Pivots for day following 03-Nov-2016
Pivot	1 day	3 day
R1	2.957	3.052
PP	2.954	3.017
S1	2.952	2.983

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

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