NYMEX Natural Gas Future January 2017

Trading Metrics calculated at close of trading on 08-Nov-2016

Day Change Summary
	Previous	Current
	07-Nov-2016	08-Nov-2016	Change	Change %	Previous Week
Open	3.005	2.993	-0.012	-0.4%	3.301
High	3.027	3.012	-0.015	-0.5%	3.316
Low	2.940	2.779	-0.161	-5.5%	2.909
Close	2.978	2.810	-0.168	-5.6%	2.937
Range	0.087	0.233	0.146	167.8%	0.407
ATR	0.105	0.114	0.009	8.8%	0.000
Volume	99,283	141,007	41,724	42.0%	411,735

Daily Pivots for day following 08-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.566	3.421	2.938
R3	3.333	3.188	2.874
R2	3.100	3.100	2.853
R1	2.955	2.955	2.831	2.911
PP	2.867	2.867	2.867	2.845
S1	2.722	2.722	2.789	2.678
S2	2.634	2.634	2.767
S3	2.401	2.489	2.746
S4	2.168	2.256	2.682

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	4.275	4.013	3.161
R3	3.868	3.606	3.049
R2	3.461	3.461	3.012
R1	3.199	3.199	2.974	3.127
PP	3.054	3.054	3.054	3.018
S1	2.792	2.792	2.900	2.720
S2	2.647	2.647	2.862
S3	2.240	2.385	2.825
S4	1.833	1.978	2.713

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.067	2.779	0.288	10.2%	0.120	4.3%	11%	False	True	96,221
10	3.316	2.779	0.537	19.1%	0.131	4.7%	6%	False	True	93,043
20	3.675	2.779	0.896	31.9%	0.113	4.0%	3%	False	True	76,228
40	3.675	2.779	0.896	31.9%	0.096	3.4%	3%	False	True	60,888
60	3.675	2.779	0.896	31.9%	0.088	3.1%	3%	False	True	51,926
80	3.675	2.779	0.896	31.9%	0.084	3.0%	3%	False	True	45,478
100	3.675	2.779	0.896	31.9%	0.083	3.0%	3%	False	True	40,494
120	3.675	2.779	0.896	31.9%	0.079	2.8%	3%	False	True	37,255

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	0.026
Widest range in 133 trading days

Fibonacci Retracements and Extensions
4.250	4.002
2.618	3.622
1.618	3.389
1.000	3.245
0.618	3.156
HIGH	3.012
0.618	2.923
0.500	2.896
0.382	2.868
LOW	2.779
0.618	2.635
1.000	2.546
1.618	2.402
2.618	2.169
4.250	1.789

Fisher Pivots for day following 08-Nov-2016
Pivot	1 day	3 day
R1	2.896	2.903
PP	2.867	2.872
S1	2.839	2.841

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

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