NYMEX Natural Gas Future February 2017

Trading Metrics calculated at close of trading on 21-Oct-2016

Day Change Summary
	Previous	Current
	20-Oct-2016	21-Oct-2016	Change	Change %	Previous Week
Open	3.574	3.569	-0.005	-0.1%	3.603
High	3.612	3.571	-0.041	-1.1%	3.676
Low	3.534	3.493	-0.041	-1.2%	3.493
Close	3.577	3.511	-0.066	-1.8%	3.511
Range	0.078	0.078	0.000	0.0%	0.183
ATR	0.077	0.077	0.001	0.7%	0.000
Volume	15,905	14,144	-1,761	-11.1%	80,643

Daily Pivots for day following 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.759	3.713	3.554
R3	3.681	3.635	3.532
R2	3.603	3.603	3.525
R1	3.557	3.557	3.518	3.541
PP	3.525	3.525	3.525	3.517
S1	3.479	3.479	3.504	3.463
S2	3.447	3.447	3.497
S3	3.369	3.401	3.490
S4	3.291	3.323	3.468

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	4.109	3.993	3.612
R3	3.926	3.810	3.561
R2	3.743	3.743	3.545
R1	3.627	3.627	3.528	3.594
PP	3.560	3.560	3.560	3.543
S1	3.444	3.444	3.494	3.411
S2	3.377	3.377	3.477
S3	3.194	3.261	3.461
S4	3.011	3.078	3.410

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.676	3.493	0.183	5.2%	0.065	1.8%	10%	False	True	16,128
10	3.676	3.489	0.187	5.3%	0.077	2.2%	12%	False	False	20,548
20	3.676	3.257	0.419	11.9%	0.076	2.2%	61%	False	False	18,450

Crabel Price Patterns
NR	False
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	0.018

Fibonacci Retracements and Extensions
4.250	3.903
2.618	3.775
1.618	3.697
1.000	3.649
0.618	3.619
HIGH	3.571
0.618	3.541
0.500	3.532
0.382	3.523
LOW	3.493
0.618	3.445
1.000	3.415
1.618	3.367
2.618	3.289
4.250	3.162

Fisher Pivots for day following 21-Oct-2016
Pivot	1 day	3 day
R1	3.532	3.563
PP	3.525	3.546
S1	3.518	3.528

Download as Excel Spreadsheet

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

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