NYMEX Natural Gas Future February 2017

Trading Metrics calculated at close of trading on 31-Oct-2016

Day Change Summary
	Previous	Current
	28-Oct-2016	31-Oct-2016	Change	Change %	Previous Week
Open	3.263	3.322	0.059	1.8%	3.531
High	3.304	3.336	0.032	1.0%	3.544
Low	3.202	3.180	-0.022	-0.7%	3.132
Close	3.284	3.223	-0.061	-1.9%	3.284
Range	0.102	0.156	0.054	52.9%	0.412
ATR	0.095	0.099	0.004	4.6%	0.000
Volume	28,720	29,845	1,125	3.9%	139,911

Daily Pivots for day following 31-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.714	3.625	3.309
R3	3.558	3.469	3.266
R2	3.402	3.402	3.252
R1	3.313	3.313	3.237	3.280
PP	3.246	3.246	3.246	3.230
S1	3.157	3.157	3.209	3.124
S2	3.090	3.090	3.194
S3	2.934	3.001	3.180
S4	2.778	2.845	3.137

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	4.556	4.332	3.511
R3	4.144	3.920	3.397
R2	3.732	3.732	3.360
R1	3.508	3.508	3.322	3.414
PP	3.320	3.320	3.320	3.273
S1	3.096	3.096	3.246	3.002
S2	2.908	2.908	3.208
S3	2.496	2.684	3.171
S4	2.084	2.272	3.057

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.501	3.132	0.369	11.4%	0.147	4.6%	25%	False	False	30,717
10	3.676	3.132	0.544	16.9%	0.110	3.4%	17%	False	False	23,298
20	3.676	3.132	0.544	16.9%	0.100	3.1%	17%	False	False	23,373
40	3.676	3.132	0.544	16.9%	0.082	2.5%	17%	False	False	17,265

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.999
2.618	3.744
1.618	3.588
1.000	3.492
0.618	3.432
HIGH	3.336
0.618	3.276
0.500	3.258
0.382	3.240
LOW	3.180
0.618	3.084
1.000	3.024
1.618	2.928
2.618	2.772
4.250	2.517

Fisher Pivots for day following 31-Oct-2016
Pivot	1 day	3 day
R1	3.258	3.258
PP	3.246	3.246
S1	3.235	3.235

Download as Excel Spreadsheet

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

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