NYMEX Natural Gas Future February 2017

Trading Metrics calculated at close of trading on 11-Nov-2016

Day Change Summary
	Previous	Current
	10-Nov-2016	11-Nov-2016	Change	Change %	Previous Week
Open	2.904	2.882	-0.022	-0.8%	3.035
High	2.923	2.947	0.024	0.8%	3.055
Low	2.793	2.818	0.025	0.9%	2.766
Close	2.858	2.898	0.040	1.4%	2.898
Range	0.130	0.129	-0.001	-0.8%	0.289
ATR	0.115	0.116	0.001	0.9%	0.000
Volume	27,857	32,730	4,873	17.5%	170,567

Daily Pivots for day following 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.275	3.215	2.969
R3	3.146	3.086	2.933
R2	3.017	3.017	2.922
R1	2.957	2.957	2.910	2.987
PP	2.888	2.888	2.888	2.903
S1	2.828	2.828	2.886	2.858
S2	2.759	2.759	2.874
S3	2.630	2.699	2.863
S4	2.501	2.570	2.827

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.773	3.625	3.057
R3	3.484	3.336	2.977
R2	3.195	3.195	2.951
R1	3.047	3.047	2.924	2.977
PP	2.906	2.906	2.906	2.871
S1	2.758	2.758	2.872	2.688
S2	2.617	2.617	2.845
S3	2.328	2.469	2.819
S4	2.039	2.180	2.739

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.055	2.766	0.289	10.0%	0.147	5.1%	46%	False	False	34,113
10	3.336	2.766	0.570	19.7%	0.131	4.5%	23%	False	False	32,913
20	3.676	2.766	0.910	31.4%	0.115	4.0%	15%	False	False	27,484
40	3.676	2.766	0.910	31.4%	0.096	3.3%	15%	False	False	22,592

Crabel Price Patterns
NR	True
NR4	True
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	0.031
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.495
2.618	3.285
1.618	3.156
1.000	3.076
0.618	3.027
HIGH	2.947
0.618	2.898
0.500	2.883
0.382	2.867
LOW	2.818
0.618	2.738
1.000	2.689
1.618	2.609
2.618	2.480
4.250	2.270

Fisher Pivots for day following 11-Nov-2016
Pivot	1 day	3 day
R1	2.893	2.885
PP	2.888	2.871
S1	2.883	2.858

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

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