NYMEX Natural Gas Future February 2017

Trading Metrics calculated at close of trading on 15-Nov-2016

Day Change Summary
	Previous	Current
	14-Nov-2016	15-Nov-2016	Change	Change %	Previous Week
Open	2.943	2.965	0.022	0.7%	3.035
High	2.993	3.023	0.030	1.0%	3.055
Low	2.920	2.916	-0.004	-0.1%	2.766
Close	2.974	2.931	-0.043	-1.4%	2.898
Range	0.073	0.107	0.034	46.6%	0.289
ATR	0.115	0.114	-0.001	-0.5%	0.000
Volume	30,267	34,068	3,801	12.6%	170,567

Daily Pivots for day following 15-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.278	3.211	2.990
R3	3.171	3.104	2.960
R2	3.064	3.064	2.951
R1	2.997	2.997	2.941	2.977
PP	2.957	2.957	2.957	2.947
S1	2.890	2.890	2.921	2.870
S2	2.850	2.850	2.911
S3	2.743	2.783	2.902
S4	2.636	2.676	2.872

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	3.023	2.766	0.257	8.8%	0.124	4.2%	64%	True	False	33,708
10	3.092	2.766	0.326	11.1%	0.118	4.0%	51%	False	False	33,193
20	3.633	2.766	0.867	29.6%	0.119	4.1%	19%	False	False	29,122
40	3.676	2.766	0.910	31.0%	0.097	3.3%	18%	False	False	23,508

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	0.033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.478
2.618	3.303
1.618	3.196
1.000	3.130
0.618	3.089
HIGH	3.023
0.618	2.982
0.500	2.970
0.382	2.957
LOW	2.916
0.618	2.850
1.000	2.809
1.618	2.743
2.618	2.636
4.250	2.461

Fisher Pivots for day following 15-Nov-2016
Pivot	1 day	3 day
R1	2.970	2.928
PP	2.957	2.924
S1	2.944	2.921

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

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