NYMEX Natural Gas Future February 2017

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

Day Change Summary
	Previous	Current
	18-Nov-2016	21-Nov-2016	Change	Change %	Previous Week
Open	2.910	3.080	0.170	5.8%	2.943
High	3.028	3.126	0.098	3.2%	3.028
Low	2.910	3.066	0.156	5.4%	2.891
Close	3.017	3.111	0.094	3.1%	3.017
Range	0.118	0.060	-0.058	-49.2%	0.137
ATR	0.111	0.111	0.000	-0.2%	0.000
Volume	22,757	23,434	677	3.0%	132,322

Daily Pivots for day following 21-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.281	3.256	3.144
R3	3.221	3.196	3.128
R2	3.161	3.161	3.122
R1	3.136	3.136	3.117	3.149
PP	3.101	3.101	3.101	3.107
S1	3.076	3.076	3.106	3.089
S2	3.041	3.041	3.100
S3	2.981	3.016	3.095
S4	2.921	2.956	3.078

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.390	3.340	3.092
R3	3.253	3.203	3.055
R2	3.116	3.116	3.042
R1	3.066	3.066	3.030	3.091
PP	2.979	2.979	2.979	2.991
S1	2.929	2.929	3.004	2.954
S2	2.842	2.842	2.992
S3	2.705	2.792	2.979
S4	2.568	2.655	2.942

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.126	2.891	0.235	7.6%	0.093	3.0%	94%	True	False	25,097
10	3.126	2.766	0.360	11.6%	0.120	3.8%	96%	True	False	30,080
20	3.501	2.766	0.735	23.6%	0.122	3.9%	47%	False	False	30,431
40	3.676	2.766	0.910	29.3%	0.099	3.2%	38%	False	False	24,584

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.032
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	3.381
2.618	3.283
1.618	3.223
1.000	3.186
0.618	3.163
HIGH	3.126
0.618	3.103
0.500	3.096
0.382	3.089
LOW	3.066
0.618	3.029
1.000	3.006
1.618	2.969
2.618	2.909
4.250	2.811

Fisher Pivots for day following 21-Nov-2016
Pivot	1 day	3 day
R1	3.106	3.078
PP	3.101	3.046
S1	3.096	3.013

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

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