NYMEX Natural Gas Future March 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	3.544	3.512	-0.032	-0.9%	3.550
High	3.566	3.530	-0.036	-1.0%	3.630
Low	3.495	3.450	-0.045	-1.3%	3.450
Close	3.538	3.474	-0.064	-1.8%	3.474
Range	0.071	0.080	0.009	12.7%	0.180
ATR	0.073	0.074	0.001	1.4%	0.000
Volume	24,116	26,484	2,368	9.8%	131,210

Daily Pivots for day following 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.725	3.679	3.518
R3	3.645	3.599	3.496
R2	3.565	3.565	3.489
R1	3.519	3.519	3.481	3.502
PP	3.485	3.485	3.485	3.476
S1	3.439	3.439	3.467	3.422
S2	3.405	3.405	3.459
S3	3.325	3.359	3.452
S4	3.245	3.279	3.430

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	4.058	3.946	3.573
R3	3.878	3.766	3.524
R2	3.698	3.698	3.507
R1	3.586	3.586	3.491	3.552
PP	3.518	3.518	3.518	3.501
S1	3.406	3.406	3.458	3.372
S2	3.338	3.338	3.441
S3	3.158	3.226	3.425
S4	2.978	3.046	3.375

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.630	3.450	0.180	5.2%	0.064	1.8%	13%	False	True	26,242
10	3.630	3.429	0.201	5.8%	0.075	2.2%	22%	False	False	31,078

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.870
2.618	3.739
1.618	3.659
1.000	3.610
0.618	3.579
HIGH	3.530
0.618	3.499
0.500	3.490
0.382	3.481
LOW	3.450
0.618	3.401
1.000	3.370
1.618	3.321
2.618	3.241
4.250	3.110

Fisher Pivots for day following 21-Oct-2016
Pivot	1 day	3 day
R1	3.490	3.520
PP	3.485	3.504
S1	3.479	3.489

Download as Excel Spreadsheet

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

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