NYMEX Natural Gas Future March 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	2.925	3.094	0.169	5.8%	2.940
High	3.024	3.120	0.096	3.2%	3.024
Low	2.919	3.061	0.142	4.9%	2.895
Close	3.014	3.106	0.092	3.1%	3.014
Range	0.105	0.059	-0.046	-43.8%	0.129
ATR	0.105	0.105	0.000	0.1%	0.000
Volume	33,353	30,490	-2,863	-8.6%	178,665

Daily Pivots for day following 21-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.273	3.248	3.138
R3	3.214	3.189	3.122
R2	3.155	3.155	3.117
R1	3.130	3.130	3.111	3.143
PP	3.096	3.096	3.096	3.102
S1	3.071	3.071	3.101	3.084
S2	3.037	3.037	3.095
S3	2.978	3.012	3.090
S4	2.919	2.953	3.074

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.365	3.318	3.085
R3	3.236	3.189	3.049
R2	3.107	3.107	3.038
R1	3.060	3.060	3.026	3.084
PP	2.978	2.978	2.978	2.989
S1	2.931	2.931	3.002	2.955
S2	2.849	2.849	2.990
S3	2.720	2.802	2.979
S4	2.591	2.673	2.943

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.120	2.895	0.225	7.2%	0.083	2.7%	94%	True	False	34,041
10	3.120	2.764	0.356	11.5%	0.111	3.6%	96%	True	False	39,859
20	3.463	2.764	0.699	22.5%	0.115	3.7%	49%	False	False	43,565
40	3.630	2.764	0.866	27.9%	0.095	3.0%	39%	False	False	36,244

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	0.029
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	3.371
2.618	3.274
1.618	3.215
1.000	3.179
0.618	3.156
HIGH	3.120
0.618	3.097
0.500	3.091
0.382	3.084
LOW	3.061
0.618	3.025
1.000	3.002
1.618	2.966
2.618	2.907
4.250	2.810

Fisher Pivots for day following 21-Nov-2016
Pivot	1 day	3 day
R1	3.101	3.075
PP	3.096	3.043
S1	3.091	3.012

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

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