NYMEX Natural Gas Future March 2017

Trading Metrics calculated at close of trading on 23-Nov-2016

Day Change Summary
	Previous	Current
	22-Nov-2016	23-Nov-2016	Change	Change %	Previous Week
Open	3.120	3.079	-0.041	-1.3%	2.940
High	3.150	3.179	0.029	0.9%	3.024
Low	3.066	3.065	-0.001	0.0%	2.895
Close	3.111	3.166	0.055	1.8%	3.014
Range	0.084	0.114	0.030	35.7%	0.129
ATR	0.103	0.104	0.001	0.7%	0.000
Volume	38,592	28,293	-10,299	-26.7%	178,665

Daily Pivots for day following 23-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.479	3.436	3.229
R3	3.365	3.322	3.197
R2	3.251	3.251	3.187
R1	3.208	3.208	3.176	3.230
PP	3.137	3.137	3.137	3.147
S1	3.094	3.094	3.156	3.116
S2	3.023	3.023	3.145
S3	2.909	2.980	3.135
S4	2.795	2.866	3.103

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	3.179	2.903	0.276	8.7%	0.087	2.8%	95%	True	False	32,946
10	3.179	2.796	0.383	12.1%	0.092	2.9%	97%	True	False	35,655
20	3.309	2.764	0.545	17.2%	0.106	3.3%	74%	False	False	40,853
40	3.630	2.764	0.866	27.4%	0.097	3.1%	46%	False	False	36,889

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.664
2.618	3.477
1.618	3.363
1.000	3.293
0.618	3.249
HIGH	3.179
0.618	3.135
0.500	3.122
0.382	3.109
LOW	3.065
0.618	2.995
1.000	2.951
1.618	2.881
2.618	2.767
4.250	2.581

Fisher Pivots for day following 23-Nov-2016
Pivot	1 day	3 day
R1	3.151	3.151
PP	3.137	3.135
S1	3.122	3.120

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

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