NYMEX Natural Gas Future March 2017

Trading Metrics calculated at close of trading on 25-Nov-2016

Day Change Summary
	Previous	Current
	23-Nov-2016	25-Nov-2016	Change	Change %	Previous Week
Open	3.079	3.163	0.084	2.7%	3.094
High	3.179	3.233	0.054	1.7%	3.233
Low	3.065	3.141	0.076	2.5%	3.061
Close	3.166	3.224	0.058	1.8%	3.224
Range	0.114	0.092	-0.022	-19.3%	0.172
ATR	0.104	0.103	-0.001	-0.8%	0.000
Volume	28,293	17,827	-10,466	-37.0%	115,202

Daily Pivots for day following 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.475	3.442	3.275
R3	3.383	3.350	3.249
R2	3.291	3.291	3.241
R1	3.258	3.258	3.232	3.275
PP	3.199	3.199	3.199	3.208
S1	3.166	3.166	3.216	3.183
S2	3.107	3.107	3.207
S3	3.015	3.074	3.199
S4	2.923	2.982	3.173

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.689	3.628	3.319
R3	3.517	3.456	3.271
R2	3.345	3.345	3.256
R1	3.284	3.284	3.240	3.315
PP	3.173	3.173	3.173	3.188
S1	3.112	3.112	3.208	3.143
S2	3.001	3.001	3.192
S3	2.829	2.940	3.177
S4	2.657	2.768	3.129

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.233	2.919	0.314	9.7%	0.091	2.8%	97%	True	False	29,711
10	3.233	2.823	0.410	12.7%	0.090	2.8%	98%	True	False	33,744
20	3.309	2.764	0.545	16.9%	0.106	3.3%	84%	False	False	39,959
40	3.630	2.764	0.866	26.9%	0.098	3.0%	53%	False	False	36,931

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.624
2.618	3.474
1.618	3.382
1.000	3.325
0.618	3.290
HIGH	3.233
0.618	3.198
0.500	3.187
0.382	3.176
LOW	3.141
0.618	3.084
1.000	3.049
1.618	2.992
2.618	2.900
4.250	2.750

Fisher Pivots for day following 25-Nov-2016
Pivot	1 day	3 day
R1	3.212	3.199
PP	3.199	3.174
S1	3.187	3.149

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

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