NYMEX Natural Gas Future March 2017

Trading Metrics calculated at close of trading on 15-Dec-2016

Day Change Summary
	Previous	Current
	14-Dec-2016	15-Dec-2016	Change	Change %	Previous Week
Open	3.464	3.564	0.100	2.9%	3.438
High	3.563	3.588	0.025	0.7%	3.703
Low	3.440	3.411	-0.029	-0.8%	3.415
Close	3.536	3.457	-0.079	-2.2%	3.691
Range	0.123	0.177	0.054	43.9%	0.288
ATR	0.130	0.134	0.003	2.6%	0.000
Volume	54,755	83,966	29,211	53.3%	466,076

Daily Pivots for day following 15-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	4.016	3.914	3.554
R3	3.839	3.737	3.506
R2	3.662	3.662	3.489
R1	3.560	3.560	3.473	3.523
PP	3.485	3.485	3.485	3.467
S1	3.383	3.383	3.441	3.346
S2	3.308	3.308	3.425
S3	3.131	3.206	3.408
S4	2.954	3.029	3.360

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	4.467	4.367	3.849
R3	4.179	4.079	3.770
R2	3.891	3.891	3.744
R1	3.791	3.791	3.717	3.841
PP	3.603	3.603	3.603	3.628
S1	3.503	3.503	3.665	3.553
S2	3.315	3.315	3.638
S3	3.027	3.215	3.612
S4	2.739	2.927	3.533

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.703	3.411	0.292	8.4%	0.124	3.6%	16%	False	True	81,512
10	3.703	3.353	0.350	10.1%	0.145	4.2%	30%	False	False	82,542
20	3.703	2.903	0.800	23.1%	0.121	3.5%	69%	False	False	64,647
40	3.703	2.764	0.939	27.2%	0.118	3.4%	74%	False	False	53,680

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.340
2.618	4.051
1.618	3.874
1.000	3.765
0.618	3.697
HIGH	3.588
0.618	3.520
0.500	3.500
0.382	3.479
LOW	3.411
0.618	3.302
1.000	3.234
1.618	3.125
2.618	2.948
4.250	2.659

Fisher Pivots for day following 15-Dec-2016
Pivot	1 day	3 day
R1	3.500	3.500
PP	3.485	3.485
S1	3.471	3.471

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

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