NYMEX Natural Gas Future March 2017

Trading Metrics calculated at close of trading on 19-Dec-2016

Day Change Summary
	Previous	Current
	16-Dec-2016	19-Dec-2016	Change	Change %	Previous Week
Open	3.433	3.387	-0.046	-1.3%	3.550
High	3.449	3.471	0.022	0.6%	3.588
Low	3.365	3.360	-0.005	-0.1%	3.365
Close	3.436	3.423	-0.013	-0.4%	3.436
Range	0.084	0.111	0.027	32.1%	0.223
ATR	0.131	0.129	-0.001	-1.1%	0.000
Volume	42,255	44,106	1,851	4.4%	355,906

Daily Pivots for day following 19-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.751	3.698	3.484
R3	3.640	3.587	3.454
R2	3.529	3.529	3.443
R1	3.476	3.476	3.433	3.503
PP	3.418	3.418	3.418	3.431
S1	3.365	3.365	3.413	3.392
S2	3.307	3.307	3.403
S3	3.196	3.254	3.392
S4	3.085	3.143	3.362

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	4.132	4.007	3.559
R3	3.909	3.784	3.497
R2	3.686	3.686	3.477
R1	3.561	3.561	3.456	3.512
PP	3.463	3.463	3.463	3.439
S1	3.338	3.338	3.416	3.289
S2	3.240	3.240	3.395
S3	3.017	3.115	3.375
S4	2.794	2.892	3.313

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.588	3.360	0.228	6.7%	0.121	3.5%	28%	False	True	60,685
10	3.703	3.360	0.343	10.0%	0.130	3.8%	18%	False	True	79,826
20	3.703	3.061	0.642	18.8%	0.122	3.5%	56%	False	False	65,597
40	3.703	2.764	0.939	27.4%	0.119	3.5%	70%	False	False	54,574

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	3.943
2.618	3.762
1.618	3.651
1.000	3.582
0.618	3.540
HIGH	3.471
0.618	3.429
0.500	3.416
0.382	3.402
LOW	3.360
0.618	3.291
1.000	3.249
1.618	3.180
2.618	3.069
4.250	2.888

Fisher Pivots for day following 19-Dec-2016
Pivot	1 day	3 day
R1	3.421	3.474
PP	3.418	3.457
S1	3.416	3.440

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

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