NYMEX Natural Gas Future March 2017

Trading Metrics calculated at close of trading on 05-Jan-2017

Day Change Summary
	Previous	Current
	04-Jan-2017	05-Jan-2017	Change	Change %	Previous Week
Open	3.310	3.236	-0.074	-2.2%	3.700
High	3.348	3.332	-0.016	-0.5%	3.828
Low	3.224	3.165	-0.059	-1.8%	3.615
Close	3.249	3.268	0.019	0.6%	3.684
Range	0.124	0.167	0.043	34.7%	0.213
ATR	0.160	0.160	0.001	0.3%	0.000
Volume	66,857	84,512	17,655	26.4%	184,682

Daily Pivots for day following 05-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.756	3.679	3.360
R3	3.589	3.512	3.314
R2	3.422	3.422	3.299
R1	3.345	3.345	3.283	3.384
PP	3.255	3.255	3.255	3.274
S1	3.178	3.178	3.253	3.217
S2	3.088	3.088	3.237
S3	2.921	3.011	3.222
S4	2.754	2.844	3.176

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	4.348	4.229	3.801
R3	4.135	4.016	3.743
R2	3.922	3.922	3.723
R1	3.803	3.803	3.704	3.756
PP	3.709	3.709	3.709	3.686
S1	3.590	3.590	3.664	3.543
S2	3.496	3.496	3.645
S3	3.283	3.377	3.625
S4	3.070	3.164	3.567

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.809	3.165	0.644	19.7%	0.165	5.0%	16%	False	True	68,246
10	3.828	3.165	0.663	20.3%	0.164	5.0%	16%	False	True	58,181
20	3.828	3.165	0.663	20.3%	0.148	4.5%	16%	False	True	67,208
40	3.828	2.764	1.064	32.6%	0.132	4.0%	47%	False	False	57,912
60	3.828	2.764	1.064	32.6%	0.120	3.7%	47%	False	False	51,508

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.042
2.618	3.769
1.618	3.602
1.000	3.499
0.618	3.435
HIGH	3.332
0.618	3.268
0.500	3.249
0.382	3.229
LOW	3.165
0.618	3.062
1.000	2.998
1.618	2.895
2.618	2.728
4.250	2.455

Fisher Pivots for day following 05-Jan-2017
Pivot	1 day	3 day
R1	3.262	3.351
PP	3.255	3.323
S1	3.249	3.296

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

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