NYMEX Natural Gas Future April 2017

Trading Metrics calculated at close of trading on 21-Mar-2017

Day Change Summary
	Previous	Current
	20-Mar-2017	21-Mar-2017	Change	Change %	Previous Week
Open	2.913	3.080	0.167	5.7%	3.083
High	3.085	3.113	0.028	0.9%	3.089
Low	2.902	3.033	0.131	4.5%	2.882
Close	3.041	3.093	0.052	1.7%	2.948
Range	0.183	0.080	-0.103	-56.3%	0.207
ATR	0.110	0.108	-0.002	-1.9%	0.000
Volume	133,705	138,763	5,058	3.8%	694,588

Daily Pivots for day following 21-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.320	3.286	3.137
R3	3.240	3.206	3.115
R2	3.160	3.160	3.108
R1	3.126	3.126	3.100	3.143
PP	3.080	3.080	3.080	3.088
S1	3.046	3.046	3.086	3.063
S2	3.000	3.000	3.078
S3	2.920	2.966	3.071
S4	2.840	2.886	3.049

Weekly Pivots for week ending 17-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.594	3.478	3.062
R3	3.387	3.271	3.005
R2	3.180	3.180	2.986
R1	3.064	3.064	2.967	3.019
PP	2.973	2.973	2.973	2.950
S1	2.857	2.857	2.929	2.812
S2	2.766	2.766	2.910
S3	2.559	2.650	2.891
S4	2.352	2.443	2.834

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.113	2.882	0.231	7.5%	0.103	3.3%	91%	True	False	133,923
10	3.113	2.833	0.280	9.1%	0.105	3.4%	93%	True	False	150,836
20	3.113	2.641	0.472	15.3%	0.098	3.2%	96%	True	False	160,776
40	3.499	2.641	0.858	27.7%	0.100	3.2%	53%	False	False	125,450
60	3.652	2.641	1.011	32.7%	0.110	3.5%	45%	False	False	100,202
80	3.652	2.641	1.011	32.7%	0.109	3.5%	45%	False	False	88,581

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.020
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.453
2.618	3.322
1.618	3.242
1.000	3.193
0.618	3.162
HIGH	3.113
0.618	3.082
0.500	3.073
0.382	3.064
LOW	3.033
0.618	2.984
1.000	2.953
1.618	2.904
2.618	2.824
4.250	2.693

Fisher Pivots for day following 21-Mar-2017
Pivot	1 day	3 day
R1	3.086	3.061
PP	3.080	3.029
S1	3.073	2.998

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

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