NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 12-Oct-2016

Day Change Summary
	Previous	Current
	11-Oct-2016	12-Oct-2016	Change	Change %	Previous Week
Open	3.465	3.440	-0.025	-0.7%	3.137
High	3.478	3.451	-0.027	-0.8%	3.409
Low	3.406	3.387	-0.019	-0.6%	3.112
Close	3.429	3.410	-0.019	-0.6%	3.391
Range	0.072	0.064	-0.008	-11.1%	0.297
ATR	0.086	0.084	-0.002	-1.8%	0.000
Volume	97,191	88,269	-8,922	-9.2%	421,823

Daily Pivots for day following 12-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.608	3.573	3.445
R3	3.544	3.509	3.428
R2	3.480	3.480	3.422
R1	3.445	3.445	3.416	3.431
PP	3.416	3.416	3.416	3.409
S1	3.381	3.381	3.404	3.367
S2	3.352	3.352	3.398
S3	3.288	3.317	3.392
S4	3.224	3.253	3.375

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	4.195	4.090	3.554
R3	3.898	3.793	3.473
R2	3.601	3.601	3.445
R1	3.496	3.496	3.418	3.549
PP	3.304	3.304	3.304	3.330
S1	3.199	3.199	3.364	3.252
S2	3.007	3.007	3.337
S3	2.710	2.902	3.309
S4	2.413	2.605	3.228

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.478	3.196	0.282	8.3%	0.100	2.9%	76%	False	False	106,438
10	3.478	3.112	0.366	10.7%	0.089	2.6%	81%	False	False	82,154
20	3.478	3.112	0.366	10.7%	0.082	2.4%	81%	False	False	58,670
40	3.478	3.010	0.468	13.7%	0.080	2.4%	85%	False	False	43,592
60	3.478	3.010	0.468	13.7%	0.077	2.3%	85%	False	False	35,571
80	3.478	3.010	0.468	13.7%	0.078	2.3%	85%	False	False	29,911
100	3.478	2.867	0.611	17.9%	0.074	2.2%	89%	False	False	26,007
120	3.478	2.760	0.718	21.1%	0.070	2.0%	91%	False	False	22,722

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	0.024
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.723
2.618	3.619
1.618	3.555
1.000	3.515
0.618	3.491
HIGH	3.451
0.618	3.427
0.500	3.419
0.382	3.411
LOW	3.387
0.618	3.347
1.000	3.323
1.618	3.283
2.618	3.219
4.250	3.115

Fisher Pivots for day following 12-Oct-2016
Pivot	1 day	3 day
R1	3.419	3.417
PP	3.416	3.414
S1	3.413	3.412

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

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