NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 09-Sep-2016

Day Change Summary
	Previous	Current
	08-Sep-2016	09-Sep-2016	Change	Change %	Previous Week
Open	2.681	2.810	0.129	4.8%	2.764
High	2.821	2.844	0.023	0.8%	2.844
Low	2.679	2.783	0.104	3.9%	2.665
Close	2.806	2.797	-0.009	-0.3%	2.797
Range	0.142	0.061	-0.081	-57.0%	0.179
ATR	0.095	0.092	-0.002	-2.5%	0.000
Volume	212,586	149,669	-62,917	-29.6%	628,432

Daily Pivots for day following 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.991	2.955	2.831
R3	2.930	2.894	2.814
R2	2.869	2.869	2.808
R1	2.833	2.833	2.803	2.821
PP	2.808	2.808	2.808	2.802
S1	2.772	2.772	2.791	2.760
S2	2.747	2.747	2.786
S3	2.686	2.711	2.780
S4	2.625	2.650	2.763

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.306	3.230	2.895
R3	3.127	3.051	2.846
R2	2.948	2.948	2.830
R1	2.872	2.872	2.813	2.910
PP	2.769	2.769	2.769	2.788
S1	2.693	2.693	2.781	2.731
S2	2.590	2.590	2.764
S3	2.411	2.514	2.748
S4	2.232	2.335	2.699

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.844	2.665	0.179	6.4%	0.080	2.8%	74%	True	False	143,449
10	2.949	2.665	0.284	10.2%	0.091	3.2%	46%	False	False	142,209
20	2.949	2.580	0.369	13.2%	0.089	3.2%	59%	False	False	119,692
40	2.949	2.580	0.369	13.2%	0.091	3.2%	59%	False	False	89,630
60	3.022	2.580	0.442	15.8%	0.093	3.3%	49%	False	False	73,125
80	3.022	2.277	0.745	26.6%	0.087	3.1%	70%	False	False	63,949
100	3.022	2.277	0.745	26.6%	0.083	3.0%	70%	False	False	56,556
120	3.022	2.201	0.821	29.4%	0.080	2.9%	73%	False	False	50,599

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.103
2.618	3.004
1.618	2.943
1.000	2.905
0.618	2.882
HIGH	2.844
0.618	2.821
0.500	2.814
0.382	2.806
LOW	2.783
0.618	2.745
1.000	2.722
1.618	2.684
2.618	2.623
4.250	2.524

Fisher Pivots for day following 09-Sep-2016
Pivot	1 day	3 day
R1	2.814	2.783
PP	2.808	2.769
S1	2.803	2.755

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

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