NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 15-Sep-2016

Day Change Summary
	Previous	Current
	14-Sep-2016	15-Sep-2016	Change	Change %	Previous Week
Open	2.899	2.895	-0.004	-0.1%	2.764
High	2.978	2.944	-0.034	-1.1%	2.844
Low	2.852	2.834	-0.018	-0.6%	2.665
Close	2.889	2.927	0.038	1.3%	2.797
Range	0.126	0.110	-0.016	-12.7%	0.179
ATR	0.094	0.095	0.001	1.2%	0.000
Volume	175,313	152,767	-22,546	-12.9%	628,432

Daily Pivots for day following 15-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.232	3.189	2.988
R3	3.122	3.079	2.957
R2	3.012	3.012	2.947
R1	2.969	2.969	2.937	2.991
PP	2.902	2.902	2.902	2.912
S1	2.859	2.859	2.917	2.881
S2	2.792	2.792	2.907
S3	2.682	2.749	2.897
S4	2.572	2.639	2.867

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	2.978	2.783	0.195	6.7%	0.091	3.1%	74%	False	False	161,508
10	2.978	2.665	0.313	10.7%	0.090	3.1%	84%	False	False	153,262
20	2.978	2.608	0.370	12.6%	0.095	3.2%	86%	False	False	139,013
40	2.978	2.580	0.398	13.6%	0.092	3.2%	87%	False	False	102,761
60	3.022	2.580	0.442	15.1%	0.095	3.2%	79%	False	False	81,959
80	3.022	2.358	0.664	22.7%	0.089	3.0%	86%	False	False	70,946
100	3.022	2.277	0.745	25.5%	0.083	2.8%	87%	False	False	62,002
120	3.022	2.236	0.786	26.9%	0.081	2.8%	88%	False	False	55,479

Crabel Price Patterns
NR	True
NR4	False
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	0.020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.412
2.618	3.232
1.618	3.122
1.000	3.054
0.618	3.012
HIGH	2.944
0.618	2.902
0.500	2.889
0.382	2.876
LOW	2.834
0.618	2.766
1.000	2.724
1.618	2.656
2.618	2.546
4.250	2.367

Fisher Pivots for day following 15-Sep-2016
Pivot	1 day	3 day
R1	2.914	2.920
PP	2.902	2.913
S1	2.889	2.906

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

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