NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 16-Sep-2016

Day Change Summary
	Previous	Current
	15-Sep-2016	16-Sep-2016	Change	Change %	Previous Week
Open	2.895	2.918	0.023	0.8%	2.820
High	2.944	2.963	0.019	0.6%	2.978
Low	2.834	2.866	0.032	1.1%	2.820
Close	2.927	2.948	0.021	0.7%	2.948
Range	0.110	0.097	-0.013	-11.8%	0.158
ATR	0.095	0.096	0.000	0.1%	0.000
Volume	152,767	123,997	-28,770	-18.8%	781,868

Daily Pivots for day following 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.217	3.179	3.001
R3	3.120	3.082	2.975
R2	3.023	3.023	2.966
R1	2.985	2.985	2.957	3.004
PP	2.926	2.926	2.926	2.935
S1	2.888	2.888	2.939	2.907
S2	2.829	2.829	2.930
S3	2.732	2.791	2.921
S4	2.635	2.694	2.895

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.389	3.327	3.035
R3	3.231	3.169	2.991
R2	3.073	3.073	2.977
R1	3.011	3.011	2.962	3.042
PP	2.915	2.915	2.915	2.931
S1	2.853	2.853	2.934	2.884
S2	2.757	2.757	2.919
S3	2.599	2.695	2.905
S4	2.441	2.537	2.861

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.978	2.820	0.158	5.4%	0.098	3.3%	81%	False	False	156,373
10	2.978	2.665	0.313	10.6%	0.089	3.0%	90%	False	False	149,911
20	2.978	2.608	0.370	12.6%	0.095	3.2%	92%	False	False	140,587
40	2.978	2.580	0.398	13.5%	0.093	3.1%	92%	False	False	104,840
60	3.022	2.580	0.442	15.0%	0.095	3.2%	83%	False	False	83,426
80	3.022	2.358	0.664	22.5%	0.089	3.0%	89%	False	False	72,217
100	3.022	2.277	0.745	25.3%	0.084	2.8%	90%	False	False	63,064
120	3.022	2.236	0.786	26.7%	0.081	2.8%	91%	False	False	56,299

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	0.023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.375
2.618	3.217
1.618	3.120
1.000	3.060
0.618	3.023
HIGH	2.963
0.618	2.926
0.500	2.915
0.382	2.903
LOW	2.866
0.618	2.806
1.000	2.769
1.618	2.709
2.618	2.612
4.250	2.454

Fisher Pivots for day following 16-Sep-2016
Pivot	1 day	3 day
R1	2.937	2.934
PP	2.926	2.920
S1	2.915	2.906

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

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