NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 19-Sep-2016

Day Change Summary
	Previous	Current
	16-Sep-2016	19-Sep-2016	Change	Change %	Previous Week
Open	2.918	2.956	0.038	1.3%	2.820
High	2.963	2.958	-0.005	-0.2%	2.978
Low	2.866	2.890	0.024	0.8%	2.820
Close	2.948	2.934	-0.014	-0.5%	2.948
Range	0.097	0.068	-0.029	-29.9%	0.158
ATR	0.096	0.094	-0.002	-2.1%	0.000
Volume	123,997	106,540	-17,457	-14.1%	781,868

Daily Pivots for day following 19-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.131	3.101	2.971
R3	3.063	3.033	2.953
R2	2.995	2.995	2.946
R1	2.965	2.965	2.940	2.946
PP	2.927	2.927	2.927	2.918
S1	2.897	2.897	2.928	2.878
S2	2.859	2.859	2.922
S3	2.791	2.829	2.915
S4	2.723	2.761	2.897

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	2.834	0.144	4.9%	0.091	3.1%	69%	False	False	139,734
10	2.978	2.665	0.313	10.7%	0.090	3.1%	86%	False	False	151,684
20	2.978	2.632	0.346	11.8%	0.093	3.2%	87%	False	False	141,282
40	2.978	2.580	0.398	13.6%	0.091	3.1%	89%	False	False	106,552
60	3.022	2.580	0.442	15.1%	0.094	3.2%	80%	False	False	84,646
80	3.022	2.392	0.630	21.5%	0.089	3.0%	86%	False	False	73,219
100	3.022	2.277	0.745	25.4%	0.084	2.9%	88%	False	False	63,777
120	3.022	2.236	0.786	26.8%	0.081	2.8%	89%	False	False	57,005

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.247
2.618	3.136
1.618	3.068
1.000	3.026
0.618	3.000
HIGH	2.958
0.618	2.932
0.500	2.924
0.382	2.916
LOW	2.890
0.618	2.848
1.000	2.822
1.618	2.780
2.618	2.712
4.250	2.601

Fisher Pivots for day following 19-Sep-2016
Pivot	1 day	3 day
R1	2.931	2.922
PP	2.927	2.910
S1	2.924	2.899

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

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