NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 21-Sep-2016

Day Change Summary
	Previous	Current
	20-Sep-2016	21-Sep-2016	Change	Change %	Previous Week
Open	2.936	3.078	0.142	4.8%	2.820
High	3.072	3.098	0.026	0.8%	2.978
Low	2.935	3.029	0.094	3.2%	2.820
Close	3.047	3.057	0.010	0.3%	2.948
Range	0.137	0.069	-0.068	-49.6%	0.158
ATR	0.097	0.095	-0.002	-2.1%	0.000
Volume	172,079	129,474	-42,605	-24.8%	781,868

Daily Pivots for day following 21-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.268	3.232	3.095
R3	3.199	3.163	3.076
R2	3.130	3.130	3.070
R1	3.094	3.094	3.063	3.078
PP	3.061	3.061	3.061	3.053
S1	3.025	3.025	3.051	3.009
S2	2.992	2.992	3.044
S3	2.923	2.956	3.038
S4	2.854	2.887	3.019

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	3.098	2.834	0.264	8.6%	0.096	3.1%	84%	True	False	136,971
10	3.098	2.679	0.419	13.7%	0.097	3.2%	90%	True	False	155,221
20	3.098	2.665	0.433	14.2%	0.094	3.1%	91%	True	False	144,303
40	3.098	2.580	0.518	16.9%	0.092	3.0%	92%	True	False	111,933
60	3.098	2.580	0.518	16.9%	0.095	3.1%	92%	True	False	88,733
80	3.098	2.430	0.668	21.9%	0.090	2.9%	94%	True	False	75,979
100	3.098	2.277	0.821	26.9%	0.084	2.8%	95%	True	False	65,892
120	3.098	2.236	0.862	28.2%	0.082	2.7%	95%	True	False	59,084

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	0.021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.391
2.618	3.279
1.618	3.210
1.000	3.167
0.618	3.141
HIGH	3.098
0.618	3.072
0.500	3.064
0.382	3.055
LOW	3.029
0.618	2.986
1.000	2.960
1.618	2.917
2.618	2.848
4.250	2.736

Fisher Pivots for day following 21-Sep-2016
Pivot	1 day	3 day
R1	3.064	3.036
PP	3.061	3.015
S1	3.059	2.994

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

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