NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 27-Sep-2016

Day Change Summary
	Previous	Current
	26-Sep-2016	27-Sep-2016	Change	Change %	Previous Week
Open	2.949	3.011	0.062	2.1%	2.956
High	3.018	3.023	0.005	0.2%	3.098
Low	2.943	2.977	0.034	1.2%	2.890
Close	2.997	2.996	-0.001	0.0%	2.955
Range	0.075	0.046	-0.029	-38.7%	0.208
ATR	0.094	0.090	-0.003	-3.6%	0.000
Volume	44,209	45,160	951	2.2%	634,311

Daily Pivots for day following 27-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.137	3.112	3.021
R3	3.091	3.066	3.009
R2	3.045	3.045	3.004
R1	3.020	3.020	3.000	3.010
PP	2.999	2.999	2.999	2.993
S1	2.974	2.974	2.992	2.964
S2	2.953	2.953	2.988
S3	2.907	2.928	2.983
S4	2.861	2.882	2.971

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.605	3.488	3.069
R3	3.397	3.280	3.012
R2	3.189	3.189	2.993
R1	3.072	3.072	2.974	3.027
PP	2.981	2.981	2.981	2.958
S1	2.864	2.864	2.936	2.819
S2	2.773	2.773	2.917
S3	2.565	2.656	2.898
S4	2.357	2.448	2.841

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.098	2.933	0.165	5.5%	0.078	2.6%	38%	False	False	89,012
10	3.098	2.834	0.264	8.8%	0.093	3.1%	61%	False	False	117,575
20	3.098	2.665	0.433	14.5%	0.090	3.0%	76%	False	False	132,696
40	3.098	2.580	0.518	17.3%	0.089	3.0%	80%	False	False	113,784
60	3.098	2.580	0.518	17.3%	0.093	3.1%	80%	False	False	90,757
80	3.098	2.580	0.518	17.3%	0.091	3.0%	80%	False	False	78,131
100	3.098	2.277	0.821	27.4%	0.085	2.8%	88%	False	False	68,108
120	3.098	2.249	0.849	28.3%	0.082	2.7%	88%	False	False	61,015

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	3.219
2.618	3.143
1.618	3.097
1.000	3.069
0.618	3.051
HIGH	3.023
0.618	3.005
0.500	3.000
0.382	2.995
LOW	2.977
0.618	2.949
1.000	2.931
1.618	2.903
2.618	2.857
4.250	2.782

Fisher Pivots for day following 27-Sep-2016
Pivot	1 day	3 day
R1	3.000	2.990
PP	2.999	2.984
S1	2.997	2.978

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

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