NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 13-Sep-2016

Day Change Summary
	Previous	Current
	12-Sep-2016	13-Sep-2016	Change	Change %	Previous Week
Open	2.910	2.978	0.068	2.3%	2.878
High	3.013	3.015	0.002	0.1%	2.944
Low	2.910	2.966	0.056	1.9%	2.802
Close	2.986	2.989	0.003	0.1%	2.890
Range	0.103	0.049	-0.054	-52.4%	0.142
ATR	0.087	0.084	-0.003	-3.1%	0.000
Volume	124,184	89,807	-34,377	-27.7%	326,160

Daily Pivots for day following 13-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.137	3.112	3.016
R3	3.088	3.063	3.002
R2	3.039	3.039	2.998
R1	3.014	3.014	2.993	3.027
PP	2.990	2.990	2.990	2.996
S1	2.965	2.965	2.985	2.978
S2	2.941	2.941	2.980
S3	2.892	2.916	2.976
S4	2.843	2.867	2.962

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.305	3.239	2.968
R3	3.163	3.097	2.929
R2	3.021	3.021	2.916
R1	2.955	2.955	2.903	2.988
PP	2.879	2.879	2.879	2.895
S1	2.813	2.813	2.877	2.846
S2	2.737	2.737	2.864
S3	2.595	2.671	2.851
S4	2.453	2.529	2.812

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.015	2.802	0.213	7.1%	0.081	2.7%	88%	True	False	95,436
10	3.055	2.802	0.253	8.5%	0.082	2.7%	74%	False	False	73,361
20	3.065	2.771	0.294	9.8%	0.082	2.7%	74%	False	False	56,523
40	3.091	2.767	0.324	10.8%	0.082	2.8%	69%	False	False	49,125
60	3.148	2.767	0.381	12.7%	0.085	2.8%	58%	False	False	39,905
80	3.148	2.572	0.576	19.3%	0.078	2.6%	72%	False	False	33,368
100	3.148	2.460	0.688	23.0%	0.074	2.5%	77%	False	False	28,553
120	3.148	2.399	0.749	25.1%	0.072	2.4%	79%	False	False	24,899

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.016
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.223
2.618	3.143
1.618	3.094
1.000	3.064
0.618	3.045
HIGH	3.015
0.618	2.996
0.500	2.991
0.382	2.985
LOW	2.966
0.618	2.936
1.000	2.917
1.618	2.887
2.618	2.838
4.250	2.758

Fisher Pivots for day following 13-Sep-2016
Pivot	1 day	3 day
R1	2.991	2.975
PP	2.990	2.961
S1	2.990	2.948

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

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