NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 15-Sep-2016

Day Change Summary
	Previous	Current
	14-Sep-2016	15-Sep-2016	Change	Change %	Previous Week
Open	2.981	2.972	-0.009	-0.3%	2.878
High	3.060	3.015	-0.045	-1.5%	2.944
Low	2.938	2.918	-0.020	-0.7%	2.802
Close	2.969	3.002	0.033	1.1%	2.890
Range	0.122	0.097	-0.025	-20.5%	0.142
ATR	0.087	0.088	0.001	0.8%	0.000
Volume	105,758	88,009	-17,749	-16.8%	326,160

Daily Pivots for day following 15-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.269	3.233	3.055
R3	3.172	3.136	3.029
R2	3.075	3.075	3.020
R1	3.039	3.039	3.011	3.057
PP	2.978	2.978	2.978	2.988
S1	2.942	2.942	2.993	2.960
S2	2.881	2.881	2.984
S3	2.784	2.845	2.975
S4	2.687	2.748	2.949

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	3.060	2.880	0.180	6.0%	0.087	2.9%	68%	False	False	99,525
10	3.060	2.802	0.258	8.6%	0.083	2.8%	78%	False	False	82,151
20	3.065	2.771	0.294	9.8%	0.088	2.9%	79%	False	False	63,308
40	3.091	2.767	0.324	10.8%	0.084	2.8%	73%	False	False	53,029
60	3.148	2.767	0.381	12.7%	0.086	2.9%	62%	False	False	42,489
80	3.148	2.572	0.576	19.2%	0.080	2.7%	75%	False	False	35,645
100	3.148	2.460	0.688	22.9%	0.075	2.5%	79%	False	False	30,345
120	3.148	2.424	0.724	24.1%	0.072	2.4%	80%	False	False	26,443

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	0.018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.427
2.618	3.269
1.618	3.172
1.000	3.112
0.618	3.075
HIGH	3.015
0.618	2.978
0.500	2.967
0.382	2.955
LOW	2.918
0.618	2.858
1.000	2.821
1.618	2.761
2.618	2.664
4.250	2.506

Fisher Pivots for day following 15-Sep-2016
Pivot	1 day	3 day
R1	2.990	2.998
PP	2.978	2.993
S1	2.967	2.989

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

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