NYMEX Natural Gas Future November 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	2.992	3.032	0.040	1.3%	2.910
High	3.035	3.033	-0.002	-0.1%	3.060
Low	2.946	2.968	0.022	0.7%	2.910
Close	3.021	3.005	-0.016	-0.5%	3.021
Range	0.089	0.065	-0.024	-27.0%	0.150
ATR	0.088	0.086	-0.002	-1.9%	0.000
Volume	71,538	65,024	-6,514	-9.1%	479,296

Daily Pivots for day following 19-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.197	3.166	3.041
R3	3.132	3.101	3.023
R2	3.067	3.067	3.017
R1	3.036	3.036	3.011	3.019
PP	3.002	3.002	3.002	2.994
S1	2.971	2.971	2.999	2.954
S2	2.937	2.937	2.993
S3	2.872	2.906	2.987
S4	2.807	2.841	2.969

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.447	3.384	3.104
R3	3.297	3.234	3.062
R2	3.147	3.147	3.049
R1	3.084	3.084	3.035	3.116
PP	2.997	2.997	2.997	3.013
S1	2.934	2.934	3.007	2.966
S2	2.847	2.847	2.994
S3	2.697	2.784	2.980
S4	2.547	2.634	2.939

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.060	2.918	0.142	4.7%	0.084	2.8%	61%	False	False	84,027
10	3.060	2.802	0.258	8.6%	0.083	2.8%	79%	False	False	87,048
20	3.065	2.789	0.276	9.2%	0.087	2.9%	78%	False	False	66,256
40	3.091	2.767	0.324	10.8%	0.084	2.8%	73%	False	False	55,357
60	3.148	2.767	0.381	12.7%	0.086	2.8%	62%	False	False	44,132
80	3.148	2.622	0.526	17.5%	0.080	2.7%	73%	False	False	37,129
100	3.148	2.460	0.688	22.9%	0.075	2.5%	79%	False	False	31,471
120	3.148	2.424	0.724	24.1%	0.073	2.4%	80%	False	False	27,495

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.309
2.618	3.203
1.618	3.138
1.000	3.098
0.618	3.073
HIGH	3.033
0.618	3.008
0.500	3.001
0.382	2.993
LOW	2.968
0.618	2.928
1.000	2.903
1.618	2.863
2.618	2.798
4.250	2.692

Fisher Pivots for day following 19-Sep-2016
Pivot	1 day	3 day
R1	3.004	2.996
PP	3.002	2.986
S1	3.001	2.977

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

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