NYMEX Natural Gas Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Sep-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Sep-2016 | 
                    23-Sep-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.140 | 
                        3.067 | 
                        -0.073 | 
                        -2.3% | 
                        3.032 | 
                     
                    
                        | High | 
                        3.166 | 
                        3.090 | 
                        -0.076 | 
                        -2.4% | 
                        3.166 | 
                     
                    
                        | Low | 
                        3.052 | 
                        2.996 | 
                        -0.056 | 
                        -1.8% | 
                        2.771 | 
                     
                    
                        | Close | 
                        3.061 | 
                        3.013 | 
                        -0.048 | 
                        -1.6% | 
                        3.013 | 
                     
                    
                        | Range | 
                        0.114 | 
                        0.094 | 
                        -0.020 | 
                        -17.5% | 
                        0.395 | 
                     
                    
                        | ATR | 
                        0.127 | 
                        0.124 | 
                        -0.002 | 
                        -1.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        108,993 | 
                        99,222 | 
                        -9,771 | 
                        -9.0% | 
                        430,465 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Sep-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.315 | 
                3.258 | 
                3.065 | 
                 | 
             
            
                | R3 | 
                3.221 | 
                3.164 | 
                3.039 | 
                 | 
             
            
                | R2 | 
                3.127 | 
                3.127 | 
                3.030 | 
                 | 
             
            
                | R1 | 
                3.070 | 
                3.070 | 
                3.022 | 
                3.052 | 
             
            
                | PP | 
                3.033 | 
                3.033 | 
                3.033 | 
                3.024 | 
             
            
                | S1 | 
                2.976 | 
                2.976 | 
                3.004 | 
                2.958 | 
             
            
                | S2 | 
                2.939 | 
                2.939 | 
                2.996 | 
                 | 
             
            
                | S3 | 
                2.845 | 
                2.882 | 
                2.987 | 
                 | 
             
            
                | S4 | 
                2.751 | 
                2.788 | 
                2.961 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Sep-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.168 | 
                3.986 | 
                3.230 | 
                 | 
             
            
                | R3 | 
                3.773 | 
                3.591 | 
                3.122 | 
                 | 
             
            
                | R2 | 
                3.378 | 
                3.378 | 
                3.085 | 
                 | 
             
            
                | R1 | 
                3.196 | 
                3.196 | 
                3.049 | 
                3.090 | 
             
            
                | PP | 
                2.983 | 
                2.983 | 
                2.983 | 
                2.930 | 
             
            
                | S1 | 
                2.801 | 
                2.801 | 
                2.977 | 
                2.695 | 
             
            
                | S2 | 
                2.588 | 
                2.588 | 
                2.941 | 
                 | 
             
            
                | S3 | 
                2.193 | 
                2.406 | 
                2.904 | 
                 | 
             
            
                | S4 | 
                1.798 | 
                2.011 | 
                2.796 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.166 | 
                2.771 | 
                0.395 | 
                13.1% | 
                0.099 | 
                3.3% | 
                61% | 
                False | 
                False | 
                86,093 | 
                 
                
                | 10 | 
                3.166 | 
                2.771 | 
                0.395 | 
                13.1% | 
                0.096 | 
                3.2% | 
                61% | 
                False | 
                False | 
                90,976 | 
                 
                
                | 20 | 
                3.166 | 
                2.771 | 
                0.395 | 
                13.1% | 
                0.090 | 
                3.0% | 
                61% | 
                False | 
                False | 
                76,053 | 
                 
                
                | 40 | 
                3.166 | 
                2.767 | 
                0.399 | 
                13.2% | 
                0.084 | 
                2.8% | 
                62% | 
                False | 
                False | 
                60,861 | 
                 
                
                | 60 | 
                3.166 | 
                2.767 | 
                0.399 | 
                13.2% | 
                0.087 | 
                2.9% | 
                62% | 
                False | 
                False | 
                48,834 | 
                 
                
                | 80 | 
                3.166 | 
                2.740 | 
                0.426 | 
                14.1% | 
                0.082 | 
                2.7% | 
                64% | 
                False | 
                False | 
                41,098 | 
                 
                
                | 100 | 
                3.166 | 
                2.460 | 
                0.706 | 
                23.4% | 
                0.077 | 
                2.6% | 
                78% | 
                False | 
                False | 
                34,770 | 
                 
                
                | 120 | 
                3.166 | 
                2.424 | 
                0.742 | 
                24.6% | 
                0.074 | 
                2.4% | 
                79% | 
                False | 
                False | 
                30,322 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.490 | 
         
        
            | 
2.618             | 
            3.336 | 
         
        
            | 
1.618             | 
            3.242 | 
         
        
            | 
1.000             | 
            3.184 | 
         
        
            | 
0.618             | 
            3.148 | 
         
        
            | 
HIGH             | 
            3.090 | 
         
        
            | 
0.618             | 
            3.054 | 
         
        
            | 
0.500             | 
            3.043 | 
         
        
            | 
0.382             | 
            3.032 | 
         
        
            | 
LOW             | 
            2.996 | 
         
        
            | 
0.618             | 
            2.938 | 
         
        
            | 
1.000             | 
            2.902 | 
         
        
            | 
1.618             | 
            2.844 | 
         
        
            | 
2.618             | 
            2.750 | 
         
        
            | 
4.250             | 
            2.597 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Sep-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.043 | 
                                2.998 | 
                             
                            
                                | PP | 
                                3.033 | 
                                2.983 | 
                             
                            
                                | S1 | 
                                3.023 | 
                                2.969 | 
                             
             
         |