NYMEX Natural Gas Future November 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	3.000	3.073	0.073	2.4%	3.032
High	3.076	3.079	0.003	0.1%	3.166
Low	2.999	3.032	0.033	1.1%	2.771
Close	3.055	3.050	-0.005	-0.2%	3.013
Range	0.077	0.047	-0.030	-39.0%	0.395
ATR	0.121	0.116	-0.005	-4.4%	0.000
Volume	92,383	116,638	24,255	26.3%	430,465

Daily Pivots for day following 27-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.195	3.169	3.076
R3	3.148	3.122	3.063
R2	3.101	3.101	3.059
R1	3.075	3.075	3.054	3.065
PP	3.054	3.054	3.054	3.048
S1	3.028	3.028	3.046	3.018
S2	3.007	3.007	3.041
S3	2.960	2.981	3.037
S4	2.913	2.934	3.024

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	13.0%	0.085	2.8%	71%	False	False	90,789
10	3.166	2.771	0.395	13.0%	0.093	3.0%	71%	False	False	90,479
20	3.166	2.771	0.395	13.0%	0.087	2.9%	71%	False	False	81,920
40	3.166	2.767	0.399	13.1%	0.083	2.7%	71%	False	False	64,336
60	3.166	2.767	0.399	13.1%	0.086	2.8%	71%	False	False	51,608
80	3.166	2.763	0.403	13.2%	0.083	2.7%	71%	False	False	43,404
100	3.166	2.460	0.706	23.1%	0.077	2.5%	84%	False	False	36,720
120	3.166	2.448	0.718	23.5%	0.074	2.4%	84%	False	False	31,973

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	0.021
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	3.279
2.618	3.202
1.618	3.155
1.000	3.126
0.618	3.108
HIGH	3.079
0.618	3.061
0.500	3.056
0.382	3.050
LOW	3.032
0.618	3.003
1.000	2.985
1.618	2.956
2.618	2.909
4.250	2.832

Fisher Pivots for day following 27-Sep-2016
Pivot	1 day	3 day
R1	3.056	3.048
PP	3.054	3.045
S1	3.052	3.043

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

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