NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 28-Sep-2016

Day Change Summary
	Previous	Current
	27-Sep-2016	28-Sep-2016	Change	Change %	Previous Week
Open	3.073	3.035	-0.038	-1.2%	3.032
High	3.079	3.043	-0.036	-1.2%	3.166
Low	3.032	2.944	-0.088	-2.9%	2.771
Close	3.050	3.002	-0.048	-1.6%	3.013
Range	0.047	0.099	0.052	110.6%	0.395
ATR	0.116	0.115	-0.001	-0.6%	0.000
Volume	116,638	137,838	21,200	18.2%	430,465

Daily Pivots for day following 28-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.293	3.247	3.056
R3	3.194	3.148	3.029
R2	3.095	3.095	3.020
R1	3.049	3.049	3.011	3.023
PP	2.996	2.996	2.996	2.983
S1	2.950	2.950	2.993	2.924
S2	2.897	2.897	2.984
S3	2.798	2.851	2.975
S4	2.699	2.752	2.948

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	2.944	0.222	7.4%	0.086	2.9%	26%	False	True	111,014
10	3.166	2.771	0.395	13.2%	0.090	3.0%	58%	False	False	93,687
20	3.166	2.771	0.395	13.2%	0.086	2.9%	58%	False	False	86,140
40	3.166	2.767	0.399	13.3%	0.084	2.8%	59%	False	False	66,946
60	3.166	2.767	0.399	13.3%	0.085	2.8%	59%	False	False	53,546
80	3.166	2.767	0.399	13.3%	0.084	2.8%	59%	False	False	44,953
100	3.166	2.460	0.706	23.5%	0.078	2.6%	77%	False	False	38,000
120	3.166	2.448	0.718	23.9%	0.074	2.5%	77%	False	False	33,070

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.464
2.618	3.302
1.618	3.203
1.000	3.142
0.618	3.104
HIGH	3.043
0.618	3.005
0.500	2.994
0.382	2.982
LOW	2.944
0.618	2.883
1.000	2.845
1.618	2.784
2.618	2.685
4.250	2.523

Fisher Pivots for day following 28-Sep-2016
Pivot	1 day	3 day
R1	2.999	3.012
PP	2.996	3.008
S1	2.994	3.005

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

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