NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 29-Sep-2016

Day Change Summary
	Previous	Current
	28-Sep-2016	29-Sep-2016	Change	Change %	Previous Week
Open	3.035	3.010	-0.025	-0.8%	3.032
High	3.043	3.032	-0.011	-0.4%	3.166
Low	2.944	2.956	0.012	0.4%	2.771
Close	3.002	2.959	-0.043	-1.4%	3.013
Range	0.099	0.076	-0.023	-23.2%	0.395
ATR	0.115	0.112	-0.003	-2.4%	0.000
Volume	137,838	131,811	-6,027	-4.4%	430,465

Daily Pivots for day following 29-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.210	3.161	3.001
R3	3.134	3.085	2.980
R2	3.058	3.058	2.973
R1	3.009	3.009	2.966	2.996
PP	2.982	2.982	2.982	2.976
S1	2.933	2.933	2.952	2.920
S2	2.906	2.906	2.945
S3	2.830	2.857	2.938
S4	2.754	2.781	2.917

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	3.090	2.944	0.146	4.9%	0.079	2.7%	10%	False	False	115,578
10	3.166	2.771	0.395	13.3%	0.088	3.0%	48%	False	False	98,067
20	3.166	2.771	0.395	13.3%	0.086	2.9%	48%	False	False	90,109
40	3.166	2.767	0.399	13.5%	0.083	2.8%	48%	False	False	69,074
60	3.166	2.767	0.399	13.5%	0.084	2.8%	48%	False	False	55,348
80	3.166	2.767	0.399	13.5%	0.084	2.8%	48%	False	False	46,342
100	3.166	2.460	0.706	23.9%	0.078	2.6%	71%	False	False	39,218
120	3.166	2.460	0.706	23.9%	0.075	2.5%	71%	False	False	34,123

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.355
2.618	3.231
1.618	3.155
1.000	3.108
0.618	3.079
HIGH	3.032
0.618	3.003
0.500	2.994
0.382	2.985
LOW	2.956
0.618	2.909
1.000	2.880
1.618	2.833
2.618	2.757
4.250	2.633

Fisher Pivots for day following 29-Sep-2016
Pivot	1 day	3 day
R1	2.994	3.012
PP	2.982	2.994
S1	2.971	2.977

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

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