NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 11-Oct-2016

Day Change Summary
	Previous	Current
	10-Oct-2016	11-Oct-2016	Change	Change %	Previous Week
Open	3.194	3.272	0.078	2.4%	2.905
High	3.289	3.300	0.011	0.3%	3.218
Low	3.154	3.209	0.055	1.7%	2.866
Close	3.275	3.237	-0.038	-1.2%	3.193
Range	0.135	0.091	-0.044	-32.6%	0.352
ATR	0.117	0.115	-0.002	-1.6%	0.000
Volume	204,357	187,557	-16,800	-8.2%	928,918

Daily Pivots for day following 11-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.522	3.470	3.287
R3	3.431	3.379	3.262
R2	3.340	3.340	3.254
R1	3.288	3.288	3.245	3.269
PP	3.249	3.249	3.249	3.239
S1	3.197	3.197	3.229	3.178
S2	3.158	3.158	3.220
S3	3.067	3.106	3.212
S4	2.976	3.015	3.187

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	4.148	4.023	3.387
R3	3.796	3.671	3.290
R2	3.444	3.444	3.258
R1	3.319	3.319	3.225	3.382
PP	3.092	3.092	3.092	3.124
S1	2.967	2.967	3.161	3.030
S2	2.740	2.740	3.128
S3	2.388	2.615	3.096
S4	2.036	2.263	2.999

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.300	2.922	0.378	11.7%	0.133	4.1%	83%	True	False	209,775
10	3.300	2.866	0.434	13.4%	0.111	3.4%	85%	True	False	175,862
20	3.300	2.771	0.529	16.3%	0.102	3.1%	88%	True	False	133,170
40	3.300	2.771	0.529	16.3%	0.092	2.8%	88%	True	False	94,846
60	3.300	2.767	0.533	16.5%	0.089	2.7%	88%	True	False	77,140
80	3.300	2.767	0.533	16.5%	0.089	2.8%	88%	True	False	63,222
100	3.300	2.572	0.728	22.5%	0.083	2.6%	91%	True	False	53,329
120	3.300	2.460	0.840	25.9%	0.079	2.4%	93%	True	False	45,990

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
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	0.028
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.687
2.618	3.538
1.618	3.447
1.000	3.391
0.618	3.356
HIGH	3.300
0.618	3.265
0.500	3.255
0.382	3.244
LOW	3.209
0.618	3.153
1.000	3.118
1.618	3.062
2.618	2.971
4.250	2.822

Fisher Pivots for day following 11-Oct-2016
Pivot	1 day	3 day
R1	3.255	3.211
PP	3.249	3.184
S1	3.243	3.158

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

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