NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 12-Oct-2016

Day Change Summary
	Previous	Current
	11-Oct-2016	12-Oct-2016	Change	Change %	Previous Week
Open	3.272	3.223	-0.049	-1.5%	2.905
High	3.300	3.260	-0.040	-1.2%	3.218
Low	3.209	3.184	-0.025	-0.8%	2.866
Close	3.237	3.210	-0.027	-0.8%	3.193
Range	0.091	0.076	-0.015	-16.5%	0.352
ATR	0.115	0.112	-0.003	-2.4%	0.000
Volume	187,557	171,806	-15,751	-8.4%	928,918

Daily Pivots for day following 12-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.446	3.404	3.252
R3	3.370	3.328	3.231
R2	3.294	3.294	3.224
R1	3.252	3.252	3.217	3.235
PP	3.218	3.218	3.218	3.210
S1	3.176	3.176	3.203	3.159
S2	3.142	3.142	3.196
S3	3.066	3.100	3.189
S4	2.990	3.024	3.168

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	2.972	0.328	10.2%	0.121	3.8%	73%	False	False	209,932
10	3.300	2.866	0.434	13.5%	0.108	3.4%	79%	False	False	179,259
20	3.300	2.771	0.529	16.5%	0.099	3.1%	83%	False	False	136,473
40	3.300	2.771	0.529	16.5%	0.093	2.9%	83%	False	False	98,518
60	3.300	2.767	0.533	16.6%	0.089	2.8%	83%	False	False	79,700
80	3.300	2.767	0.533	16.6%	0.089	2.8%	83%	False	False	65,083
100	3.300	2.572	0.728	22.7%	0.083	2.6%	88%	False	False	54,986
120	3.300	2.460	0.840	26.2%	0.079	2.5%	89%	False	False	47,378

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.583
2.618	3.459
1.618	3.383
1.000	3.336
0.618	3.307
HIGH	3.260
0.618	3.231
0.500	3.222
0.382	3.213
LOW	3.184
0.618	3.137
1.000	3.108
1.618	3.061
2.618	2.985
4.250	2.861

Fisher Pivots for day following 12-Oct-2016
Pivot	1 day	3 day
R1	3.222	3.227
PP	3.218	3.221
S1	3.214	3.216

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

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