NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 09-Sep-2016

Day Change Summary
	Previous	Current
	08-Sep-2016	09-Sep-2016	Change	Change %	Previous Week
Open	3.045	3.138	0.093	3.1%	3.085
High	3.151	3.168	0.017	0.5%	3.168
Low	3.045	3.107	0.062	2.0%	3.037
Close	3.144	3.119	-0.025	-0.8%	3.119
Range	0.106	0.061	-0.045	-42.5%	0.131
ATR	0.077	0.076	-0.001	-1.5%	0.000
Volume	41,569	34,303	-7,266	-17.5%	138,660

Daily Pivots for day following 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.314	3.278	3.153
R3	3.253	3.217	3.136
R2	3.192	3.192	3.130
R1	3.156	3.156	3.125	3.144
PP	3.131	3.131	3.131	3.125
S1	3.095	3.095	3.113	3.083
S2	3.070	3.070	3.108
S3	3.009	3.034	3.102
S4	2.948	2.973	3.085

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.501	3.441	3.191
R3	3.370	3.310	3.155
R2	3.239	3.239	3.143
R1	3.179	3.179	3.131	3.209
PP	3.108	3.108	3.108	3.123
S1	3.048	3.048	3.107	3.078
S2	2.977	2.977	3.095
S3	2.846	2.917	3.083
S4	2.715	2.786	3.047

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.168	3.037	0.131	4.2%	0.063	2.0%	63%	True	False	31,057
10	3.258	3.037	0.221	7.1%	0.075	2.4%	37%	False	False	29,469
20	3.258	3.010	0.248	8.0%	0.075	2.4%	44%	False	False	24,873
40	3.330	3.010	0.320	10.3%	0.074	2.4%	34%	False	False	21,703
60	3.368	3.010	0.358	11.5%	0.076	2.4%	30%	False	False	18,954
80	3.368	2.760	0.608	19.5%	0.071	2.3%	59%	False	False	16,595
100	3.368	2.760	0.608	19.5%	0.067	2.1%	59%	False	False	14,609

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.427
2.618	3.328
1.618	3.267
1.000	3.229
0.618	3.206
HIGH	3.168
0.618	3.145
0.500	3.138
0.382	3.130
LOW	3.107
0.618	3.069
1.000	3.046
1.618	3.008
2.618	2.947
4.250	2.848

Fisher Pivots for day following 09-Sep-2016
Pivot	1 day	3 day
R1	3.138	3.114
PP	3.131	3.109
S1	3.125	3.104

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

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