NYMEX Natural Gas Future December 2016

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

Day Change Summary
	Previous	Current
	09-Sep-2016	12-Sep-2016	Change	Change %	Previous Week
Open	3.138	3.133	-0.005	-0.2%	3.085
High	3.168	3.229	0.061	1.9%	3.168
Low	3.107	3.133	0.026	0.8%	3.037
Close	3.119	3.179	0.060	1.9%	3.119
Range	0.061	0.096	0.035	57.4%	0.131
ATR	0.076	0.078	0.002	3.2%	0.000
Volume	34,303	46,350	12,047	35.1%	138,660

Daily Pivots for day following 12-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.468	3.420	3.232
R3	3.372	3.324	3.205
R2	3.276	3.276	3.197
R1	3.228	3.228	3.188	3.252
PP	3.180	3.180	3.180	3.193
S1	3.132	3.132	3.170	3.156
S2	3.084	3.084	3.161
S3	2.988	3.036	3.153
S4	2.892	2.940	3.126

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	3.229	3.037	0.192	6.0%	0.073	2.3%	74%	True	False	37,002
10	3.255	3.037	0.218	6.9%	0.076	2.4%	65%	False	False	31,554
20	3.258	3.010	0.248	7.8%	0.076	2.4%	68%	False	False	26,192
40	3.330	3.010	0.320	10.1%	0.075	2.3%	53%	False	False	22,643
60	3.368	3.010	0.358	11.3%	0.076	2.4%	47%	False	False	19,544
80	3.368	2.760	0.608	19.1%	0.072	2.3%	69%	False	False	17,104
100	3.368	2.760	0.608	19.1%	0.067	2.1%	69%	False	False	14,973

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.637
2.618	3.480
1.618	3.384
1.000	3.325
0.618	3.288
HIGH	3.229
0.618	3.192
0.500	3.181
0.382	3.170
LOW	3.133
0.618	3.074
1.000	3.037
1.618	2.978
2.618	2.882
4.250	2.725

Fisher Pivots for day following 12-Sep-2016
Pivot	1 day	3 day
R1	3.181	3.165
PP	3.180	3.151
S1	3.180	3.137

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

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