NYMEX Natural Gas Future December 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	3.389	3.465	0.076	2.2%	3.137
High	3.467	3.478	0.011	0.3%	3.409
Low	3.355	3.406	0.051	1.5%	3.112
Close	3.454	3.429	-0.025	-0.7%	3.391
Range	0.112	0.072	-0.040	-35.7%	0.297
ATR	0.087	0.086	-0.001	-1.2%	0.000
Volume	112,066	97,191	-14,875	-13.3%	421,823

Daily Pivots for day following 11-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.654	3.613	3.469
R3	3.582	3.541	3.449
R2	3.510	3.510	3.442
R1	3.469	3.469	3.436	3.454
PP	3.438	3.438	3.438	3.430
S1	3.397	3.397	3.422	3.382
S2	3.366	3.366	3.416
S3	3.294	3.325	3.409
S4	3.222	3.253	3.389

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	4.195	4.090	3.554
R3	3.898	3.793	3.473
R2	3.601	3.601	3.445
R1	3.496	3.496	3.418	3.549
PP	3.304	3.304	3.304	3.330
S1	3.199	3.199	3.364	3.252
S2	3.007	3.007	3.337
S3	2.710	2.902	3.309
S4	2.413	2.605	3.228

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.478	3.148	0.330	9.6%	0.113	3.3%	85%	True	False	102,370
10	3.478	3.112	0.366	10.7%	0.092	2.7%	87%	True	False	78,069
20	3.478	3.112	0.366	10.7%	0.084	2.5%	87%	True	False	56,227
40	3.478	3.010	0.468	13.6%	0.080	2.3%	90%	True	False	41,663
60	3.478	3.010	0.468	13.6%	0.077	2.3%	90%	True	False	34,241
80	3.478	3.010	0.468	13.6%	0.078	2.3%	90%	True	False	28,985
100	3.478	2.867	0.611	17.8%	0.074	2.1%	92%	True	False	25,168
120	3.478	2.760	0.718	20.9%	0.070	2.0%	93%	True	False	22,047

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	0.023
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.784
2.618	3.666
1.618	3.594
1.000	3.550
0.618	3.522
HIGH	3.478
0.618	3.450
0.500	3.442
0.382	3.434
LOW	3.406
0.618	3.362
1.000	3.334
1.618	3.290
2.618	3.218
4.250	3.100

Fisher Pivots for day following 11-Oct-2016
Pivot	1 day	3 day
R1	3.442	3.409
PP	3.438	3.389
S1	3.433	3.369

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

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