Thompson won the Kingsmill Championship last month in Virginia for her eighth LPGA Tour title after losing the ANA Inspiration in a playoff after being penalized four strokes for a rules violation reported by a television viewer.
The fans, she said, bring her special joy. "Hopefully, that just gives me a little bit more motivation going into tomorrow".
"After the third one, I'm like, oh, here we go, when am I going to make my first par?"
"I set a goal for myself at the beginning of the week and so far I'm reaching it", she said. I was never really in trouble except on 10, I missed the drive left, but that was really the only thing.
Weather pushed back the start time a couple hours as the Blythefield grounds crew dried the course.
The par-5 5th was converted to a par 3 Saturday due to standing water after torrential rain blew through the Grand Rapids area overnight Friday and into Saturday morning.
NZ build on lead over USA in America's Cup
Race Two: Emirates Team New Zealand beat ORACLE TEAM USA by 1 minute and 28 seconds. Although they have won three races, the Kiwis lead Oracle 2-0.
A three-times victor on the LPGA Tour, Henderson has recorded just one top-five finish this season.
"Could have been really close to being a great shot", Henderson said.
"It's been a packed leaderboard since the very first shot on the first hole", Henderson said.
"Unfortunately, the two bogeys just came at the end and kind of put a damper on the round, but I'm still leading it looks like by two at this point", Henderson added.
Her successor, Thailand's Ariya Jutanugarn, is eight off the pace.
Seven players are tied at 10-under: 2014 champion Mirim Lee, Cristie Kerr, Madelene Sagstrom, Stacy Lewis, Emily Pederson, Shanshan Feng and Mi Jung Hur.