NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 29-Aug-2016

Day Change Summary
	Previous	Current
	26-Aug-2016	29-Aug-2016	Change	Change %	Previous Week
Open	3.013	3.005	-0.008	-0.3%	2.789
High	3.065	3.050	-0.015	-0.5%	3.065
Low	2.964	2.981	0.017	0.6%	2.789
Close	3.030	3.011	-0.019	-0.6%	3.030
Range	0.101	0.069	-0.032	-31.7%	0.276
ATR	0.086	0.084	-0.001	-1.4%	0.000
Volume	49,588	42,105	-7,483	-15.1%	219,072

Daily Pivots for day following 29-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.221	3.185	3.049
R3	3.152	3.116	3.030
R2	3.083	3.083	3.024
R1	3.047	3.047	3.017	3.065
PP	3.014	3.014	3.014	3.023
S1	2.978	2.978	3.005	2.996
S2	2.945	2.945	2.998
S3	2.876	2.909	2.992
S4	2.807	2.840	2.973

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.789	3.686	3.182
R3	3.513	3.410	3.106
R2	3.237	3.237	3.081
R1	3.134	3.134	3.055	3.186
PP	2.961	2.961	2.961	2.987
S1	2.858	2.858	3.005	2.910
S2	2.685	2.685	2.979
S3	2.409	2.582	2.954
S4	2.133	2.306	2.878

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.065	2.817	0.248	8.2%	0.096	3.2%	78%	False	False	40,989
10	3.065	2.771	0.294	9.8%	0.082	2.7%	82%	False	False	39,684
20	3.067	2.767	0.300	10.0%	0.080	2.6%	81%	False	False	46,753
40	3.115	2.767	0.348	11.6%	0.085	2.8%	70%	False	False	36,452
60	3.148	2.763	0.385	12.8%	0.081	2.7%	64%	False	False	30,565
80	3.148	2.460	0.688	22.8%	0.075	2.5%	80%	False	False	25,420
100	3.148	2.448	0.700	23.2%	0.071	2.4%	80%	False	False	21,983
120	3.148	2.316	0.832	27.6%	0.070	2.3%	84%	False	False	19,155

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.343
2.618	3.231
1.618	3.162
1.000	3.119
0.618	3.093
HIGH	3.050
0.618	3.024
0.500	3.016
0.382	3.007
LOW	2.981
0.618	2.938
1.000	2.912
1.618	2.869
2.618	2.800
4.250	2.688

Fisher Pivots for day following 29-Aug-2016
Pivot	1 day	3 day
R1	3.016	3.004
PP	3.014	2.996
S1	3.013	2.989

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

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