NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 02-Aug-2016

Day Change Summary
	Previous	Current
	01-Aug-2016	02-Aug-2016	Change	Change %	Previous Week
Open	2.840	2.774	-0.066	-2.3%	2.745
High	2.876	2.799	-0.077	-2.7%	2.911
Low	2.768	2.728	-0.040	-1.4%	2.645
Close	2.771	2.733	-0.038	-1.4%	2.876
Range	0.108	0.071	-0.037	-34.3%	0.266
ATR	0.104	0.101	-0.002	-2.2%	0.000
Volume	128,411	107,781	-20,630	-16.1%	723,990

Daily Pivots for day following 02-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.966	2.921	2.772
R3	2.895	2.850	2.753
R2	2.824	2.824	2.746
R1	2.779	2.779	2.740	2.766
PP	2.753	2.753	2.753	2.747
S1	2.708	2.708	2.726	2.695
S2	2.682	2.682	2.720
S3	2.611	2.637	2.713
S4	2.540	2.566	2.694

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.609	3.508	3.022
R3	3.343	3.242	2.949
R2	3.077	3.077	2.925
R1	2.976	2.976	2.900	3.027
PP	2.811	2.811	2.811	2.836
S1	2.710	2.710	2.852	2.761
S2	2.545	2.545	2.827
S3	2.279	2.444	2.803
S4	2.013	2.178	2.730

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.911	2.645	0.266	9.7%	0.114	4.2%	33%	False	False	145,631
10	2.911	2.591	0.320	11.7%	0.106	3.9%	44%	False	False	124,640
20	2.911	2.591	0.320	11.7%	0.101	3.7%	44%	False	False	98,910
40	2.990	2.532	0.458	16.8%	0.097	3.5%	44%	False	False	75,017
60	2.990	2.195	0.795	29.1%	0.086	3.1%	68%	False	False	59,506
80	2.990	2.191	0.799	29.2%	0.083	3.0%	68%	False	False	50,174
100	2.990	2.143	0.847	31.0%	0.080	2.9%	70%	False	False	42,853
120	2.990	2.009	0.981	35.9%	0.077	2.8%	74%	False	False	37,714

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.026
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	3.101
2.618	2.985
1.618	2.914
1.000	2.870
0.618	2.843
HIGH	2.799
0.618	2.772
0.500	2.764
0.382	2.755
LOW	2.728
0.618	2.684
1.000	2.657
1.618	2.613
2.618	2.542
4.250	2.426

Fisher Pivots for day following 02-Aug-2016
Pivot	1 day	3 day
R1	2.764	2.820
PP	2.753	2.791
S1	2.743	2.762

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

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