NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 05-Aug-2016

Day Change Summary
	Previous	Current
	04-Aug-2016	05-Aug-2016	Change	Change %	Previous Week
Open	2.842	2.829	-0.013	-0.5%	2.840
High	2.885	2.832	-0.053	-1.8%	2.885
Low	2.810	2.756	-0.054	-1.9%	2.722
Close	2.834	2.772	-0.062	-2.2%	2.772
Range	0.075	0.076	0.001	1.3%	0.163
ATR	0.102	0.100	-0.002	-1.7%	0.000
Volume	148,296	145,174	-3,122	-2.1%	685,366

Daily Pivots for day following 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.015	2.969	2.814
R3	2.939	2.893	2.793
R2	2.863	2.863	2.786
R1	2.817	2.817	2.779	2.802
PP	2.787	2.787	2.787	2.779
S1	2.741	2.741	2.765	2.726
S2	2.711	2.711	2.758
S3	2.635	2.665	2.751
S4	2.559	2.589	2.730

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.282	3.190	2.862
R3	3.119	3.027	2.817
R2	2.956	2.956	2.802
R1	2.864	2.864	2.787	2.829
PP	2.793	2.793	2.793	2.775
S1	2.701	2.701	2.757	2.666
S2	2.630	2.630	2.742
S3	2.467	2.538	2.727
S4	2.304	2.375	2.682

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.885	2.722	0.163	5.9%	0.095	3.4%	31%	False	False	137,073
10	2.911	2.645	0.266	9.6%	0.105	3.8%	48%	False	False	140,935
20	2.911	2.591	0.320	11.5%	0.101	3.6%	57%	False	False	112,637
40	2.990	2.591	0.399	14.4%	0.097	3.5%	45%	False	False	80,076
60	2.990	2.195	0.795	28.7%	0.088	3.2%	73%	False	False	65,653
80	2.990	2.191	0.799	28.8%	0.084	3.0%	73%	False	False	55,004
100	2.990	2.150	0.840	30.3%	0.081	2.9%	74%	False	False	47,026
120	2.990	2.009	0.981	35.4%	0.078	2.8%	78%	False	False	41,228

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	0.025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.155
2.618	3.031
1.618	2.955
1.000	2.908
0.618	2.879
HIGH	2.832
0.618	2.803
0.500	2.794
0.382	2.785
LOW	2.756
0.618	2.709
1.000	2.680
1.618	2.633
2.618	2.557
4.250	2.433

Fisher Pivots for day following 05-Aug-2016
Pivot	1 day	3 day
R1	2.794	2.804
PP	2.787	2.793
S1	2.779	2.783

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

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