NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 15-Aug-2016

Day Change Summary
	Previous	Current
	12-Aug-2016	15-Aug-2016	Change	Change %	Previous Week
Open	2.535	2.565	0.030	1.2%	2.749
High	2.625	2.636	0.011	0.4%	2.761
Low	2.523	2.561	0.038	1.5%	2.523
Close	2.586	2.590	0.004	0.2%	2.586
Range	0.102	0.075	-0.027	-26.5%	0.238
ATR	0.100	0.098	-0.002	-1.8%	0.000
Volume	134,470	102,325	-32,145	-23.9%	901,129

Daily Pivots for day following 15-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.821	2.780	2.631
R3	2.746	2.705	2.611
R2	2.671	2.671	2.604
R1	2.630	2.630	2.597	2.651
PP	2.596	2.596	2.596	2.606
S1	2.555	2.555	2.583	2.576
S2	2.521	2.521	2.576
S3	2.446	2.480	2.569
S4	2.371	2.405	2.549

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.337	3.200	2.717
R3	3.099	2.962	2.651
R2	2.861	2.861	2.630
R1	2.724	2.724	2.608	2.674
PP	2.623	2.623	2.623	2.598
S1	2.486	2.486	2.564	2.436
S2	2.385	2.385	2.542
S3	2.147	2.248	2.521
S4	1.909	2.010	2.455

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.744	2.523	0.221	8.5%	0.098	3.8%	30%	False	False	165,514
10	2.885	2.523	0.362	14.0%	0.091	3.5%	19%	False	False	156,040
20	2.911	2.523	0.388	15.0%	0.099	3.8%	17%	False	False	138,339
40	2.990	2.523	0.467	18.0%	0.101	3.9%	14%	False	False	98,675
60	2.990	2.271	0.719	27.8%	0.091	3.5%	44%	False	False	79,873
80	2.990	2.195	0.795	30.7%	0.085	3.3%	50%	False	False	65,994
100	2.990	2.150	0.840	32.4%	0.082	3.2%	52%	False	False	56,360
120	2.990	2.009	0.981	37.9%	0.080	3.1%	59%	False	False	49,188

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.955
2.618	2.832
1.618	2.757
1.000	2.711
0.618	2.682
HIGH	2.636
0.618	2.607
0.500	2.599
0.382	2.590
LOW	2.561
0.618	2.515
1.000	2.486
1.618	2.440
2.618	2.365
4.250	2.242

Fisher Pivots for day following 15-Aug-2016
Pivot	1 day	3 day
R1	2.599	2.587
PP	2.596	2.583
S1	2.593	2.580

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

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