NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 16-Aug-2016

Day Change Summary
	Previous	Current
	15-Aug-2016	16-Aug-2016	Change	Change %	Previous Week
Open	2.565	2.591	0.026	1.0%	2.749
High	2.636	2.630	-0.006	-0.2%	2.761
Low	2.561	2.580	0.019	0.7%	2.523
Close	2.590	2.617	0.027	1.0%	2.586
Range	0.075	0.050	-0.025	-33.3%	0.238
ATR	0.098	0.094	-0.003	-3.5%	0.000
Volume	102,325	98,534	-3,791	-3.7%	901,129

Daily Pivots for day following 16-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.759	2.738	2.645
R3	2.709	2.688	2.631
R2	2.659	2.659	2.626
R1	2.638	2.638	2.622	2.649
PP	2.609	2.609	2.609	2.614
S1	2.588	2.588	2.612	2.599
S2	2.559	2.559	2.608
S3	2.509	2.538	2.603
S4	2.459	2.488	2.590

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	2.650	2.523	0.127	4.9%	0.080	3.1%	74%	False	False	140,979
10	2.885	2.523	0.362	13.8%	0.089	3.4%	26%	False	False	155,116
20	2.911	2.523	0.388	14.8%	0.098	3.7%	24%	False	False	139,878
40	2.990	2.523	0.467	17.8%	0.100	3.8%	20%	False	False	100,315
60	2.990	2.271	0.719	27.5%	0.091	3.5%	48%	False	False	81,092
80	2.990	2.195	0.795	30.4%	0.085	3.2%	53%	False	False	66,890
100	2.990	2.150	0.840	32.1%	0.082	3.1%	56%	False	False	57,214
120	2.990	2.009	0.981	37.5%	0.080	3.0%	62%	False	False	49,902

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	2.843
2.618	2.761
1.618	2.711
1.000	2.680
0.618	2.661
HIGH	2.630
0.618	2.611
0.500	2.605
0.382	2.599
LOW	2.580
0.618	2.549
1.000	2.530
1.618	2.499
2.618	2.449
4.250	2.368

Fisher Pivots for day following 16-Aug-2016
Pivot	1 day	3 day
R1	2.613	2.605
PP	2.609	2.592
S1	2.605	2.580

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

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