NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 19-Aug-2016

Day Change Summary
	Previous	Current
	18-Aug-2016	19-Aug-2016	Change	Change %	Previous Week
Open	2.615	2.660	0.045	1.7%	2.565
High	2.697	2.670	-0.027	-1.0%	2.697
Low	2.602	2.569	-0.033	-1.3%	2.561
Close	2.674	2.584	-0.090	-3.4%	2.584
Range	0.095	0.101	0.006	6.3%	0.136
ATR	0.092	0.093	0.001	1.0%	0.000
Volume	146,982	122,687	-24,295	-16.5%	592,548

Daily Pivots for day following 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.911	2.848	2.640
R3	2.810	2.747	2.612
R2	2.709	2.709	2.603
R1	2.646	2.646	2.593	2.627
PP	2.608	2.608	2.608	2.598
S1	2.545	2.545	2.575	2.526
S2	2.507	2.507	2.565
S3	2.406	2.444	2.556
S4	2.305	2.343	2.528

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.022	2.939	2.659
R3	2.886	2.803	2.621
R2	2.750	2.750	2.609
R1	2.667	2.667	2.596	2.709
PP	2.614	2.614	2.614	2.635
S1	2.531	2.531	2.572	2.573
S2	2.478	2.478	2.559
S3	2.342	2.395	2.547
S4	2.206	2.259	2.509

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.697	2.561	0.136	5.3%	0.077	3.0%	17%	False	False	118,509
10	2.761	2.523	0.238	9.2%	0.086	3.3%	26%	False	False	149,367
20	2.911	2.523	0.388	15.0%	0.095	3.7%	16%	False	False	145,151
40	2.990	2.523	0.467	18.1%	0.100	3.9%	13%	False	False	107,312
60	2.990	2.280	0.710	27.5%	0.092	3.6%	43%	False	False	86,505
80	2.990	2.195	0.795	30.8%	0.085	3.3%	49%	False	False	71,195
100	2.990	2.183	0.807	31.2%	0.083	3.2%	50%	False	False	60,734
120	2.990	2.009	0.981	38.0%	0.080	3.1%	59%	False	False	52,758

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.099
2.618	2.934
1.618	2.833
1.000	2.771
0.618	2.732
HIGH	2.670
0.618	2.631
0.500	2.620
0.382	2.608
LOW	2.569
0.618	2.507
1.000	2.468
1.618	2.406
2.618	2.305
4.250	2.140

Fisher Pivots for day following 19-Aug-2016
Pivot	1 day	3 day
R1	2.620	2.633
PP	2.608	2.617
S1	2.596	2.600

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

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