NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 26-Aug-2016

Day Change Summary
	Previous	Current
	25-Aug-2016	26-Aug-2016	Change	Change %	Previous Week
Open	2.790	2.840	0.050	1.8%	2.596
High	2.863	2.907	0.044	1.5%	2.907
Low	2.749	2.797	0.048	1.7%	2.596
Close	2.846	2.871	0.025	0.9%	2.871
Range	0.114	0.110	-0.004	-3.5%	0.311
ATR	0.095	0.096	0.001	1.1%	0.000
Volume	68,929	49,829	-19,100	-27.7%	501,619

Daily Pivots for day following 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.188	3.140	2.932
R3	3.078	3.030	2.901
R2	2.968	2.968	2.891
R1	2.920	2.920	2.881	2.944
PP	2.858	2.858	2.858	2.871
S1	2.810	2.810	2.861	2.834
S2	2.748	2.748	2.851
S3	2.638	2.700	2.841
S4	2.528	2.590	2.811

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.724	3.609	3.042
R3	3.413	3.298	2.957
R2	3.102	3.102	2.928
R1	2.987	2.987	2.900	3.045
PP	2.791	2.791	2.791	2.820
S1	2.676	2.676	2.842	2.734
S2	2.480	2.480	2.814
S3	2.169	2.365	2.785
S4	1.858	2.054	2.700

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.907	2.596	0.311	10.8%	0.101	3.5%	88%	True	False	100,323
10	2.907	2.561	0.346	12.1%	0.089	3.1%	90%	True	False	109,416
20	2.907	2.523	0.384	13.4%	0.092	3.2%	91%	True	False	134,033
40	2.990	2.523	0.467	16.3%	0.099	3.5%	75%	False	False	113,644
60	2.990	2.505	0.485	16.9%	0.094	3.3%	75%	False	False	91,711
80	2.990	2.195	0.795	27.7%	0.087	3.0%	85%	False	False	75,729
100	2.990	2.183	0.807	28.1%	0.084	2.9%	85%	False	False	64,995
120	2.990	2.063	0.927	32.3%	0.082	2.9%	87%	False	False	56,337

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.375
2.618	3.195
1.618	3.085
1.000	3.017
0.618	2.975
HIGH	2.907
0.618	2.865
0.500	2.852
0.382	2.839
LOW	2.797
0.618	2.729
1.000	2.687
1.618	2.619
2.618	2.509
4.250	2.330

Fisher Pivots for day following 26-Aug-2016
Pivot	1 day	3 day
R1	2.865	2.857
PP	2.858	2.842
S1	2.852	2.828

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

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