NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 02-Aug-2016

Day Change Summary
	Previous	Current
	01-Aug-2016	02-Aug-2016	Change	Change %	Previous Week
Open	2.870	2.819	-0.051	-1.8%	2.779
High	2.917	2.843	-0.074	-2.5%	2.947
Low	2.815	2.778	-0.037	-1.3%	2.692
Close	2.818	2.783	-0.035	-1.2%	2.917
Range	0.102	0.065	-0.037	-36.3%	0.255
ATR	0.098	0.096	-0.002	-2.4%	0.000
Volume	52,955	46,359	-6,596	-12.5%	274,890

Daily Pivots for day following 02-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.996	2.955	2.819
R3	2.931	2.890	2.801
R2	2.866	2.866	2.795
R1	2.825	2.825	2.789	2.813
PP	2.801	2.801	2.801	2.796
S1	2.760	2.760	2.777	2.748
S2	2.736	2.736	2.771
S3	2.671	2.695	2.765
S4	2.606	2.630	2.747

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.617	3.522	3.057
R3	3.362	3.267	2.987
R2	3.107	3.107	2.964
R1	3.012	3.012	2.940	3.060
PP	2.852	2.852	2.852	2.876
S1	2.757	2.757	2.894	2.805
S2	2.597	2.597	2.870
S3	2.342	2.502	2.847
S4	2.087	2.247	2.777

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.947	2.692	0.255	9.2%	0.107	3.8%	36%	False	False	57,580
10	2.947	2.632	0.315	11.3%	0.099	3.5%	48%	False	False	48,969
20	2.947	2.632	0.315	11.3%	0.095	3.4%	48%	False	False	44,360
40	3.022	2.609	0.413	14.8%	0.093	3.3%	42%	False	False	42,946
60	3.022	2.277	0.745	26.8%	0.083	3.0%	68%	False	False	38,032
80	3.022	2.249	0.773	27.8%	0.079	2.8%	69%	False	False	34,987
100	3.022	2.181	0.841	30.2%	0.077	2.8%	72%	False	False	31,913
120	3.022	2.049	0.973	35.0%	0.075	2.7%	75%	False	False	30,223

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.022
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	3.119
2.618	3.013
1.618	2.948
1.000	2.908
0.618	2.883
HIGH	2.843
0.618	2.818
0.500	2.811
0.382	2.803
LOW	2.778
0.618	2.738
1.000	2.713
1.618	2.673
2.618	2.608
4.250	2.502

Fisher Pivots for day following 02-Aug-2016
Pivot	1 day	3 day
R1	2.811	2.863
PP	2.801	2.836
S1	2.792	2.810

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

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