NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 04-Aug-2016

Day Change Summary
	Previous	Current
	03-Aug-2016	04-Aug-2016	Change	Change %	Previous Week
Open	2.781	2.882	0.101	3.6%	2.779
High	2.905	2.921	0.016	0.6%	2.947
Low	2.774	2.850	0.076	2.7%	2.692
Close	2.881	2.877	-0.004	-0.1%	2.917
Range	0.131	0.071	-0.060	-45.8%	0.255
ATR	0.098	0.096	-0.002	-2.0%	0.000
Volume	61,505	62,953	1,448	2.4%	274,890

Daily Pivots for day following 04-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.096	3.057	2.916
R3	3.025	2.986	2.897
R2	2.954	2.954	2.890
R1	2.915	2.915	2.884	2.899
PP	2.883	2.883	2.883	2.875
S1	2.844	2.844	2.870	2.828
S2	2.812	2.812	2.864
S3	2.741	2.773	2.857
S4	2.670	2.702	2.838

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	2.774	0.173	6.0%	0.088	3.1%	60%	False	False	54,586
10	2.947	2.672	0.275	9.6%	0.103	3.6%	75%	False	False	53,671
20	2.947	2.632	0.315	10.9%	0.095	3.3%	78%	False	False	46,725
40	3.022	2.632	0.390	13.6%	0.094	3.3%	63%	False	False	43,861
60	3.022	2.277	0.745	25.9%	0.084	2.9%	81%	False	False	39,404
80	3.022	2.254	0.768	26.7%	0.080	2.8%	81%	False	False	36,104
100	3.022	2.201	0.821	28.5%	0.078	2.7%	82%	False	False	32,870
120	3.022	2.049	0.973	33.8%	0.075	2.6%	85%	False	False	30,987

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	0.023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.223
2.618	3.107
1.618	3.036
1.000	2.992
0.618	2.965
HIGH	2.921
0.618	2.894
0.500	2.886
0.382	2.877
LOW	2.850
0.618	2.806
1.000	2.779
1.618	2.735
2.618	2.664
4.250	2.548

Fisher Pivots for day following 04-Aug-2016
Pivot	1 day	3 day
R1	2.886	2.867
PP	2.883	2.857
S1	2.880	2.848

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

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