NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 05-Aug-2016

Day Change Summary
	Previous	Current
	04-Aug-2016	05-Aug-2016	Change	Change %	Previous Week
Open	2.882	2.870	-0.012	-0.4%	2.870
High	2.921	2.876	-0.045	-1.5%	2.921
Low	2.850	2.793	-0.057	-2.0%	2.774
Close	2.877	2.809	-0.068	-2.4%	2.809
Range	0.071	0.083	0.012	16.9%	0.147
ATR	0.096	0.095	-0.001	-0.9%	0.000
Volume	62,953	79,583	16,630	26.4%	303,355

Daily Pivots for day following 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.075	3.025	2.855
R3	2.992	2.942	2.832
R2	2.909	2.909	2.824
R1	2.859	2.859	2.817	2.843
PP	2.826	2.826	2.826	2.818
S1	2.776	2.776	2.801	2.760
S2	2.743	2.743	2.794
S3	2.660	2.693	2.786
S4	2.577	2.610	2.763

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.276	3.189	2.890
R3	3.129	3.042	2.849
R2	2.982	2.982	2.836
R1	2.895	2.895	2.822	2.865
PP	2.835	2.835	2.835	2.820
S1	2.748	2.748	2.796	2.718
S2	2.688	2.688	2.782
S3	2.541	2.601	2.769
S4	2.394	2.454	2.728

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.921	2.774	0.147	5.2%	0.090	3.2%	24%	False	False	60,671
10	2.947	2.692	0.255	9.1%	0.098	3.5%	46%	False	False	57,824
20	2.947	2.632	0.315	11.2%	0.095	3.4%	56%	False	False	49,076
40	3.022	2.632	0.390	13.9%	0.093	3.3%	45%	False	False	43,988
60	3.022	2.277	0.745	26.5%	0.085	3.0%	71%	False	False	40,361
80	3.022	2.254	0.768	27.3%	0.081	2.9%	72%	False	False	36,910
100	3.022	2.201	0.821	29.2%	0.078	2.8%	74%	False	False	33,462
120	3.022	2.049	0.973	34.6%	0.075	2.7%	78%	False	False	31,500

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.229
2.618	3.093
1.618	3.010
1.000	2.959
0.618	2.927
HIGH	2.876
0.618	2.844
0.500	2.835
0.382	2.825
LOW	2.793
0.618	2.742
1.000	2.710
1.618	2.659
2.618	2.576
4.250	2.440

Fisher Pivots for day following 05-Aug-2016
Pivot	1 day	3 day
R1	2.835	2.848
PP	2.826	2.835
S1	2.818	2.822

Download as Excel Spreadsheet

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

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