NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 08-Aug-2016

Day Change Summary
	Previous	Current
	05-Aug-2016	08-Aug-2016	Change	Change %	Previous Week
Open	2.870	2.781	-0.089	-3.1%	2.870
High	2.876	2.792	-0.084	-2.9%	2.921
Low	2.793	2.741	-0.052	-1.9%	2.774
Close	2.809	2.779	-0.030	-1.1%	2.809
Range	0.083	0.051	-0.032	-38.6%	0.147
ATR	0.095	0.093	-0.002	-2.0%	0.000
Volume	79,583	87,551	7,968	10.0%	303,355

Daily Pivots for day following 08-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.924	2.902	2.807
R3	2.873	2.851	2.793
R2	2.822	2.822	2.788
R1	2.800	2.800	2.784	2.786
PP	2.771	2.771	2.771	2.763
S1	2.749	2.749	2.774	2.735
S2	2.720	2.720	2.770
S3	2.669	2.698	2.765
S4	2.618	2.647	2.751

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	2.741	0.180	6.5%	0.080	2.9%	21%	False	True	67,590
10	2.947	2.692	0.255	9.2%	0.095	3.4%	34%	False	False	61,834
20	2.947	2.632	0.315	11.3%	0.090	3.2%	47%	False	False	51,237
40	3.022	2.632	0.390	14.0%	0.092	3.3%	38%	False	False	44,716
60	3.022	2.277	0.745	26.8%	0.085	3.1%	67%	False	False	41,383
80	3.022	2.254	0.768	27.6%	0.081	2.9%	68%	False	False	37,720
100	3.022	2.201	0.821	29.5%	0.078	2.8%	70%	False	False	34,230
120	3.022	2.049	0.973	35.0%	0.075	2.7%	75%	False	False	32,112

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	0.018
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	3.009
2.618	2.926
1.618	2.875
1.000	2.843
0.618	2.824
HIGH	2.792
0.618	2.773
0.500	2.767
0.382	2.760
LOW	2.741
0.618	2.709
1.000	2.690
1.618	2.658
2.618	2.607
4.250	2.524

Fisher Pivots for day following 08-Aug-2016
Pivot	1 day	3 day
R1	2.775	2.831
PP	2.771	2.814
S1	2.767	2.796

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

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