NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 09-Aug-2016

Day Change Summary
	Previous	Current
	08-Aug-2016	09-Aug-2016	Change	Change %	Previous Week
Open	2.781	2.769	-0.012	-0.4%	2.870
High	2.792	2.777	-0.015	-0.5%	2.921
Low	2.741	2.651	-0.090	-3.3%	2.774
Close	2.779	2.659	-0.120	-4.3%	2.809
Range	0.051	0.126	0.075	147.1%	0.147
ATR	0.093	0.096	0.002	2.6%	0.000
Volume	87,551	110,444	22,893	26.1%	303,355

Daily Pivots for day following 09-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.074	2.992	2.728
R3	2.948	2.866	2.694
R2	2.822	2.822	2.682
R1	2.740	2.740	2.671	2.718
PP	2.696	2.696	2.696	2.685
S1	2.614	2.614	2.647	2.592
S2	2.570	2.570	2.636
S3	2.444	2.488	2.624
S4	2.318	2.362	2.590

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	2.651	0.270	10.2%	0.092	3.5%	3%	False	True	80,407
10	2.947	2.651	0.296	11.1%	0.100	3.7%	3%	False	True	68,993
20	2.947	2.632	0.315	11.8%	0.093	3.5%	9%	False	False	53,624
40	3.022	2.632	0.390	14.7%	0.094	3.5%	7%	False	False	46,443
60	3.022	2.277	0.745	28.0%	0.086	3.2%	51%	False	False	42,826
80	3.022	2.254	0.768	28.9%	0.082	3.1%	53%	False	False	38,870
100	3.022	2.201	0.821	30.9%	0.079	3.0%	56%	False	False	35,056
120	3.022	2.049	0.973	36.6%	0.076	2.9%	63%	False	False	32,867

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.313
2.618	3.107
1.618	2.981
1.000	2.903
0.618	2.855
HIGH	2.777
0.618	2.729
0.500	2.714
0.382	2.699
LOW	2.651
0.618	2.573
1.000	2.525
1.618	2.447
2.618	2.321
4.250	2.116

Fisher Pivots for day following 09-Aug-2016
Pivot	1 day	3 day
R1	2.714	2.764
PP	2.696	2.729
S1	2.677	2.694

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

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