NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 10-Aug-2016

Day Change Summary
	Previous	Current
	09-Aug-2016	10-Aug-2016	Change	Change %	Previous Week
Open	2.769	2.664	-0.105	-3.8%	2.870
High	2.777	2.691	-0.086	-3.1%	2.921
Low	2.651	2.606	-0.045	-1.7%	2.774
Close	2.659	2.616	-0.043	-1.6%	2.809
Range	0.126	0.085	-0.041	-32.5%	0.147
ATR	0.096	0.095	-0.001	-0.8%	0.000
Volume	110,444	96,552	-13,892	-12.6%	303,355

Daily Pivots for day following 10-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.893	2.839	2.663
R3	2.808	2.754	2.639
R2	2.723	2.723	2.632
R1	2.669	2.669	2.624	2.654
PP	2.638	2.638	2.638	2.630
S1	2.584	2.584	2.608	2.569
S2	2.553	2.553	2.600
S3	2.468	2.499	2.593
S4	2.383	2.414	2.569

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	2.606	0.315	12.0%	0.083	3.2%	3%	False	True	87,416
10	2.947	2.606	0.341	13.0%	0.101	3.9%	3%	False	True	74,078
20	2.947	2.606	0.341	13.0%	0.092	3.5%	3%	False	True	56,219
40	3.022	2.606	0.416	15.9%	0.095	3.6%	2%	False	True	47,885
60	3.022	2.277	0.745	28.5%	0.087	3.3%	46%	False	False	43,981
80	3.022	2.277	0.745	28.5%	0.082	3.1%	46%	False	False	39,885
100	3.022	2.201	0.821	31.4%	0.079	3.0%	51%	False	False	35,850
120	3.022	2.049	0.973	37.2%	0.076	2.9%	58%	False	False	33,534

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	0.018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.052
2.618	2.914
1.618	2.829
1.000	2.776
0.618	2.744
HIGH	2.691
0.618	2.659
0.500	2.649
0.382	2.638
LOW	2.606
0.618	2.553
1.000	2.521
1.618	2.468
2.618	2.383
4.250	2.245

Fisher Pivots for day following 10-Aug-2016
Pivot	1 day	3 day
R1	2.649	2.699
PP	2.638	2.671
S1	2.627	2.644

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

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