NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 11-Aug-2016

Day Change Summary
	Previous	Current
	10-Aug-2016	11-Aug-2016	Change	Change %	Previous Week
Open	2.664	2.620	-0.044	-1.7%	2.870
High	2.691	2.659	-0.032	-1.2%	2.921
Low	2.606	2.584	-0.022	-0.8%	2.774
Close	2.616	2.607	-0.009	-0.3%	2.809
Range	0.085	0.075	-0.010	-11.8%	0.147
ATR	0.095	0.094	-0.001	-1.5%	0.000
Volume	96,552	107,031	10,479	10.9%	303,355

Daily Pivots for day following 11-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.842	2.799	2.648
R3	2.767	2.724	2.628
R2	2.692	2.692	2.621
R1	2.649	2.649	2.614	2.633
PP	2.617	2.617	2.617	2.609
S1	2.574	2.574	2.600	2.558
S2	2.542	2.542	2.593
S3	2.467	2.499	2.586
S4	2.392	2.424	2.566

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	2.876	2.584	0.292	11.2%	0.084	3.2%	8%	False	True	96,232
10	2.947	2.584	0.363	13.9%	0.086	3.3%	6%	False	True	75,409
20	2.947	2.584	0.363	13.9%	0.093	3.6%	6%	False	True	59,567
40	3.022	2.584	0.438	16.8%	0.096	3.7%	5%	False	True	49,842
60	3.022	2.277	0.745	28.6%	0.087	3.3%	44%	False	False	45,368
80	3.022	2.277	0.745	28.6%	0.081	3.1%	44%	False	False	40,772
100	3.022	2.201	0.821	31.5%	0.079	3.0%	49%	False	False	36,781
120	3.022	2.049	0.973	37.3%	0.076	2.9%	57%	False	False	34,315

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	0.021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.978
2.618	2.855
1.618	2.780
1.000	2.734
0.618	2.705
HIGH	2.659
0.618	2.630
0.500	2.622
0.382	2.613
LOW	2.584
0.618	2.538
1.000	2.509
1.618	2.463
2.618	2.388
4.250	2.265

Fisher Pivots for day following 11-Aug-2016
Pivot	1 day	3 day
R1	2.622	2.681
PP	2.617	2.656
S1	2.612	2.632

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

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