NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 22-Aug-2016

Day Change Summary
	Previous	Current
	19-Aug-2016	22-Aug-2016	Change	Change %	Previous Week
Open	2.704	2.632	-0.072	-2.7%	2.604
High	2.710	2.718	0.008	0.3%	2.731
Low	2.608	2.632	0.024	0.9%	2.600
Close	2.619	2.701	0.082	3.1%	2.619
Range	0.102	0.086	-0.016	-15.7%	0.131
ATR	0.088	0.089	0.001	0.9%	0.000
Volume	92,645	115,908	23,263	25.1%	376,874

Daily Pivots for day following 22-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.942	2.907	2.748
R3	2.856	2.821	2.725
R2	2.770	2.770	2.717
R1	2.735	2.735	2.709	2.753
PP	2.684	2.684	2.684	2.692
S1	2.649	2.649	2.693	2.667
S2	2.598	2.598	2.685
S3	2.512	2.563	2.677
S4	2.426	2.477	2.654

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.043	2.962	2.691
R3	2.912	2.831	2.655
R2	2.781	2.781	2.643
R1	2.700	2.700	2.631	2.741
PP	2.650	2.650	2.650	2.670
S1	2.569	2.569	2.607	2.610
S2	2.519	2.519	2.595
S3	2.388	2.438	2.583
S4	2.257	2.307	2.547

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.731	2.608	0.123	4.6%	0.077	2.9%	76%	False	False	86,814
10	2.777	2.580	0.197	7.3%	0.084	3.1%	61%	False	False	88,655
20	2.947	2.580	0.367	13.6%	0.090	3.3%	33%	False	False	75,245
40	3.022	2.580	0.442	16.4%	0.095	3.5%	27%	False	False	58,502
60	3.022	2.392	0.630	23.3%	0.088	3.3%	49%	False	False	51,616
80	3.022	2.277	0.745	27.6%	0.081	3.0%	57%	False	False	45,351
100	3.022	2.236	0.786	29.1%	0.079	2.9%	59%	False	False	40,958
120	3.022	2.052	0.970	35.9%	0.077	2.9%	67%	False	False	37,581

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.084
2.618	2.943
1.618	2.857
1.000	2.804
0.618	2.771
HIGH	2.718
0.618	2.685
0.500	2.675
0.382	2.665
LOW	2.632
0.618	2.579
1.000	2.546
1.618	2.493
2.618	2.407
4.250	2.267

Fisher Pivots for day following 22-Aug-2016
Pivot	1 day	3 day
R1	2.692	2.691
PP	2.684	2.680
S1	2.675	2.670

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

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