NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 29-Aug-2016

Day Change Summary
	Previous	Current
	26-Aug-2016	29-Aug-2016	Change	Change %	Previous Week
Open	2.880	2.889	0.009	0.3%	2.632
High	2.949	2.932	-0.017	-0.6%	2.949
Low	2.832	2.864	0.032	1.1%	2.632
Close	2.913	2.896	-0.017	-0.6%	2.913
Range	0.117	0.068	-0.049	-41.9%	0.317
ATR	0.094	0.092	-0.002	-2.0%	0.000
Volume	154,062	119,653	-34,409	-22.3%	669,205

Daily Pivots for day following 29-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.101	3.067	2.933
R3	3.033	2.999	2.915
R2	2.965	2.965	2.908
R1	2.931	2.931	2.902	2.948
PP	2.897	2.897	2.897	2.906
S1	2.863	2.863	2.890	2.880
S2	2.829	2.829	2.884
S3	2.761	2.795	2.877
S4	2.693	2.727	2.859

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.782	3.665	3.087
R3	3.465	3.348	3.000
R2	3.148	3.148	2.971
R1	3.031	3.031	2.942	3.090
PP	2.831	2.831	2.831	2.861
S1	2.714	2.714	2.884	2.773
S2	2.514	2.514	2.855
S3	2.197	2.397	2.826
S4	1.880	2.080	2.739

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.949	2.680	0.269	9.3%	0.100	3.5%	80%	False	False	134,590
10	2.949	2.608	0.341	11.8%	0.089	3.1%	84%	False	False	110,702
20	2.949	2.580	0.369	12.7%	0.087	3.0%	86%	False	False	94,873
40	2.981	2.580	0.401	13.8%	0.094	3.3%	79%	False	False	69,788
60	3.022	2.580	0.442	15.3%	0.091	3.1%	71%	False	False	59,942
80	3.022	2.277	0.745	25.7%	0.083	2.9%	83%	False	False	51,961
100	3.022	2.249	0.773	26.7%	0.080	2.8%	84%	False	False	46,679
120	3.022	2.144	0.878	30.3%	0.079	2.7%	86%	False	False	42,199

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.221
2.618	3.110
1.618	3.042
1.000	3.000
0.618	2.974
HIGH	2.932
0.618	2.906
0.500	2.898
0.382	2.890
LOW	2.864
0.618	2.822
1.000	2.796
1.618	2.754
2.618	2.686
4.250	2.575

Fisher Pivots for day following 29-Aug-2016
Pivot	1 day	3 day
R1	2.898	2.886
PP	2.897	2.876
S1	2.897	2.866

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

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