NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 31-Aug-2016

Day Change Summary
	Previous	Current
	30-Aug-2016	31-Aug-2016	Change	Change %	Previous Week
Open	2.893	2.834	-0.059	-2.0%	2.632
High	2.943	2.900	-0.043	-1.5%	2.949
Low	2.815	2.808	-0.007	-0.2%	2.632
Close	2.827	2.887	0.060	2.1%	2.913
Range	0.128	0.092	-0.036	-28.1%	0.317
ATR	0.095	0.095	0.000	-0.2%	0.000
Volume	133,443	140,178	6,735	5.0%	669,205

Daily Pivots for day following 31-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.141	3.106	2.938
R3	3.049	3.014	2.912
R2	2.957	2.957	2.904
R1	2.922	2.922	2.895	2.940
PP	2.865	2.865	2.865	2.874
S1	2.830	2.830	2.879	2.848
S2	2.773	2.773	2.870
S3	2.681	2.738	2.862
S4	2.589	2.646	2.836

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	2.782	0.167	5.8%	0.105	3.6%	63%	False	False	137,447
10	2.949	2.608	0.341	11.8%	0.100	3.5%	82%	False	False	124,764
20	2.949	2.580	0.369	12.8%	0.088	3.1%	83%	False	False	103,160
40	2.949	2.580	0.369	12.8%	0.093	3.2%	83%	False	False	74,369
60	3.022	2.580	0.442	15.3%	0.092	3.2%	69%	False	False	63,283
80	3.022	2.277	0.745	25.8%	0.085	2.9%	82%	False	False	54,860
100	3.022	2.254	0.768	26.6%	0.082	2.8%	82%	False	False	49,026
120	3.022	2.181	0.841	29.1%	0.080	2.8%	84%	False	False	44,186

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	0.024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.291
2.618	3.141
1.618	3.049
1.000	2.992
0.618	2.957
HIGH	2.900
0.618	2.865
0.500	2.854
0.382	2.843
LOW	2.808
0.618	2.751
1.000	2.716
1.618	2.659
2.618	2.567
4.250	2.417

Fisher Pivots for day following 31-Aug-2016
Pivot	1 day	3 day
R1	2.876	2.883
PP	2.865	2.879
S1	2.854	2.876

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

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