NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 02-Sep-2016

Day Change Summary
	Previous	Current
	01-Sep-2016	02-Sep-2016	Change	Change %	Previous Week
Open	2.879	2.805	-0.074	-2.6%	2.889
High	2.890	2.825	-0.065	-2.2%	2.943
Low	2.785	2.770	-0.015	-0.5%	2.770
Close	2.792	2.792	0.000	0.0%	2.792
Range	0.105	0.055	-0.050	-47.6%	0.173
ATR	0.095	0.092	-0.003	-3.0%	0.000
Volume	157,509	88,815	-68,694	-43.6%	639,598

Daily Pivots for day following 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.961	2.931	2.822
R3	2.906	2.876	2.807
R2	2.851	2.851	2.802
R1	2.821	2.821	2.797	2.809
PP	2.796	2.796	2.796	2.789
S1	2.766	2.766	2.787	2.754
S2	2.741	2.741	2.782
S3	2.686	2.711	2.777
S4	2.631	2.656	2.762

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.354	3.246	2.887
R3	3.181	3.073	2.840
R2	3.008	3.008	2.824
R1	2.900	2.900	2.808	2.868
PP	2.835	2.835	2.835	2.819
S1	2.727	2.727	2.776	2.695
S2	2.662	2.662	2.760
S3	2.489	2.554	2.744
S4	2.316	2.381	2.697

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.943	2.770	0.173	6.2%	0.090	3.2%	13%	False	True	127,919
10	2.949	2.632	0.317	11.4%	0.097	3.5%	50%	False	False	130,880
20	2.949	2.580	0.369	13.2%	0.088	3.2%	57%	False	False	108,350
40	2.949	2.580	0.369	13.2%	0.092	3.3%	57%	False	False	78,713
60	3.022	2.580	0.442	15.8%	0.091	3.3%	48%	False	False	65,442
80	3.022	2.277	0.745	26.7%	0.086	3.1%	69%	False	False	57,358
100	3.022	2.254	0.768	27.5%	0.082	2.9%	70%	False	False	51,198
120	3.022	2.201	0.821	29.4%	0.080	2.9%	72%	False	False	45,943

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.025
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	3.059
2.618	2.969
1.618	2.914
1.000	2.880
0.618	2.859
HIGH	2.825
0.618	2.804
0.500	2.798
0.382	2.791
LOW	2.770
0.618	2.736
1.000	2.715
1.618	2.681
2.618	2.626
4.250	2.536

Fisher Pivots for day following 02-Sep-2016
Pivot	1 day	3 day
R1	2.798	2.835
PP	2.796	2.821
S1	2.794	2.806

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

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