NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 06-Sep-2016

Day Change Summary
	Previous	Current
	02-Sep-2016	06-Sep-2016	Change	Change %	Previous Week
Open	2.805	2.764	-0.041	-1.5%	2.889
High	2.825	2.770	-0.055	-1.9%	2.943
Low	2.770	2.708	-0.062	-2.2%	2.770
Close	2.792	2.717	-0.075	-2.7%	2.792
Range	0.055	0.062	0.007	12.7%	0.173
ATR	0.092	0.092	-0.001	-0.6%	0.000
Volume	88,815	126,923	38,108	42.9%	639,598

Daily Pivots for day following 06-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.918	2.879	2.751
R3	2.856	2.817	2.734
R2	2.794	2.794	2.728
R1	2.755	2.755	2.723	2.744
PP	2.732	2.732	2.732	2.726
S1	2.693	2.693	2.711	2.682
S2	2.670	2.670	2.706
S3	2.608	2.631	2.700
S4	2.546	2.569	2.683

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	2.708	0.235	8.6%	0.088	3.3%	4%	False	True	129,373
10	2.949	2.680	0.269	9.9%	0.094	3.5%	14%	False	False	131,981
20	2.949	2.580	0.369	13.6%	0.089	3.3%	37%	False	False	110,318
40	2.949	2.580	0.369	13.6%	0.089	3.3%	37%	False	False	80,777
60	3.022	2.580	0.442	16.3%	0.091	3.4%	31%	False	False	66,583
80	3.022	2.277	0.745	27.4%	0.086	3.2%	59%	False	False	58,617
100	3.022	2.254	0.768	28.3%	0.082	3.0%	60%	False	False	52,240
120	3.022	2.201	0.821	30.2%	0.080	2.9%	63%	False	False	46,911

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.034
2.618	2.932
1.618	2.870
1.000	2.832
0.618	2.808
HIGH	2.770
0.618	2.746
0.500	2.739
0.382	2.732
LOW	2.708
0.618	2.670
1.000	2.646
1.618	2.608
2.618	2.546
4.250	2.445

Fisher Pivots for day following 06-Sep-2016
Pivot	1 day	3 day
R1	2.739	2.799
PP	2.732	2.772
S1	2.724	2.744

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

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