NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 15-Aug-2016

Day Change Summary
	Previous	Current
	12-Aug-2016	15-Aug-2016	Change	Change %	Previous Week
Open	2.769	2.787	0.018	0.7%	2.938
High	2.848	2.849	0.001	0.0%	2.951
Low	2.767	2.783	0.016	0.6%	2.767
Close	2.804	2.811	0.007	0.2%	2.804
Range	0.081	0.066	-0.015	-18.5%	0.184
ATR	0.084	0.083	-0.001	-1.5%	0.000
Volume	36,038	32,822	-3,216	-8.9%	332,223

Daily Pivots for day following 15-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.012	2.978	2.847
R3	2.946	2.912	2.829
R2	2.880	2.880	2.823
R1	2.846	2.846	2.817	2.863
PP	2.814	2.814	2.814	2.823
S1	2.780	2.780	2.805	2.797
S2	2.748	2.748	2.799
S3	2.682	2.714	2.793
S4	2.616	2.648	2.775

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.393	3.282	2.905
R3	3.209	3.098	2.855
R2	3.025	3.025	2.838
R1	2.914	2.914	2.821	2.878
PP	2.841	2.841	2.841	2.822
S1	2.730	2.730	2.787	2.694
S2	2.657	2.657	2.770
S3	2.473	2.546	2.753
S4	2.289	2.362	2.703

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.939	2.767	0.172	6.1%	0.079	2.8%	26%	False	False	59,030
10	3.067	2.767	0.300	10.7%	0.077	2.7%	15%	False	False	53,822
20	3.091	2.767	0.324	11.5%	0.083	2.9%	14%	False	False	41,727
40	3.148	2.767	0.381	13.6%	0.086	3.1%	12%	False	False	31,597
60	3.148	2.572	0.576	20.5%	0.077	2.7%	41%	False	False	25,650
80	3.148	2.460	0.688	24.5%	0.072	2.6%	51%	False	False	21,561
100	3.148	2.399	0.749	26.6%	0.069	2.5%	55%	False	False	18,575

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.130
2.618	3.022
1.618	2.956
1.000	2.915
0.618	2.890
HIGH	2.849
0.618	2.824
0.500	2.816
0.382	2.808
LOW	2.783
0.618	2.742
1.000	2.717
1.618	2.676
2.618	2.610
4.250	2.503

Fisher Pivots for day following 15-Aug-2016
Pivot	1 day	3 day
R1	2.816	2.810
PP	2.814	2.809
S1	2.813	2.808

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

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