NYMEX Natural Gas Future November 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	3.011	2.950	-0.061	-2.0%	2.789
High	3.055	3.014	-0.041	-1.3%	3.065
Low	2.931	2.928	-0.003	-0.1%	2.789
Close	2.949	3.003	0.054	1.8%	3.030
Range	0.124	0.086	-0.038	-30.6%	0.276
ATR	0.087	0.087	0.000	-0.1%	0.000
Volume	53,428	52,439	-989	-1.9%	219,072

Daily Pivots for day following 31-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.240	3.207	3.050
R3	3.154	3.121	3.027
R2	3.068	3.068	3.019
R1	3.035	3.035	3.011	3.052
PP	2.982	2.982	2.982	2.990
S1	2.949	2.949	2.995	2.966
S2	2.896	2.896	2.987
S3	2.810	2.863	2.979
S4	2.724	2.777	2.956

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.789	3.686	3.182
R3	3.513	3.410	3.106
R2	3.237	3.237	3.081
R1	3.134	3.134	3.055	3.186
PP	2.961	2.961	2.961	2.987
S1	2.858	2.858	3.005	2.910
S2	2.685	2.685	2.979
S3	2.409	2.582	2.954
S4	2.133	2.306	2.878

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.065	2.913	0.152	5.1%	0.099	3.3%	59%	False	False	47,220
10	3.065	2.771	0.294	9.8%	0.094	3.1%	79%	False	False	44,465
20	3.067	2.767	0.300	10.0%	0.081	2.7%	79%	False	False	48,039
40	3.091	2.767	0.324	10.8%	0.084	2.8%	73%	False	False	37,967
60	3.148	2.767	0.381	12.7%	0.083	2.8%	62%	False	False	31,753
80	3.148	2.460	0.688	22.9%	0.076	2.5%	79%	False	False	26,495
100	3.148	2.460	0.688	22.9%	0.073	2.4%	79%	False	False	22,926
120	3.148	2.361	0.787	26.2%	0.071	2.4%	82%	False	False	19,980

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	0.023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.380
2.618	3.239
1.618	3.153
1.000	3.100
0.618	3.067
HIGH	3.014
0.618	2.981
0.500	2.971
0.382	2.961
LOW	2.928
0.618	2.875
1.000	2.842
1.618	2.789
2.618	2.703
4.250	2.563

Fisher Pivots for day following 31-Aug-2016
Pivot	1 day	3 day
R1	2.992	2.999
PP	2.982	2.995
S1	2.971	2.992

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

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