NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 01-Sep-2016

Day Change Summary
	Previous	Current
	31-Aug-2016	01-Sep-2016	Change	Change %	Previous Week
Open	2.950	2.995	0.045	1.5%	2.789
High	3.014	3.002	-0.012	-0.4%	3.065
Low	2.928	2.901	-0.027	-0.9%	2.789
Close	3.003	2.908	-0.095	-3.2%	3.030
Range	0.086	0.101	0.015	17.4%	0.276
ATR	0.087	0.088	0.001	1.2%	0.000
Volume	52,439	55,082	2,643	5.0%	219,072

Daily Pivots for day following 01-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.240	3.175	2.964
R3	3.139	3.074	2.936
R2	3.038	3.038	2.927
R1	2.973	2.973	2.917	2.955
PP	2.937	2.937	2.937	2.928
S1	2.872	2.872	2.899	2.854
S2	2.836	2.836	2.889
S3	2.735	2.771	2.880
S4	2.634	2.670	2.852

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	2.901	0.164	5.6%	0.096	3.3%	4%	False	True	50,528
10	3.065	2.771	0.294	10.1%	0.096	3.3%	47%	False	False	45,883
20	3.065	2.767	0.298	10.2%	0.083	2.8%	47%	False	False	48,859
40	3.091	2.767	0.324	11.1%	0.084	2.9%	44%	False	False	38,831
60	3.148	2.767	0.381	13.1%	0.084	2.9%	37%	False	False	32,393
80	3.148	2.460	0.688	23.7%	0.077	2.6%	65%	False	False	27,042
100	3.148	2.460	0.688	23.7%	0.073	2.5%	65%	False	False	23,426
120	3.148	2.398	0.750	25.8%	0.071	2.4%	68%	False	False	20,420

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	0.022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.431
2.618	3.266
1.618	3.165
1.000	3.103
0.618	3.064
HIGH	3.002
0.618	2.963
0.500	2.952
0.382	2.940
LOW	2.901
0.618	2.839
1.000	2.800
1.618	2.738
2.618	2.637
4.250	2.472

Fisher Pivots for day following 01-Sep-2016
Pivot	1 day	3 day
R1	2.952	2.978
PP	2.937	2.955
S1	2.923	2.931

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

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