NYMEX Natural Gas Future November 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	2.995	2.916	-0.079	-2.6%	3.005
High	3.002	2.934	-0.068	-2.3%	3.055
Low	2.901	2.885	-0.016	-0.6%	2.885
Close	2.908	2.898	-0.010	-0.3%	2.898
Range	0.101	0.049	-0.052	-51.5%	0.170
ATR	0.088	0.085	-0.003	-3.2%	0.000
Volume	55,082	32,514	-22,568	-41.0%	235,568

Daily Pivots for day following 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.053	3.024	2.925
R3	3.004	2.975	2.911
R2	2.955	2.955	2.907
R1	2.926	2.926	2.902	2.916
PP	2.906	2.906	2.906	2.901
S1	2.877	2.877	2.894	2.867
S2	2.857	2.857	2.889
S3	2.808	2.828	2.885
S4	2.759	2.779	2.871

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.456	3.347	2.992
R3	3.286	3.177	2.945
R2	3.116	3.116	2.929
R1	3.007	3.007	2.914	2.977
PP	2.946	2.946	2.946	2.931
S1	2.837	2.837	2.882	2.807
S2	2.776	2.776	2.867
S3	2.606	2.667	2.851
S4	2.436	2.497	2.805

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.055	2.885	0.170	5.9%	0.086	3.0%	8%	False	True	47,113
10	3.065	2.789	0.276	9.5%	0.091	3.1%	39%	False	False	45,464
20	3.065	2.767	0.298	10.3%	0.081	2.8%	44%	False	False	47,767
40	3.091	2.767	0.324	11.2%	0.083	2.9%	40%	False	False	39,055
60	3.148	2.767	0.381	13.1%	0.082	2.8%	34%	False	False	32,373
80	3.148	2.460	0.688	23.7%	0.077	2.7%	64%	False	False	27,310
100	3.148	2.460	0.688	23.7%	0.073	2.5%	64%	False	False	23,682
120	3.148	2.398	0.750	25.9%	0.071	2.4%	67%	False	False	20,644

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	0.022
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	3.142
2.618	3.062
1.618	3.013
1.000	2.983
0.618	2.964
HIGH	2.934
0.618	2.915
0.500	2.910
0.382	2.904
LOW	2.885
0.618	2.855
1.000	2.836
1.618	2.806
2.618	2.757
4.250	2.677

Fisher Pivots for day following 02-Sep-2016
Pivot	1 day	3 day
R1	2.910	2.950
PP	2.906	2.932
S1	2.902	2.915

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

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