NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 03-Aug-2016

Day Change Summary
	Previous	Current
	02-Aug-2016	03-Aug-2016	Change	Change %	Previous Week
Open	3.236	3.194	-0.042	-1.3%	3.220
High	3.261	3.288	0.027	0.8%	3.330
Low	3.192	3.190	-0.002	-0.1%	3.146
Close	3.199	3.276	0.077	2.4%	3.320
Range	0.069	0.098	0.029	42.0%	0.184
ATR	0.076	0.078	0.002	2.1%	0.000
Volume	21,063	22,380	1,317	6.3%	85,638

Daily Pivots for day following 03-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.545	3.509	3.330
R3	3.447	3.411	3.303
R2	3.349	3.349	3.294
R1	3.313	3.313	3.285	3.331
PP	3.251	3.251	3.251	3.261
S1	3.215	3.215	3.267	3.233
S2	3.153	3.153	3.258
S3	3.055	3.117	3.249
S4	2.957	3.019	3.222

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.817	3.753	3.421
R3	3.633	3.569	3.371
R2	3.449	3.449	3.354
R1	3.385	3.385	3.337	3.417
PP	3.265	3.265	3.265	3.282
S1	3.201	3.201	3.303	3.233
S2	3.081	3.081	3.286
S3	2.897	3.017	3.269
S4	2.713	2.833	3.219

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.330	3.156	0.174	5.3%	0.095	2.9%	69%	False	False	21,141
10	3.330	3.095	0.235	7.2%	0.079	2.4%	77%	False	False	17,325
20	3.330	3.095	0.235	7.2%	0.075	2.3%	77%	False	False	14,363
40	3.368	3.081	0.287	8.8%	0.075	2.3%	68%	False	False	13,861
60	3.368	2.760	0.608	18.6%	0.067	2.0%	85%	False	False	11,762
80	3.368	2.747	0.621	19.0%	0.063	1.9%	85%	False	False	10,465

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.705
2.618	3.545
1.618	3.447
1.000	3.386
0.618	3.349
HIGH	3.288
0.618	3.251
0.500	3.239
0.382	3.227
LOW	3.190
0.618	3.129
1.000	3.092
1.618	3.031
2.618	2.933
4.250	2.774

Fisher Pivots for day following 03-Aug-2016
Pivot	1 day	3 day
R1	3.264	3.270
PP	3.251	3.264
S1	3.239	3.258

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

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