NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 10-Aug-2016

Day Change Summary
	Previous	Current
	09-Aug-2016	10-Aug-2016	Change	Change %	Previous Week
Open	3.188	3.093	-0.095	-3.0%	3.295
High	3.188	3.120	-0.068	-2.1%	3.325
Low	3.093	3.056	-0.037	-1.2%	3.190
Close	3.098	3.059	-0.039	-1.3%	3.217
Range	0.095	0.064	-0.031	-32.6%	0.135
ATR	0.077	0.076	-0.001	-1.2%	0.000
Volume	31,491	29,780	-1,711	-5.4%	104,286

Daily Pivots for day following 10-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.270	3.229	3.094
R3	3.206	3.165	3.077
R2	3.142	3.142	3.071
R1	3.101	3.101	3.065	3.090
PP	3.078	3.078	3.078	3.073
S1	3.037	3.037	3.053	3.026
S2	3.014	3.014	3.047
S3	2.950	2.973	3.041
S4	2.886	2.909	3.024

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.649	3.568	3.291
R3	3.514	3.433	3.254
R2	3.379	3.379	3.242
R1	3.298	3.298	3.229	3.271
PP	3.244	3.244	3.244	3.231
S1	3.163	3.163	3.205	3.136
S2	3.109	3.109	3.192
S3	2.974	3.028	3.180
S4	2.839	2.893	3.143

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.299	3.056	0.243	7.9%	0.068	2.2%	1%	False	True	25,927
10	3.330	3.056	0.274	9.0%	0.081	2.7%	1%	False	True	23,534
20	3.330	3.056	0.274	9.0%	0.073	2.4%	1%	False	True	17,559
40	3.368	3.056	0.312	10.2%	0.076	2.5%	1%	False	True	15,406
60	3.368	2.760	0.608	19.9%	0.070	2.3%	49%	False	False	13,423
80	3.368	2.760	0.608	19.9%	0.065	2.1%	49%	False	False	11,779

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	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.392
2.618	3.288
1.618	3.224
1.000	3.184
0.618	3.160
HIGH	3.120
0.618	3.096
0.500	3.088
0.382	3.080
LOW	3.056
0.618	3.016
1.000	2.992
1.618	2.952
2.618	2.888
4.250	2.784

Fisher Pivots for day following 10-Aug-2016
Pivot	1 day	3 day
R1	3.088	3.129
PP	3.078	3.106
S1	3.069	3.082

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

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