NYMEX Natural Gas Future January 2017

Trading Metrics calculated at close of trading on 02-Aug-2016

Day Change Summary
	Previous	Current
	01-Aug-2016	02-Aug-2016	Change	Change %	Previous Week
Open	3.420	3.353	-0.067	-2.0%	3.347
High	3.443	3.377	-0.066	-1.9%	3.447
Low	3.350	3.308	-0.042	-1.3%	3.274
Close	3.357	3.315	-0.042	-1.3%	3.436
Range	0.093	0.069	-0.024	-25.8%	0.173
ATR	0.077	0.077	-0.001	-0.8%	0.000
Volume	24,643	28,368	3,725	15.1%	115,558

Daily Pivots for day following 02-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.540	3.497	3.353
R3	3.471	3.428	3.334
R2	3.402	3.402	3.328
R1	3.359	3.359	3.321	3.346
PP	3.333	3.333	3.333	3.327
S1	3.290	3.290	3.309	3.277
S2	3.264	3.264	3.302
S3	3.195	3.221	3.296
S4	3.126	3.152	3.277

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.905	3.843	3.531
R3	3.732	3.670	3.484
R2	3.559	3.559	3.468
R1	3.497	3.497	3.452	3.528
PP	3.386	3.386	3.386	3.401
S1	3.324	3.324	3.420	3.355
S2	3.213	3.213	3.404
S3	3.040	3.151	3.388
S4	2.867	2.978	3.341

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.447	3.276	0.171	5.2%	0.087	2.6%	23%	False	False	27,853
10	3.447	3.227	0.220	6.6%	0.077	2.3%	40%	False	False	23,691
20	3.447	3.227	0.220	6.6%	0.076	2.3%	40%	False	False	20,412
40	3.496	3.152	0.344	10.4%	0.075	2.3%	47%	False	False	22,694
60	3.496	2.895	0.601	18.1%	0.067	2.0%	70%	False	False	20,047

Crabel Price Patterns
NR	True
NR4	True
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	0.012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.670
2.618	3.558
1.618	3.489
1.000	3.446
0.618	3.420
HIGH	3.377
0.618	3.351
0.500	3.343
0.382	3.334
LOW	3.308
0.618	3.265
1.000	3.239
1.618	3.196
2.618	3.127
4.250	3.015

Fisher Pivots for day following 02-Aug-2016
Pivot	1 day	3 day
R1	3.343	3.378
PP	3.333	3.357
S1	3.324	3.336

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

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