NYMEX Natural Gas Future January 2017

Trading Metrics calculated at close of trading on 04-Aug-2016

Day Change Summary
	Previous	Current
	03-Aug-2016	04-Aug-2016	Change	Change %	Previous Week
Open	3.308	3.384	0.076	2.3%	3.347
High	3.401	3.411	0.010	0.3%	3.447
Low	3.308	3.345	0.037	1.1%	3.274
Close	3.392	3.385	-0.007	-0.2%	3.436
Range	0.093	0.066	-0.027	-29.0%	0.173
ATR	0.078	0.077	-0.001	-1.1%	0.000
Volume	32,765	27,805	-4,960	-15.1%	115,558

Daily Pivots for day following 04-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.578	3.548	3.421
R3	3.512	3.482	3.403
R2	3.446	3.446	3.397
R1	3.416	3.416	3.391	3.431
PP	3.380	3.380	3.380	3.388
S1	3.350	3.350	3.379	3.365
S2	3.314	3.314	3.373
S3	3.248	3.284	3.367
S4	3.182	3.218	3.349

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	3.308	0.139	4.1%	0.082	2.4%	55%	False	False	27,783
10	3.447	3.260	0.187	5.5%	0.081	2.4%	67%	False	False	25,578
20	3.447	3.227	0.220	6.5%	0.074	2.2%	72%	False	False	21,472
40	3.496	3.212	0.284	8.4%	0.076	2.2%	61%	False	False	23,006
60	3.496	2.895	0.601	17.8%	0.068	2.0%	82%	False	False	20,709

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	3.692
2.618	3.584
1.618	3.518
1.000	3.477
0.618	3.452
HIGH	3.411
0.618	3.386
0.500	3.378
0.382	3.370
LOW	3.345
0.618	3.304
1.000	3.279
1.618	3.238
2.618	3.172
4.250	3.065

Fisher Pivots for day following 04-Aug-2016
Pivot	1 day	3 day
R1	3.383	3.377
PP	3.380	3.368
S1	3.378	3.360

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

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