NYMEX Natural Gas Future January 2017

Trading Metrics calculated at close of trading on 08-Aug-2016

Day Change Summary
	Previous	Current
	05-Aug-2016	08-Aug-2016	Change	Change %	Previous Week
Open	3.385	3.315	-0.070	-2.1%	3.420
High	3.387	3.327	-0.060	-1.8%	3.443
Low	3.318	3.282	-0.036	-1.1%	3.308
Close	3.338	3.317	-0.021	-0.6%	3.338
Range	0.069	0.045	-0.024	-34.8%	0.135
ATR	0.076	0.075	-0.001	-1.9%	0.000
Volume	27,222	27,463	241	0.9%	140,803

Daily Pivots for day following 08-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.444	3.425	3.342
R3	3.399	3.380	3.329
R2	3.354	3.354	3.325
R1	3.335	3.335	3.321	3.345
PP	3.309	3.309	3.309	3.313
S1	3.290	3.290	3.313	3.300
S2	3.264	3.264	3.309
S3	3.219	3.245	3.305
S4	3.174	3.200	3.292

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.768	3.688	3.412
R3	3.633	3.553	3.375
R2	3.498	3.498	3.363
R1	3.418	3.418	3.350	3.391
PP	3.363	3.363	3.363	3.349
S1	3.283	3.283	3.326	3.256
S2	3.228	3.228	3.313
S3	3.093	3.148	3.301
S4	2.958	3.013	3.264

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.411	3.282	0.129	3.9%	0.068	2.1%	27%	False	True	28,724
10	3.447	3.274	0.173	5.2%	0.078	2.4%	25%	False	False	26,706
20	3.447	3.227	0.220	6.6%	0.072	2.2%	41%	False	False	22,402
40	3.496	3.212	0.284	8.6%	0.075	2.2%	37%	False	False	22,040
60	3.496	2.895	0.601	18.1%	0.069	2.1%	70%	False	False	21,193

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	0.013
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	3.518
2.618	3.445
1.618	3.400
1.000	3.372
0.618	3.355
HIGH	3.327
0.618	3.310
0.500	3.305
0.382	3.299
LOW	3.282
0.618	3.254
1.000	3.237
1.618	3.209
2.618	3.164
4.250	3.091

Fisher Pivots for day following 08-Aug-2016
Pivot	1 day	3 day
R1	3.313	3.347
PP	3.309	3.337
S1	3.305	3.327

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

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