NYMEX Natural Gas Future January 2017

Trading Metrics calculated at close of trading on 15-Aug-2016

Day Change Summary
	Previous	Current
	12-Aug-2016	15-Aug-2016	Change	Change %	Previous Week
Open	3.168	3.176	0.008	0.3%	3.315
High	3.231	3.236	0.005	0.2%	3.327
Low	3.161	3.176	0.015	0.5%	3.161
Close	3.202	3.211	0.009	0.3%	3.202
Range	0.070	0.060	-0.010	-14.3%	0.166
ATR	0.074	0.073	-0.001	-1.4%	0.000
Volume	25,734	15,400	-10,334	-40.2%	169,970

Daily Pivots for day following 15-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.388	3.359	3.244
R3	3.328	3.299	3.228
R2	3.268	3.268	3.222
R1	3.239	3.239	3.217	3.254
PP	3.208	3.208	3.208	3.215
S1	3.179	3.179	3.206	3.194
S2	3.148	3.148	3.200
S3	3.088	3.119	3.195
S4	3.028	3.059	3.178

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.728	3.631	3.293
R3	3.562	3.465	3.248
R2	3.396	3.396	3.232
R1	3.299	3.299	3.217	3.265
PP	3.230	3.230	3.230	3.213
S1	3.133	3.133	3.187	3.099
S2	3.064	3.064	3.172
S3	2.898	2.967	3.156
S4	2.732	2.801	3.111

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.314	3.161	0.153	4.8%	0.069	2.1%	33%	False	False	31,581
10	3.411	3.161	0.250	7.8%	0.069	2.1%	20%	False	False	30,153
20	3.447	3.161	0.286	8.9%	0.073	2.3%	17%	False	False	26,132
40	3.496	3.161	0.335	10.4%	0.076	2.4%	15%	False	False	23,347
60	3.496	3.000	0.496	15.4%	0.070	2.2%	43%	False	False	22,583

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.491
2.618	3.393
1.618	3.333
1.000	3.296
0.618	3.273
HIGH	3.236
0.618	3.213
0.500	3.206
0.382	3.199
LOW	3.176
0.618	3.139
1.000	3.116
1.618	3.079
2.618	3.019
4.250	2.921

Fisher Pivots for day following 15-Aug-2016
Pivot	1 day	3 day
R1	3.209	3.207
PP	3.208	3.203
S1	3.206	3.199

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

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