NYMEX Natural Gas Future January 2017

Trading Metrics calculated at close of trading on 19-Aug-2016

Day Change Summary
	Previous	Current
	18-Aug-2016	19-Aug-2016	Change	Change %	Previous Week
Open	3.203	3.244	0.041	1.3%	3.176
High	3.259	3.244	-0.015	-0.5%	3.259
Low	3.194	3.144	-0.050	-1.6%	3.144
Close	3.241	3.154	-0.087	-2.7%	3.154
Range	0.065	0.100	0.035	53.8%	0.115
ATR	0.069	0.071	0.002	3.3%	0.000
Volume	32,447	33,984	1,537	4.7%	119,596

Daily Pivots for day following 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.481	3.417	3.209
R3	3.381	3.317	3.182
R2	3.281	3.281	3.172
R1	3.217	3.217	3.163	3.199
PP	3.181	3.181	3.181	3.172
S1	3.117	3.117	3.145	3.099
S2	3.081	3.081	3.136
S3	2.981	3.017	3.127
S4	2.881	2.917	3.099

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.531	3.457	3.217
R3	3.416	3.342	3.186
R2	3.301	3.301	3.175
R1	3.227	3.227	3.165	3.207
PP	3.186	3.186	3.186	3.175
S1	3.112	3.112	3.143	3.092
S2	3.071	3.071	3.133
S3	2.956	2.997	3.122
S4	2.841	2.882	3.091

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.259	3.144	0.115	3.6%	0.062	2.0%	9%	False	True	23,919
10	3.327	3.144	0.183	5.8%	0.064	2.0%	5%	False	True	28,956
20	3.447	3.144	0.303	9.6%	0.072	2.3%	3%	False	True	27,296
40	3.496	3.144	0.352	11.2%	0.075	2.4%	3%	False	True	23,586
60	3.496	3.051	0.445	14.1%	0.070	2.2%	23%	False	False	23,637

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.009
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	3.669
2.618	3.506
1.618	3.406
1.000	3.344
0.618	3.306
HIGH	3.244
0.618	3.206
0.500	3.194
0.382	3.182
LOW	3.144
0.618	3.082
1.000	3.044
1.618	2.982
2.618	2.882
4.250	2.719

Fisher Pivots for day following 19-Aug-2016
Pivot	1 day	3 day
R1	3.194	3.202
PP	3.181	3.186
S1	3.167	3.170

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

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