NYMEX Natural Gas Future January 2017

Trading Metrics calculated at close of trading on 06-Sep-2016

Day Change Summary
	Previous	Current
	02-Sep-2016	06-Sep-2016	Change	Change %	Previous Week
Open	3.253	3.202	-0.051	-1.6%	3.316
High	3.265	3.219	-0.046	-1.4%	3.367
Low	3.221	3.168	-0.053	-1.6%	3.221
Close	3.226	3.187	-0.039	-1.2%	3.226
Range	0.044	0.051	0.007	15.9%	0.146
ATR	0.076	0.074	-0.001	-1.7%	0.000
Volume	22,916	31,252	8,336	36.4%	152,396

Daily Pivots for day following 06-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.344	3.317	3.215
R3	3.293	3.266	3.201
R2	3.242	3.242	3.196
R1	3.215	3.215	3.192	3.203
PP	3.191	3.191	3.191	3.186
S1	3.164	3.164	3.182	3.152
S2	3.140	3.140	3.178
S3	3.089	3.113	3.173
S4	3.038	3.062	3.159

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.709	3.614	3.306
R3	3.563	3.468	3.266
R2	3.417	3.417	3.253
R1	3.322	3.322	3.239	3.297
PP	3.271	3.271	3.271	3.259
S1	3.176	3.176	3.213	3.151
S2	3.125	3.125	3.199
S3	2.979	3.030	3.186
S4	2.833	2.884	3.146

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.364	3.168	0.196	6.1%	0.073	2.3%	10%	False	True	31,906
10	3.368	3.142	0.226	7.1%	0.080	2.5%	20%	False	False	30,075
20	3.368	3.142	0.226	7.1%	0.073	2.3%	20%	False	False	30,908
40	3.447	3.142	0.305	9.6%	0.072	2.3%	15%	False	False	26,655
60	3.496	3.142	0.354	11.1%	0.074	2.3%	13%	False	False	24,996
80	3.496	2.895	0.601	18.9%	0.070	2.2%	49%	False	False	23,621

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.436
2.618	3.353
1.618	3.302
1.000	3.270
0.618	3.251
HIGH	3.219
0.618	3.200
0.500	3.194
0.382	3.187
LOW	3.168
0.618	3.136
1.000	3.117
1.618	3.085
2.618	3.034
4.250	2.951

Fisher Pivots for day following 06-Sep-2016
Pivot	1 day	3 day
R1	3.194	3.245
PP	3.191	3.226
S1	3.189	3.206

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

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