NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 16-Mar-2016

Day Change Summary
	Previous	Current
	15-Mar-2016	16-Mar-2016	Change	Change %	Previous Week
Open	2.032	2.055	0.023	1.1%	1.864
High	2.101	2.079	-0.022	-1.0%	2.053
Low	2.013	2.019	0.006	0.3%	1.844
Close	2.057	2.065	0.008	0.4%	2.023
Range	0.088	0.060	-0.028	-31.8%	0.209
ATR	0.072	0.071	-0.001	-1.2%	0.000
Volume	22,954	20,323	-2,631	-11.5%	155,077

Daily Pivots for day following 16-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.234	2.210	2.098
R3	2.174	2.150	2.082
R2	2.114	2.114	2.076
R1	2.090	2.090	2.071	2.102
PP	2.054	2.054	2.054	2.061
S1	2.030	2.030	2.060	2.042
S2	1.994	1.994	2.054
S3	1.934	1.970	2.049
S4	1.874	1.910	2.032

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.600	2.521	2.138
R3	2.391	2.312	2.080
R2	2.182	2.182	2.061
R1	2.103	2.103	2.042	2.143
PP	1.973	1.973	1.973	1.993
S1	1.894	1.894	2.004	1.934
S2	1.764	1.764	1.985
S3	1.555	1.685	1.966
S4	1.346	1.476	1.908

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.101	1.936	0.165	8.0%	0.071	3.4%	78%	False	False	25,923
10	2.101	1.844	0.257	12.4%	0.067	3.2%	86%	False	False	27,449
20	2.154	1.844	0.310	15.0%	0.068	3.3%	71%	False	False	25,655
40	2.413	1.844	0.569	27.6%	0.067	3.3%	39%	False	False	20,432
60	2.593	1.844	0.749	36.3%	0.071	3.5%	30%	False	False	16,749
80	2.593	1.844	0.749	36.3%	0.068	3.3%	30%	False	False	14,195
100	2.696	1.844	0.852	41.3%	0.066	3.2%	26%	False	False	12,040

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.334
2.618	2.236
1.618	2.176
1.000	2.139
0.618	2.116
HIGH	2.079
0.618	2.056
0.500	2.049
0.382	2.042
LOW	2.019
0.618	1.982
1.000	1.959
1.618	1.922
2.618	1.862
4.250	1.764

Fisher Pivots for day following 16-Mar-2016
Pivot	1 day	3 day
R1	2.060	2.056
PP	2.054	2.047
S1	2.049	2.039

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

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