NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 22-Mar-2016

Day Change Summary
	Previous	Current
	21-Mar-2016	22-Mar-2016	Change	Change %	Previous Week
Open	2.220	2.135	-0.085	-3.8%	2.166
High	2.227	2.197	-0.030	-1.3%	2.269
Low	2.137	2.127	-0.010	-0.5%	2.125
Close	2.154	2.192	0.038	1.8%	2.233
Range	0.090	0.070	-0.020	-22.2%	0.144
ATR	0.067	0.068	0.000	0.3%	0.000
Volume	12,762	13,944	1,182	9.3%	50,618

Daily Pivots for day following 22-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.382	2.357	2.231
R3	2.312	2.287	2.211
R2	2.242	2.242	2.205
R1	2.217	2.217	2.198	2.230
PP	2.172	2.172	2.172	2.178
S1	2.147	2.147	2.186	2.160
S2	2.102	2.102	2.179
S3	2.032	2.077	2.173
S4	1.962	2.007	2.154

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.641	2.581	2.312
R3	2.497	2.437	2.273
R2	2.353	2.353	2.259
R1	2.293	2.293	2.246	2.323
PP	2.209	2.209	2.209	2.224
S1	2.149	2.149	2.220	2.179
S2	2.065	2.065	2.207
S3	1.921	2.005	2.193
S4	1.777	1.861	2.154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.269	2.127	0.142	6.5%	0.069	3.1%	46%	False	True	10,905
10	2.269	2.049	0.220	10.0%	0.069	3.2%	65%	False	False	12,460
20	2.269	1.990	0.279	12.7%	0.065	3.0%	72%	False	False	12,408
40	2.480	1.990	0.490	22.4%	0.062	2.8%	41%	False	False	10,097
60	2.646	1.990	0.656	29.9%	0.064	2.9%	31%	False	False	8,228

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	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.495
2.618	2.380
1.618	2.310
1.000	2.267
0.618	2.240
HIGH	2.197
0.618	2.170
0.500	2.162
0.382	2.154
LOW	2.127
0.618	2.084
1.000	2.057
1.618	2.014
2.618	1.944
4.250	1.830

Fisher Pivots for day following 22-Mar-2016
Pivot	1 day	3 day
R1	2.182	2.195
PP	2.172	2.194
S1	2.162	2.193

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

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