NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 07-Jul-2016

Day Change Summary
	Previous	Current
	06-Jul-2016	07-Jul-2016	Change	Change %	Previous Week
Open	2.765	2.788	0.023	0.8%	2.680
High	2.797	2.831	0.034	1.2%	2.990
Low	2.696	2.711	0.015	0.6%	2.675
Close	2.777	2.764	-0.013	-0.5%	2.981
Range	0.101	0.120	0.019	18.8%	0.315
ATR	0.099	0.101	0.001	1.5%	0.000
Volume	59,282	58,063	-1,219	-2.1%	264,966

Daily Pivots for day following 07-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.129	3.066	2.830
R3	3.009	2.946	2.797
R2	2.889	2.889	2.786
R1	2.826	2.826	2.775	2.798
PP	2.769	2.769	2.769	2.754
S1	2.706	2.706	2.753	2.678
S2	2.649	2.649	2.742
S3	2.529	2.586	2.731
S4	2.409	2.466	2.698

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.827	3.719	3.154
R3	3.512	3.404	3.068
R2	3.197	3.197	3.039
R1	3.089	3.089	3.010	3.143
PP	2.882	2.882	2.882	2.909
S1	2.774	2.774	2.952	2.828
S2	2.567	2.567	2.923
S3	2.252	2.459	2.894
S4	1.937	2.144	2.808

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.990	2.696	0.294	10.6%	0.122	4.4%	23%	False	False	60,321
10	2.990	2.662	0.328	11.9%	0.115	4.2%	31%	False	False	52,892
20	2.990	2.573	0.417	15.1%	0.098	3.5%	46%	False	False	50,111
40	2.990	2.195	0.795	28.8%	0.082	3.0%	72%	False	False	41,559
60	2.990	2.191	0.799	28.9%	0.078	2.8%	72%	False	False	35,216
80	2.990	2.150	0.840	30.4%	0.076	2.8%	73%	False	False	30,033
100	2.990	2.009	0.981	35.5%	0.073	2.6%	77%	False	False	26,470
120	2.990	2.009	0.981	35.5%	0.071	2.6%	77%	False	False	23,037

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	0.025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.341
2.618	3.145
1.618	3.025
1.000	2.951
0.618	2.905
HIGH	2.831
0.618	2.785
0.500	2.771
0.382	2.757
LOW	2.711
0.618	2.637
1.000	2.591
1.618	2.517
2.618	2.397
4.250	2.201

Fisher Pivots for day following 07-Jul-2016
Pivot	1 day	3 day
R1	2.771	2.820
PP	2.769	2.801
S1	2.766	2.783

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

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