NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 28-Jun-2016

Day Change Summary
	Previous	Current
	27-Jun-2016	28-Jun-2016	Change	Change %	Previous Week
Open	2.636	2.726	0.090	3.4%	2.652
High	2.736	2.934	0.198	7.2%	2.786
Low	2.631	2.721	0.090	3.4%	2.614
Close	2.716	2.917	0.201	7.4%	2.662
Range	0.105	0.213	0.108	102.9%	0.172
ATR	0.090	0.099	0.009	10.2%	0.000
Volume	45,353	11,279	-34,074	-75.1%	613,593

Daily Pivots for day following 28-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.496	3.420	3.034
R3	3.283	3.207	2.976
R2	3.070	3.070	2.956
R1	2.994	2.994	2.937	3.032
PP	2.857	2.857	2.857	2.877
S1	2.781	2.781	2.897	2.819
S2	2.644	2.644	2.878
S3	2.431	2.568	2.858
S4	2.218	2.355	2.800

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.203	3.105	2.757
R3	3.031	2.933	2.709
R2	2.859	2.859	2.694
R1	2.761	2.761	2.678	2.810
PP	2.687	2.687	2.687	2.712
S1	2.589	2.589	2.646	2.638
S2	2.515	2.515	2.630
S3	2.343	2.417	2.615
S4	2.171	2.245	2.567

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.934	2.614	0.320	11.0%	0.124	4.3%	95%	True	False	77,429
10	2.934	2.553	0.381	13.1%	0.104	3.6%	96%	True	False	105,529
20	2.934	2.277	0.657	22.5%	0.094	3.2%	97%	True	False	140,398
40	2.934	2.080	0.854	29.3%	0.084	2.9%	98%	True	False	119,830
60	2.934	2.080	0.854	29.3%	0.084	2.9%	98%	True	False	98,875
80	2.934	1.939	0.995	34.1%	0.081	2.8%	98%	True	False	81,248
100	2.934	1.939	0.995	34.1%	0.078	2.7%	98%	True	False	69,122
120	2.934	1.939	0.995	34.1%	0.076	2.6%	98%	True	False	59,787

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 164 trading days

Fibonacci Retracements and Extensions
4.250	3.839
2.618	3.492
1.618	3.279
1.000	3.147
0.618	3.066
HIGH	2.934
0.618	2.853
0.500	2.828
0.382	2.802
LOW	2.721
0.618	2.589
1.000	2.508
1.618	2.376
2.618	2.163
4.250	1.816

Fisher Pivots for day following 28-Jun-2016
Pivot	1 day	3 day
R1	2.887	2.871
PP	2.857	2.825
S1	2.828	2.780

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

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