NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 27-Jul-2016

Day Change Summary
	Previous	Current
	26-Jul-2016	27-Jul-2016	Change	Change %	Previous Week
Open	2.733	2.691	-0.042	-1.5%	2.775
High	2.772	2.750	-0.022	-0.8%	2.799
Low	2.682	2.654	-0.028	-1.0%	2.625
Close	2.712	2.672	-0.040	-1.5%	2.777
Range	0.090	0.096	0.006	6.7%	0.174
ATR	0.098	0.098	0.000	-0.2%	0.000
Volume	54,031	11,562	-42,469	-78.6%	537,096

Daily Pivots for day following 27-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.980	2.922	2.725
R3	2.884	2.826	2.698
R2	2.788	2.788	2.690
R1	2.730	2.730	2.681	2.711
PP	2.692	2.692	2.692	2.683
S1	2.634	2.634	2.663	2.615
S2	2.596	2.596	2.654
S3	2.500	2.538	2.646
S4	2.404	2.442	2.619

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.256	3.190	2.873
R3	3.082	3.016	2.825
R2	2.908	2.908	2.809
R1	2.842	2.842	2.793	2.875
PP	2.734	2.734	2.734	2.750
S1	2.668	2.668	2.761	2.701
S2	2.560	2.560	2.745
S3	2.386	2.494	2.729
S4	2.212	2.320	2.681

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.818	2.625	0.193	7.2%	0.099	3.7%	24%	False	False	65,626
10	2.818	2.625	0.193	7.2%	0.091	3.4%	24%	False	False	89,848
20	2.998	2.625	0.373	14.0%	0.103	3.9%	13%	False	False	114,800
40	2.998	2.375	0.623	23.3%	0.095	3.5%	48%	False	False	98,784
60	2.998	2.157	0.841	31.5%	0.086	3.2%	61%	False	False	76,136
80	2.998	2.151	0.847	31.7%	0.084	3.1%	62%	False	False	63,281
100	2.998	1.994	1.004	37.6%	0.081	3.0%	68%	False	False	53,276
120	2.998	1.990	1.008	37.7%	0.078	2.9%	68%	False	False	46,078

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	0.030
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.158
2.618	3.001
1.618	2.905
1.000	2.846
0.618	2.809
HIGH	2.750
0.618	2.713
0.500	2.702
0.382	2.691
LOW	2.654
0.618	2.595
1.000	2.558
1.618	2.499
2.618	2.403
4.250	2.246

Fisher Pivots for day following 27-Jul-2016
Pivot	1 day	3 day
R1	2.702	2.736
PP	2.692	2.715
S1	2.682	2.693

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

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