NYMEX Natural Gas Future June 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	2.073	1.984	-0.089	-4.3%	2.024
High	2.089	2.042	-0.047	-2.2%	2.132
Low	1.980	1.968	-0.012	-0.6%	1.976
Close	1.999	2.035	0.036	1.8%	2.085
Range	0.109	0.074	-0.035	-32.1%	0.156
ATR	0.075	0.075	0.000	-0.1%	0.000
Volume	34,923	25,017	-9,906	-28.4%	125,013

Daily Pivots for day following 22-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.237	2.210	2.076
R3	2.163	2.136	2.055
R2	2.089	2.089	2.049
R1	2.062	2.062	2.042	2.076
PP	2.015	2.015	2.015	2.022
S1	1.988	1.988	2.028	2.002
S2	1.941	1.941	2.021
S3	1.867	1.914	2.015
S4	1.793	1.840	1.994

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.532	2.465	2.171
R3	2.376	2.309	2.128
R2	2.220	2.220	2.114
R1	2.153	2.153	2.099	2.187
PP	2.064	2.064	2.064	2.081
S1	1.997	1.997	2.071	2.031
S2	1.908	1.908	2.056
S3	1.752	1.841	2.042
S4	1.596	1.685	1.999

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.132	1.968	0.164	8.1%	0.081	4.0%	41%	False	True	27,549
10	2.132	1.903	0.229	11.3%	0.076	3.7%	58%	False	False	27,768
20	2.132	1.844	0.288	14.2%	0.072	3.5%	66%	False	False	28,562
40	2.413	1.844	0.569	28.0%	0.069	3.4%	34%	False	False	22,249
60	2.593	1.844	0.749	36.8%	0.073	3.6%	26%	False	False	18,331
80	2.593	1.844	0.749	36.8%	0.068	3.3%	26%	False	False	15,461
100	2.642	1.844	0.798	39.2%	0.067	3.3%	24%	False	False	13,080
120	2.787	1.844	0.943	46.3%	0.063	3.1%	20%	False	False	11,269

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	False
Bull Hook	False
Stretch	0.022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.357
2.618	2.236
1.618	2.162
1.000	2.116
0.618	2.088
HIGH	2.042
0.618	2.014
0.500	2.005
0.382	1.996
LOW	1.968
0.618	1.922
1.000	1.894
1.618	1.848
2.618	1.774
4.250	1.654

Fisher Pivots for day following 22-Mar-2016
Pivot	1 day	3 day
R1	2.025	2.050
PP	2.015	2.045
S1	2.005	2.040

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

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