NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 24-Mar-2016

Day Change Summary
	Previous	Current
	23-Mar-2016	24-Mar-2016	Change	Change %	Previous Week
Open	2.035	1.967	-0.068	-3.3%	2.024
High	2.072	2.003	-0.069	-3.3%	2.132
Low	1.959	1.954	-0.005	-0.3%	1.976
Close	1.974	1.989	0.015	0.8%	2.085
Range	0.113	0.049	-0.064	-56.6%	0.156
ATR	0.077	0.075	-0.002	-2.6%	0.000
Volume	28,480	25,263	-3,217	-11.3%	125,013

Daily Pivots for day following 24-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.129	2.108	2.016
R3	2.080	2.059	2.002
R2	2.031	2.031	1.998
R1	2.010	2.010	1.993	2.021
PP	1.982	1.982	1.982	1.987
S1	1.961	1.961	1.985	1.972
S2	1.933	1.933	1.980
S3	1.884	1.912	1.976
S4	1.835	1.863	1.962

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	1.954	0.178	8.9%	0.082	4.1%	20%	False	True	27,818
10	2.132	1.954	0.178	8.9%	0.079	4.0%	20%	False	True	26,341
20	2.132	1.844	0.288	14.5%	0.074	3.7%	50%	False	False	29,301
40	2.413	1.844	0.569	28.6%	0.070	3.5%	25%	False	False	23,018
60	2.593	1.844	0.749	37.7%	0.073	3.6%	19%	False	False	19,029
80	2.593	1.844	0.749	37.7%	0.069	3.5%	19%	False	False	16,088
100	2.642	1.844	0.798	40.1%	0.067	3.4%	18%	False	False	13,537
120	2.787	1.844	0.943	47.4%	0.063	3.2%	15%	False	False	11,671

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.023
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	2.211
2.618	2.131
1.618	2.082
1.000	2.052
0.618	2.033
HIGH	2.003
0.618	1.984
0.500	1.979
0.382	1.973
LOW	1.954
0.618	1.924
1.000	1.905
1.618	1.875
2.618	1.826
4.250	1.746

Fisher Pivots for day following 24-Mar-2016
Pivot	1 day	3 day
R1	1.986	2.013
PP	1.982	2.005
S1	1.979	1.997

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

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