NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 31-Mar-2016

Day Change Summary
	Previous	Current
	30-Mar-2016	31-Mar-2016	Change	Change %	Previous Week
Open	2.085	2.106	0.021	1.0%	2.073
High	2.127	2.132	0.005	0.2%	2.089
Low	2.076	2.032	-0.044	-2.1%	1.954
Close	2.110	2.054	-0.056	-2.7%	1.989
Range	0.051	0.100	0.049	96.1%	0.135
ATR	0.076	0.077	0.002	2.3%	0.000
Volume	28,649	54,346	25,697	89.7%	113,683

Daily Pivots for day following 31-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.373	2.313	2.109
R3	2.273	2.213	2.082
R2	2.173	2.173	2.072
R1	2.113	2.113	2.063	2.093
PP	2.073	2.073	2.073	2.063
S1	2.013	2.013	2.045	1.993
S2	1.973	1.973	2.036
S3	1.873	1.913	2.027
S4	1.773	1.813	1.999

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.416	2.337	2.063
R3	2.281	2.202	2.026
R2	2.146	2.146	2.014
R1	2.067	2.067	2.001	2.039
PP	2.011	2.011	2.011	1.997
S1	1.932	1.932	1.977	1.904
S2	1.876	1.876	1.964
S3	1.741	1.797	1.952
S4	1.606	1.662	1.915

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.132	1.948	0.184	9.0%	0.076	3.7%	58%	True	False	32,662
10	2.132	1.948	0.184	9.0%	0.084	4.1%	58%	True	False	30,921
20	2.132	1.844	0.288	14.0%	0.075	3.7%	73%	True	False	29,185
40	2.331	1.844	0.487	23.7%	0.071	3.4%	43%	False	False	24,342
60	2.593	1.844	0.749	36.5%	0.072	3.5%	28%	False	False	20,699
80	2.593	1.844	0.749	36.5%	0.071	3.5%	28%	False	False	17,595
100	2.642	1.844	0.798	38.9%	0.068	3.3%	26%	False	False	14,758
120	2.787	1.844	0.943	45.9%	0.065	3.2%	22%	False	False	12,741

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.557
2.618	2.394
1.618	2.294
1.000	2.232
0.618	2.194
HIGH	2.132
0.618	2.094
0.500	2.082
0.382	2.070
LOW	2.032
0.618	1.970
1.000	1.932
1.618	1.870
2.618	1.770
4.250	1.607

Fisher Pivots for day following 31-Mar-2016
Pivot	1 day	3 day
R1	2.082	2.080
PP	2.073	2.071
S1	2.063	2.063

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

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