NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 02-Mar-2016

Day Change Summary
	Previous	Current
	01-Mar-2016	02-Mar-2016	Change	Change %	Previous Week
Open	1.979	2.023	0.044	2.2%	2.077
High	2.058	2.023	-0.035	-1.7%	2.104
Low	1.970	1.975	0.005	0.3%	1.954
Close	2.024	1.992	-0.032	-1.6%	2.028
Range	0.088	0.048	-0.040	-45.5%	0.150
ATR	0.070	0.069	-0.002	-2.2%	0.000
Volume	37,184	21,204	-15,980	-43.0%	87,945

Daily Pivots for day following 02-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.141	2.114	2.018
R3	2.093	2.066	2.005
R2	2.045	2.045	2.001
R1	2.018	2.018	1.996	2.008
PP	1.997	1.997	1.997	1.991
S1	1.970	1.970	1.988	1.960
S2	1.949	1.949	1.983
S3	1.901	1.922	1.979
S4	1.853	1.874	1.966

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.479	2.403	2.111
R3	2.329	2.253	2.069
R2	2.179	2.179	2.056
R1	2.103	2.103	2.042	2.066
PP	2.029	2.029	2.029	2.010
S1	1.953	1.953	2.014	1.916
S2	1.879	1.879	2.001
S3	1.729	1.803	1.987
S4	1.579	1.653	1.946

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.058	1.946	0.112	5.6%	0.072	3.6%	41%	False	False	28,911
10	2.222	1.946	0.276	13.9%	0.064	3.2%	17%	False	False	21,900
20	2.387	1.946	0.441	22.1%	0.063	3.2%	10%	False	False	19,585
40	2.635	1.946	0.689	34.6%	0.067	3.4%	7%	False	False	15,924
60	2.635	1.946	0.689	34.6%	0.066	3.3%	7%	False	False	13,219
80	2.684	1.946	0.738	37.0%	0.063	3.2%	6%	False	False	10,612

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.227
2.618	2.149
1.618	2.101
1.000	2.071
0.618	2.053
HIGH	2.023
0.618	2.005
0.500	1.999
0.382	1.993
LOW	1.975
0.618	1.945
1.000	1.927
1.618	1.897
2.618	1.849
4.250	1.771

Fisher Pivots for day following 02-Mar-2016
Pivot	1 day	3 day
R1	1.999	2.002
PP	1.997	1.999
S1	1.994	1.995

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

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