NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 04-Mar-2016

Day Change Summary
	Previous	Current
	03-Mar-2016	04-Mar-2016	Change	Change %	Previous Week
Open	1.996	1.971	-0.025	-1.3%	1.972
High	2.000	2.004	0.004	0.2%	2.058
Low	1.954	1.953	-0.001	-0.1%	1.946
Close	1.975	1.996	0.021	1.1%	1.996
Range	0.046	0.051	0.005	10.9%	0.112
ATR	0.067	0.066	-0.001	-1.7%	0.000
Volume	27,499	25,576	-1,923	-7.0%	147,318

Daily Pivots for day following 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.137	2.118	2.024
R3	2.086	2.067	2.010
R2	2.035	2.035	2.005
R1	2.016	2.016	2.001	2.026
PP	1.984	1.984	1.984	1.989
S1	1.965	1.965	1.991	1.975
S2	1.933	1.933	1.987
S3	1.882	1.914	1.982
S4	1.831	1.863	1.968

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.336	2.278	2.058
R3	2.224	2.166	2.027
R2	2.112	2.112	2.017
R1	2.054	2.054	2.006	2.083
PP	2.000	2.000	2.000	2.015
S1	1.942	1.942	1.986	1.971
S2	1.888	1.888	1.975
S3	1.776	1.830	1.965
S4	1.664	1.718	1.934

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%	0.060	3.0%	45%	False	False	29,463
10	2.104	1.946	0.158	7.9%	0.060	3.0%	32%	False	False	23,526
20	2.387	1.946	0.441	22.1%	0.063	3.1%	11%	False	False	20,615
40	2.635	1.946	0.689	34.5%	0.065	3.3%	7%	False	False	16,866
60	2.635	1.946	0.689	34.5%	0.066	3.3%	7%	False	False	13,924
80	2.684	1.946	0.738	37.0%	0.063	3.2%	7%	False	False	11,221

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.221
2.618	2.138
1.618	2.087
1.000	2.055
0.618	2.036
HIGH	2.004
0.618	1.985
0.500	1.979
0.382	1.972
LOW	1.953
0.618	1.921
1.000	1.902
1.618	1.870
2.618	1.819
4.250	1.736

Fisher Pivots for day following 04-Mar-2016
Pivot	1 day	3 day
R1	1.990	1.993
PP	1.984	1.991
S1	1.979	1.988

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

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