NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 08-Mar-2016

Day Change Summary
	Previous	Current
	07-Mar-2016	08-Mar-2016	Change	Change %	Previous Week
Open	1.955	2.001	0.046	2.4%	1.972
High	2.027	2.016	-0.011	-0.5%	2.058
Low	1.939	1.970	0.031	1.6%	1.946
Close	1.986	2.001	0.015	0.8%	1.996
Range	0.088	0.046	-0.042	-47.7%	0.112
ATR	0.068	0.066	-0.002	-2.3%	0.000
Volume	32,068	25,337	-6,731	-21.0%	147,318

Daily Pivots for day following 08-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.134	2.113	2.026
R3	2.088	2.067	2.014
R2	2.042	2.042	2.009
R1	2.021	2.021	2.005	2.024
PP	1.996	1.996	1.996	1.997
S1	1.975	1.975	1.997	1.978
S2	1.950	1.950	1.993
S3	1.904	1.929	1.988
S4	1.858	1.883	1.976

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	2.027	1.939	0.088	4.4%	0.056	2.8%	70%	False	False	26,336
10	2.070	1.939	0.131	6.5%	0.063	3.2%	47%	False	False	26,600
20	2.349	1.939	0.410	20.5%	0.063	3.2%	15%	False	False	21,705
40	2.633	1.939	0.694	34.7%	0.065	3.2%	9%	False	False	17,726
60	2.635	1.939	0.696	34.8%	0.067	3.3%	9%	False	False	14,487
80	2.684	1.939	0.745	37.2%	0.063	3.2%	8%	False	False	11,861

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.212
2.618	2.136
1.618	2.090
1.000	2.062
0.618	2.044
HIGH	2.016
0.618	1.998
0.500	1.993
0.382	1.988
LOW	1.970
0.618	1.942
1.000	1.924
1.618	1.896
2.618	1.850
4.250	1.775

Fisher Pivots for day following 08-Mar-2016
Pivot	1 day	3 day
R1	1.998	1.995
PP	1.996	1.989
S1	1.993	1.983

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

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