NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 16-Mar-2016

Day Change Summary
	Previous	Current
	15-Mar-2016	16-Mar-2016	Change	Change %	Previous Week
Open	2.110	2.149	0.039	1.8%	1.955
High	2.201	2.173	-0.028	-1.3%	2.151
Low	2.110	2.118	0.008	0.4%	1.939
Close	2.155	2.165	0.010	0.5%	2.121
Range	0.091	0.055	-0.036	-39.6%	0.212
ATR	0.068	0.067	-0.001	-1.4%	0.000
Volume	21,813	15,326	-6,487	-29.7%	150,012

Daily Pivots for day following 16-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.317	2.296	2.195
R3	2.262	2.241	2.180
R2	2.207	2.207	2.175
R1	2.186	2.186	2.170	2.197
PP	2.152	2.152	2.152	2.157
S1	2.131	2.131	2.160	2.142
S2	2.097	2.097	2.155
S3	2.042	2.076	2.150
S4	1.987	2.021	2.135

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.706	2.626	2.238
R3	2.494	2.414	2.179
R2	2.282	2.282	2.160
R1	2.202	2.202	2.140	2.242
PP	2.070	2.070	2.070	2.091
S1	1.990	1.990	2.102	2.030
S2	1.858	1.858	2.082
S3	1.646	1.778	2.063
S4	1.434	1.566	2.004

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.201	2.034	0.167	7.7%	0.070	3.2%	78%	False	False	25,001
10	2.201	1.939	0.262	12.1%	0.064	3.0%	86%	False	False	26,576
20	2.222	1.939	0.283	13.1%	0.064	3.0%	80%	False	False	24,238
40	2.458	1.939	0.519	24.0%	0.064	3.0%	44%	False	False	19,826
60	2.635	1.939	0.696	32.1%	0.067	3.1%	32%	False	False	16,260
80	2.635	1.939	0.696	32.1%	0.064	3.0%	32%	False	False	13,622

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	0.013
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2.407
2.618	2.317
1.618	2.262
1.000	2.228
0.618	2.207
HIGH	2.173
0.618	2.152
0.500	2.146
0.382	2.139
LOW	2.118
0.618	2.084
1.000	2.063
1.618	2.029
2.618	1.974
4.250	1.884

Fisher Pivots for day following 16-Mar-2016
Pivot	1 day	3 day
R1	2.159	2.156
PP	2.152	2.147
S1	2.146	2.139

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

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