NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 17-Mar-2016

Day Change Summary
	Previous	Current
	16-Mar-2016	17-Mar-2016	Change	Change %	Previous Week
Open	2.149	2.170	0.021	1.0%	1.955
High	2.173	2.218	0.045	2.1%	2.151
Low	2.118	2.133	0.015	0.7%	1.939
Close	2.165	2.206	0.041	1.9%	2.121
Range	0.055	0.085	0.030	54.5%	0.212
ATR	0.067	0.069	0.001	1.9%	0.000
Volume	15,326	23,004	7,678	50.1%	150,012

Daily Pivots for day following 17-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.441	2.408	2.253
R3	2.356	2.323	2.229
R2	2.271	2.271	2.222
R1	2.238	2.238	2.214	2.255
PP	2.186	2.186	2.186	2.194
S1	2.153	2.153	2.198	2.170
S2	2.101	2.101	2.190
S3	2.016	2.068	2.183
S4	1.931	1.983	2.159

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	2.218	2.076	0.142	6.4%	0.073	3.3%	92%	True	False	23,034
10	2.218	1.939	0.279	12.6%	0.068	3.1%	96%	True	False	26,127
20	2.218	1.939	0.279	12.6%	0.065	2.9%	96%	True	False	24,430
40	2.458	1.939	0.519	23.5%	0.065	2.9%	51%	False	False	20,189
60	2.635	1.939	0.696	31.6%	0.068	3.1%	38%	False	False	16,503
80	2.635	1.939	0.696	31.6%	0.064	2.9%	38%	False	False	13,873

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.579
2.618	2.441
1.618	2.356
1.000	2.303
0.618	2.271
HIGH	2.218
0.618	2.186
0.500	2.176
0.382	2.165
LOW	2.133
0.618	2.080
1.000	2.048
1.618	1.995
2.618	1.910
4.250	1.772

Fisher Pivots for day following 17-Mar-2016
Pivot	1 day	3 day
R1	2.196	2.192
PP	2.186	2.178
S1	2.176	2.164

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

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