NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 18-Mar-2016

Day Change Summary
	Previous	Current
	17-Mar-2016	18-Mar-2016	Change	Change %	Previous Week
Open	2.170	2.206	0.036	1.7%	2.131
High	2.218	2.216	-0.002	-0.1%	2.218
Low	2.133	2.165	0.032	1.5%	2.076
Close	2.206	2.183	-0.023	-1.0%	2.183
Range	0.085	0.051	-0.034	-40.0%	0.142
ATR	0.069	0.067	-0.001	-1.8%	0.000
Volume	23,004	22,892	-112	-0.5%	108,578

Daily Pivots for day following 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.341	2.313	2.211
R3	2.290	2.262	2.197
R2	2.239	2.239	2.192
R1	2.211	2.211	2.188	2.200
PP	2.188	2.188	2.188	2.182
S1	2.160	2.160	2.178	2.149
S2	2.137	2.137	2.174
S3	2.086	2.109	2.169
S4	2.035	2.058	2.155

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.585	2.526	2.261
R3	2.443	2.384	2.222
R2	2.301	2.301	2.209
R1	2.242	2.242	2.196	2.272
PP	2.159	2.159	2.159	2.174
S1	2.100	2.100	2.170	2.130
S2	2.017	2.017	2.157
S3	1.875	1.958	2.144
S4	1.733	1.816	2.105

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	6.5%	0.071	3.3%	75%	False	False	21,715
10	2.218	1.939	0.279	12.8%	0.068	3.1%	87%	False	False	25,859
20	2.218	1.939	0.279	12.8%	0.064	2.9%	87%	False	False	24,692
40	2.458	1.939	0.519	23.8%	0.064	2.9%	47%	False	False	20,492
60	2.635	1.939	0.696	31.9%	0.068	3.1%	35%	False	False	16,758
80	2.635	1.939	0.696	31.9%	0.064	2.9%	35%	False	False	14,118

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.016
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2.433
2.618	2.350
1.618	2.299
1.000	2.267
0.618	2.248
HIGH	2.216
0.618	2.197
0.500	2.191
0.382	2.184
LOW	2.165
0.618	2.133
1.000	2.114
1.618	2.082
2.618	2.031
4.250	1.948

Fisher Pivots for day following 18-Mar-2016
Pivot	1 day	3 day
R1	2.191	2.178
PP	2.188	2.173
S1	2.186	2.168

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

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