NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 21-Mar-2016

Day Change Summary
	Previous	Current
	18-Mar-2016	21-Mar-2016	Change	Change %	Previous Week
Open	2.206	2.160	-0.046	-2.1%	2.131
High	2.216	2.185	-0.031	-1.4%	2.218
Low	2.165	2.082	-0.083	-3.8%	2.076
Close	2.183	2.100	-0.083	-3.8%	2.183
Range	0.051	0.103	0.052	102.0%	0.142
ATR	0.067	0.070	0.003	3.8%	0.000
Volume	22,892	20,367	-2,525	-11.0%	108,578

Daily Pivots for day following 21-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.431	2.369	2.157
R3	2.328	2.266	2.128
R2	2.225	2.225	2.119
R1	2.163	2.163	2.109	2.143
PP	2.122	2.122	2.122	2.112
S1	2.060	2.060	2.091	2.040
S2	2.019	2.019	2.081
S3	1.916	1.957	2.072
S4	1.813	1.854	2.043

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	2.082	0.136	6.5%	0.077	3.7%	13%	False	True	20,680
10	2.218	1.970	0.248	11.8%	0.070	3.3%	52%	False	False	24,688
20	2.218	1.939	0.279	13.3%	0.067	3.2%	58%	False	False	24,928
40	2.458	1.939	0.519	24.7%	0.066	3.1%	31%	False	False	20,817
60	2.635	1.939	0.696	33.1%	0.068	3.3%	23%	False	False	17,030
80	2.635	1.939	0.696	33.1%	0.064	3.1%	23%	False	False	14,341

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 33 trading days

Fibonacci Retracements and Extensions
4.250	2.623
2.618	2.455
1.618	2.352
1.000	2.288
0.618	2.249
HIGH	2.185
0.618	2.146
0.500	2.134
0.382	2.121
LOW	2.082
0.618	2.018
1.000	1.979
1.618	1.915
2.618	1.812
4.250	1.644

Fisher Pivots for day following 21-Mar-2016
Pivot	1 day	3 day
R1	2.134	2.150
PP	2.122	2.133
S1	2.111	2.117

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

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