NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 22-Mar-2016

Day Change Summary
	Previous	Current
	21-Mar-2016	22-Mar-2016	Change	Change %	Previous Week
Open	2.160	2.080	-0.080	-3.7%	2.131
High	2.185	2.144	-0.041	-1.9%	2.218
Low	2.082	2.074	-0.008	-0.4%	2.076
Close	2.100	2.137	0.037	1.8%	2.183
Range	0.103	0.070	-0.033	-32.0%	0.142
ATR	0.070	0.070	0.000	0.0%	0.000
Volume	20,367	22,978	2,611	12.8%	108,578

Daily Pivots for day following 22-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.328	2.303	2.176
R3	2.258	2.233	2.156
R2	2.188	2.188	2.150
R1	2.163	2.163	2.143	2.176
PP	2.118	2.118	2.118	2.125
S1	2.093	2.093	2.131	2.106
S2	2.048	2.048	2.124
S3	1.978	2.023	2.118
S4	1.908	1.953	2.099

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	2.074	0.144	6.7%	0.073	3.4%	44%	False	True	20,913
10	2.218	1.998	0.220	10.3%	0.072	3.4%	63%	False	False	24,453
20	2.218	1.939	0.279	13.1%	0.068	3.2%	71%	False	False	25,526
40	2.458	1.939	0.519	24.3%	0.065	3.1%	38%	False	False	21,116
60	2.635	1.939	0.696	32.6%	0.069	3.2%	28%	False	False	17,288
80	2.635	1.939	0.696	32.6%	0.064	3.0%	28%	False	False	14,585

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.442
2.618	2.327
1.618	2.257
1.000	2.214
0.618	2.187
HIGH	2.144
0.618	2.117
0.500	2.109
0.382	2.101
LOW	2.074
0.618	2.031
1.000	2.004
1.618	1.961
2.618	1.891
4.250	1.777

Fisher Pivots for day following 22-Mar-2016
Pivot	1 day	3 day
R1	2.128	2.145
PP	2.118	2.142
S1	2.109	2.140

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

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