NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 23-Mar-2016

Day Change Summary
	Previous	Current
	22-Mar-2016	23-Mar-2016	Change	Change %	Previous Week
Open	2.080	2.141	0.061	2.9%	2.131
High	2.144	2.174	0.030	1.4%	2.218
Low	2.074	2.067	-0.007	-0.3%	2.076
Close	2.137	2.081	-0.056	-2.6%	2.183
Range	0.070	0.107	0.037	52.9%	0.142
ATR	0.070	0.073	0.003	3.8%	0.000
Volume	22,978	22,722	-256	-1.1%	108,578

Daily Pivots for day following 23-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.428	2.362	2.140
R3	2.321	2.255	2.110
R2	2.214	2.214	2.101
R1	2.148	2.148	2.091	2.128
PP	2.107	2.107	2.107	2.097
S1	2.041	2.041	2.071	2.021
S2	2.000	2.000	2.061
S3	1.893	1.934	2.052
S4	1.786	1.827	2.022

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	2.067	0.151	7.3%	0.083	4.0%	9%	False	True	22,392
10	2.218	2.034	0.184	8.8%	0.077	3.7%	26%	False	False	23,697
20	2.218	1.939	0.279	13.4%	0.071	3.4%	51%	False	False	26,114
40	2.457	1.939	0.518	24.9%	0.066	3.2%	27%	False	False	21,421
60	2.635	1.939	0.696	33.4%	0.070	3.3%	20%	False	False	17,606
80	2.635	1.939	0.696	33.4%	0.065	3.1%	20%	False	False	14,840

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	2.629
2.618	2.454
1.618	2.347
1.000	2.281
0.618	2.240
HIGH	2.174
0.618	2.133
0.500	2.121
0.382	2.108
LOW	2.067
0.618	2.001
1.000	1.960
1.618	1.894
2.618	1.787
4.250	1.612

Fisher Pivots for day following 23-Mar-2016
Pivot	1 day	3 day
R1	2.121	2.126
PP	2.107	2.111
S1	2.094	2.096

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

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