NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 29-Mar-2016

Day Change Summary
	Previous	Current
	28-Mar-2016	29-Mar-2016	Change	Change %	Previous Week
Open	2.085	2.160	0.075	3.6%	2.160
High	2.162	2.216	0.054	2.5%	2.185
Low	2.059	2.140	0.081	3.9%	2.064
Close	2.159	2.211	0.052	2.4%	2.099
Range	0.103	0.076	-0.027	-26.2%	0.121
ATR	0.073	0.073	0.000	0.3%	0.000
Volume	17,233	38,950	21,717	126.0%	94,499

Daily Pivots for day following 29-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.417	2.390	2.253
R3	2.341	2.314	2.232
R2	2.265	2.265	2.225
R1	2.238	2.238	2.218	2.252
PP	2.189	2.189	2.189	2.196
S1	2.162	2.162	2.204	2.176
S2	2.113	2.113	2.197
S3	2.037	2.086	2.190
S4	1.961	2.010	2.169

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.479	2.410	2.166
R3	2.358	2.289	2.132
R2	2.237	2.237	2.121
R1	2.168	2.168	2.110	2.142
PP	2.116	2.116	2.116	2.103
S1	2.047	2.047	2.088	2.021
S2	1.995	1.995	2.077
S3	1.874	1.926	2.066
S4	1.753	1.805	2.032

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.216	2.059	0.157	7.1%	0.081	3.7%	97%	True	False	26,063
10	2.218	2.059	0.159	7.2%	0.079	3.6%	96%	False	False	23,371
20	2.218	1.939	0.279	12.6%	0.071	3.2%	97%	False	False	26,036
40	2.408	1.939	0.469	21.2%	0.068	3.1%	58%	False	False	22,430
60	2.635	1.939	0.696	31.5%	0.069	3.1%	39%	False	False	18,559
80	2.635	1.939	0.696	31.5%	0.066	3.0%	39%	False	False	15,791

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	False
Bull Hook	False
Stretch	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.539
2.618	2.415
1.618	2.339
1.000	2.292
0.618	2.263
HIGH	2.216
0.618	2.187
0.500	2.178
0.382	2.169
LOW	2.140
0.618	2.093
1.000	2.064
1.618	2.017
2.618	1.941
4.250	1.817

Fisher Pivots for day following 29-Mar-2016
Pivot	1 day	3 day
R1	2.200	2.187
PP	2.189	2.162
S1	2.178	2.138

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

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