NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 31-Mar-2016

Day Change Summary
	Previous	Current
	30-Mar-2016	31-Mar-2016	Change	Change %	Previous Week
Open	2.208	2.221	0.013	0.6%	2.160
High	2.241	2.238	-0.003	-0.1%	2.185
Low	2.189	2.138	-0.051	-2.3%	2.064
Close	2.224	2.153	-0.071	-3.2%	2.099
Range	0.052	0.100	0.048	92.3%	0.121
ATR	0.072	0.074	0.002	2.8%	0.000
Volume	31,683	55,935	24,252	76.5%	94,499

Daily Pivots for day following 31-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.476	2.415	2.208
R3	2.376	2.315	2.181
R2	2.276	2.276	2.171
R1	2.215	2.215	2.162	2.196
PP	2.176	2.176	2.176	2.167
S1	2.115	2.115	2.144	2.096
S2	2.076	2.076	2.135
S3	1.976	2.015	2.126
S4	1.876	1.915	2.098

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	2.241	2.059	0.182	8.5%	0.076	3.5%	52%	False	False	34,446
10	2.241	2.059	0.182	8.5%	0.080	3.7%	52%	False	False	28,419
20	2.241	1.939	0.302	14.0%	0.072	3.3%	71%	False	False	27,498
40	2.387	1.939	0.448	20.8%	0.067	3.1%	48%	False	False	23,541
60	2.635	1.939	0.696	32.3%	0.068	3.2%	31%	False	False	19,782
80	2.635	1.939	0.696	32.3%	0.067	3.1%	31%	False	False	16,789
100	2.684	1.939	0.745	34.6%	0.065	3.0%	29%	False	False	13,989

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.663
2.618	2.500
1.618	2.400
1.000	2.338
0.618	2.300
HIGH	2.238
0.618	2.200
0.500	2.188
0.382	2.176
LOW	2.138
0.618	2.076
1.000	2.038
1.618	1.976
2.618	1.876
4.250	1.713

Fisher Pivots for day following 31-Mar-2016
Pivot	1 day	3 day
R1	2.188	2.190
PP	2.176	2.177
S1	2.165	2.165

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

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