NYMEX Natural Gas Future August 2016

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

Day Change Summary
	Previous	Current
	26-Feb-2016	29-Feb-2016	Change	Change %	Previous Week
Open	2.071	2.006	-0.065	-3.1%	2.121
High	2.080	2.062	-0.018	-0.9%	2.144
Low	2.003	1.990	-0.013	-0.6%	2.003
Close	2.072	2.034	-0.038	-1.8%	2.072
Range	0.077	0.072	-0.005	-6.5%	0.141
ATR	0.064	0.065	0.001	2.0%	0.000
Volume	11,331	16,686	5,355	47.3%	49,004

Daily Pivots for day following 29-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.245	2.211	2.074
R3	2.173	2.139	2.054
R2	2.101	2.101	2.047
R1	2.067	2.067	2.041	2.084
PP	2.029	2.029	2.029	2.037
S1	1.995	1.995	2.027	2.012
S2	1.957	1.957	2.021
S3	1.885	1.923	2.014
S4	1.813	1.851	1.994

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.496	2.425	2.150
R3	2.355	2.284	2.111
R2	2.214	2.214	2.098
R1	2.143	2.143	2.085	2.108
PP	2.073	2.073	2.073	2.056
S1	2.002	2.002	2.059	1.967
S2	1.932	1.932	2.046
S3	1.791	1.861	2.033
S4	1.650	1.720	1.994

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.135	1.990	0.145	7.1%	0.060	3.0%	30%	False	True	10,818
10	2.260	1.990	0.270	13.3%	0.060	2.9%	16%	False	True	10,301
20	2.419	1.990	0.429	21.1%	0.060	2.9%	10%	False	True	8,812
40	2.646	1.990	0.656	32.3%	0.063	3.1%	7%	False	True	6,950
60	2.646	1.990	0.656	32.3%	0.061	3.0%	7%	False	True	5,866

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	0.009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.368
2.618	2.250
1.618	2.178
1.000	2.134
0.618	2.106
HIGH	2.062
0.618	2.034
0.500	2.026
0.382	2.018
LOW	1.990
0.618	1.946
1.000	1.918
1.618	1.874
2.618	1.802
4.250	1.684

Fisher Pivots for day following 29-Feb-2016
Pivot	1 day	3 day
R1	2.031	2.039
PP	2.029	2.037
S1	2.026	2.036

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

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