NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 01-Mar-2016

Day Change Summary
	Previous	Current
	29-Feb-2016	01-Mar-2016	Change	Change %	Previous Week
Open	2.006	2.032	0.026	1.3%	2.121
High	2.062	2.107	0.045	2.2%	2.144
Low	1.990	2.021	0.031	1.6%	2.003
Close	2.034	2.074	0.040	2.0%	2.072
Range	0.072	0.086	0.014	19.4%	0.141
ATR	0.065	0.067	0.001	2.2%	0.000
Volume	16,686	13,340	-3,346	-20.1%	49,004

Daily Pivots for day following 01-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.325	2.286	2.121
R3	2.239	2.200	2.098
R2	2.153	2.153	2.090
R1	2.114	2.114	2.082	2.134
PP	2.067	2.067	2.067	2.077
S1	2.028	2.028	2.066	2.048
S2	1.981	1.981	2.058
S3	1.895	1.942	2.050
S4	1.809	1.856	2.027

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	2.111	1.990	0.121	5.8%	0.067	3.2%	69%	False	False	11,989
10	2.260	1.990	0.270	13.0%	0.062	3.0%	31%	False	False	10,612
20	2.416	1.990	0.426	20.5%	0.062	3.0%	20%	False	False	9,123
40	2.646	1.990	0.656	31.6%	0.064	3.1%	13%	False	False	7,204
60	2.646	1.990	0.656	31.6%	0.062	3.0%	13%	False	False	6,056

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	2.473
2.618	2.332
1.618	2.246
1.000	2.193
0.618	2.160
HIGH	2.107
0.618	2.074
0.500	2.064
0.382	2.054
LOW	2.021
0.618	1.968
1.000	1.935
1.618	1.882
2.618	1.796
4.250	1.656

Fisher Pivots for day following 01-Mar-2016
Pivot	1 day	3 day
R1	2.071	2.066
PP	2.067	2.057
S1	2.064	2.049

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

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