NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 02-Mar-2016

Day Change Summary
	Previous	Current
	01-Mar-2016	02-Mar-2016	Change	Change %	Previous Week
Open	2.032	2.086	0.054	2.7%	2.121
High	2.107	2.086	-0.021	-1.0%	2.144
Low	2.021	2.030	0.009	0.4%	2.003
Close	2.074	2.043	-0.031	-1.5%	2.072
Range	0.086	0.056	-0.030	-34.9%	0.141
ATR	0.067	0.066	-0.001	-1.2%	0.000
Volume	13,340	11,127	-2,213	-16.6%	49,004

Daily Pivots for day following 02-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.221	2.188	2.074
R3	2.165	2.132	2.058
R2	2.109	2.109	2.053
R1	2.076	2.076	2.048	2.065
PP	2.053	2.053	2.053	2.047
S1	2.020	2.020	2.038	2.009
S2	1.997	1.997	2.033
S3	1.941	1.964	2.028
S4	1.885	1.908	2.012

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	2.107	1.990	0.117	5.7%	0.071	3.5%	45%	False	False	12,956
10	2.250	1.990	0.260	12.7%	0.062	3.0%	20%	False	False	10,774
20	2.416	1.990	0.426	20.9%	0.059	2.9%	12%	False	False	9,242
40	2.646	1.990	0.656	32.1%	0.063	3.1%	8%	False	False	7,381
60	2.646	1.990	0.656	32.1%	0.062	3.0%	8%	False	False	6,205

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.324
2.618	2.233
1.618	2.177
1.000	2.142
0.618	2.121
HIGH	2.086
0.618	2.065
0.500	2.058
0.382	2.051
LOW	2.030
0.618	1.995
1.000	1.974
1.618	1.939
2.618	1.883
4.250	1.792

Fisher Pivots for day following 02-Mar-2016
Pivot	1 day	3 day
R1	2.058	2.049
PP	2.053	2.047
S1	2.048	2.045

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

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