NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 11-Mar-2016

Day Change Summary
	Previous	Current
	10-Mar-2016	11-Mar-2016	Change	Change %	Previous Week
Open	2.110	2.164	0.054	2.6%	2.007
High	2.154	2.202	0.048	2.2%	2.202
Low	2.086	2.145	0.059	2.8%	1.994
Close	2.136	2.171	0.035	1.6%	2.171
Range	0.068	0.057	-0.011	-16.2%	0.208
ATR	0.064	0.064	0.000	0.3%	0.000
Volume	20,288	12,810	-7,478	-36.9%	71,894

Daily Pivots for day following 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.344	2.314	2.202
R3	2.287	2.257	2.187
R2	2.230	2.230	2.181
R1	2.200	2.200	2.176	2.215
PP	2.173	2.173	2.173	2.180
S1	2.143	2.143	2.166	2.158
S2	2.116	2.116	2.161
S3	2.059	2.086	2.155
S4	2.002	2.029	2.140

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.746	2.667	2.285
R3	2.538	2.459	2.228
R2	2.330	2.330	2.209
R1	2.251	2.251	2.190	2.291
PP	2.122	2.122	2.122	2.142
S1	2.043	2.043	2.152	2.083
S2	1.914	1.914	2.133
S3	1.706	1.835	2.114
S4	1.498	1.627	2.057

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.202	1.994	0.208	9.6%	0.062	2.9%	85%	True	False	14,378
10	2.202	1.990	0.212	9.8%	0.062	2.9%	85%	True	False	14,093
20	2.310	1.990	0.320	14.7%	0.060	2.8%	57%	False	False	11,801
40	2.534	1.990	0.544	25.1%	0.061	2.8%	33%	False	False	9,001
60	2.646	1.990	0.656	30.2%	0.064	2.9%	28%	False	False	7,347

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	0.011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.444
2.618	2.351
1.618	2.294
1.000	2.259
0.618	2.237
HIGH	2.202
0.618	2.180
0.500	2.174
0.382	2.167
LOW	2.145
0.618	2.110
1.000	2.088
1.618	2.053
2.618	1.996
4.250	1.903

Fisher Pivots for day following 11-Mar-2016
Pivot	1 day	3 day
R1	2.174	2.156
PP	2.173	2.141
S1	2.172	2.126

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

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