NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 15-Mar-2016

Day Change Summary
	Previous	Current
	14-Mar-2016	15-Mar-2016	Change	Change %	Previous Week
Open	2.166	2.160	-0.006	-0.3%	2.007
High	2.200	2.248	0.048	2.2%	2.202
Low	2.125	2.159	0.034	1.6%	1.994
Close	2.172	2.204	0.032	1.5%	2.171
Range	0.075	0.089	0.014	18.7%	0.208
ATR	0.065	0.066	0.002	2.7%	0.000
Volume	11,970	10,827	-1,143	-9.5%	71,894

Daily Pivots for day following 15-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.471	2.426	2.253
R3	2.382	2.337	2.228
R2	2.293	2.293	2.220
R1	2.248	2.248	2.212	2.271
PP	2.204	2.204	2.204	2.215
S1	2.159	2.159	2.196	2.182
S2	2.115	2.115	2.188
S3	2.026	2.070	2.180
S4	1.937	1.981	2.155

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	2.248	2.049	0.199	9.0%	0.070	3.2%	78%	True	False	14,016
10	2.248	1.994	0.254	11.5%	0.063	2.8%	83%	True	False	13,370
20	2.260	1.990	0.270	12.3%	0.062	2.8%	79%	False	False	11,991
40	2.480	1.990	0.490	22.2%	0.061	2.8%	44%	False	False	9,278
60	2.646	1.990	0.656	29.8%	0.063	2.9%	33%	False	False	7,607

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	0.012
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	2.626
2.618	2.481
1.618	2.392
1.000	2.337
0.618	2.303
HIGH	2.248
0.618	2.214
0.500	2.204
0.382	2.193
LOW	2.159
0.618	2.104
1.000	2.070
1.618	2.015
2.618	1.926
4.250	1.781

Fisher Pivots for day following 15-Mar-2016
Pivot	1 day	3 day
R1	2.204	2.198
PP	2.204	2.192
S1	2.204	2.187

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

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