NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 16-Mar-2016

Day Change Summary
	Previous	Current
	15-Mar-2016	16-Mar-2016	Change	Change %	Previous Week
Open	2.160	2.202	0.042	1.9%	2.007
High	2.248	2.221	-0.027	-1.2%	2.202
Low	2.159	2.167	0.008	0.4%	1.994
Close	2.204	2.215	0.011	0.5%	2.171
Range	0.089	0.054	-0.035	-39.3%	0.208
ATR	0.066	0.065	-0.001	-1.3%	0.000
Volume	10,827	6,674	-4,153	-38.4%	71,894

Daily Pivots for day following 16-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.363	2.343	2.245
R3	2.309	2.289	2.230
R2	2.255	2.255	2.225
R1	2.235	2.235	2.220	2.245
PP	2.201	2.201	2.201	2.206
S1	2.181	2.181	2.210	2.191
S2	2.147	2.147	2.205
S3	2.093	2.127	2.200
S4	2.039	2.073	2.185

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	2.086	0.162	7.3%	0.069	3.1%	80%	False	False	12,513
10	2.248	1.994	0.254	11.5%	0.063	2.8%	87%	False	False	12,925
20	2.250	1.990	0.260	11.7%	0.062	2.8%	87%	False	False	11,849
40	2.480	1.990	0.490	22.1%	0.061	2.7%	46%	False	False	9,345
60	2.646	1.990	0.656	29.6%	0.063	2.9%	34%	False	False	7,654

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	0.014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2.451
2.618	2.362
1.618	2.308
1.000	2.275
0.618	2.254
HIGH	2.221
0.618	2.200
0.500	2.194
0.382	2.188
LOW	2.167
0.618	2.134
1.000	2.113
1.618	2.080
2.618	2.026
4.250	1.938

Fisher Pivots for day following 16-Mar-2016
Pivot	1 day	3 day
R1	2.208	2.206
PP	2.201	2.196
S1	2.194	2.187

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

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