NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 18-Mar-2016

Day Change Summary
	Previous	Current
	17-Mar-2016	18-Mar-2016	Change	Change %	Previous Week
Open	2.225	2.260	0.035	1.6%	2.166
High	2.269	2.262	-0.007	-0.3%	2.269
Low	2.186	2.216	0.030	1.4%	2.125
Close	2.257	2.233	-0.024	-1.1%	2.233
Range	0.083	0.046	-0.037	-44.6%	0.144
ATR	0.067	0.065	-0.001	-2.2%	0.000
Volume	12,376	8,771	-3,605	-29.1%	50,618

Daily Pivots for day following 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.375	2.350	2.258
R3	2.329	2.304	2.246
R2	2.283	2.283	2.241
R1	2.258	2.258	2.237	2.248
PP	2.237	2.237	2.237	2.232
S1	2.212	2.212	2.229	2.202
S2	2.191	2.191	2.225
S3	2.145	2.166	2.220
S4	2.099	2.120	2.208

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.641	2.581	2.312
R3	2.497	2.437	2.273
R2	2.353	2.353	2.259
R1	2.293	2.293	2.246	2.323
PP	2.209	2.209	2.209	2.224
S1	2.149	2.149	2.220	2.179
S2	2.065	2.065	2.207
S3	1.921	2.005	2.193
S4	1.777	1.861	2.154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.269	2.125	0.144	6.4%	0.069	3.1%	75%	False	False	10,123
10	2.269	1.994	0.275	12.3%	0.066	3.0%	87%	False	False	12,251
20	2.269	1.990	0.279	12.5%	0.062	2.8%	87%	False	False	12,027
40	2.480	1.990	0.490	21.9%	0.061	2.7%	50%	False	False	9,608
60	2.646	1.990	0.656	29.4%	0.064	2.9%	37%	False	False	7,873

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.017
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2.458
2.618	2.382
1.618	2.336
1.000	2.308
0.618	2.290
HIGH	2.262
0.618	2.244
0.500	2.239
0.382	2.234
LOW	2.216
0.618	2.188
1.000	2.170
1.618	2.142
2.618	2.096
4.250	2.021

Fisher Pivots for day following 18-Mar-2016
Pivot	1 day	3 day
R1	2.239	2.228
PP	2.237	2.223
S1	2.235	2.218

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

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