NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 21-Mar-2016

Day Change Summary
	Previous	Current
	18-Mar-2016	21-Mar-2016	Change	Change %	Previous Week
Open	2.260	2.220	-0.040	-1.8%	2.166
High	2.262	2.227	-0.035	-1.5%	2.269
Low	2.216	2.137	-0.079	-3.6%	2.125
Close	2.233	2.154	-0.079	-3.5%	2.233
Range	0.046	0.090	0.044	95.7%	0.144
ATR	0.065	0.067	0.002	3.4%	0.000
Volume	8,771	12,762	3,991	45.5%	50,618

Daily Pivots for day following 21-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.443	2.388	2.204
R3	2.353	2.298	2.179
R2	2.263	2.263	2.171
R1	2.208	2.208	2.162	2.191
PP	2.173	2.173	2.173	2.164
S1	2.118	2.118	2.146	2.101
S2	2.083	2.083	2.138
S3	1.993	2.028	2.129
S4	1.903	1.938	2.105

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	2.137	0.132	6.1%	0.072	3.4%	13%	False	True	10,282
10	2.269	2.019	0.250	11.6%	0.067	3.1%	54%	False	False	12,077
20	2.269	1.990	0.279	13.0%	0.064	3.0%	59%	False	False	12,085
40	2.480	1.990	0.490	22.7%	0.062	2.9%	33%	False	False	9,862
60	2.646	1.990	0.656	30.5%	0.064	3.0%	25%	False	False	8,048

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	0.017
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	2.610
2.618	2.463
1.618	2.373
1.000	2.317
0.618	2.283
HIGH	2.227
0.618	2.193
0.500	2.182
0.382	2.171
LOW	2.137
0.618	2.081
1.000	2.047
1.618	1.991
2.618	1.901
4.250	1.755

Fisher Pivots for day following 21-Mar-2016
Pivot	1 day	3 day
R1	2.182	2.203
PP	2.173	2.187
S1	2.163	2.170

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

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