NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 23-Mar-2016

Day Change Summary
	Previous	Current
	22-Mar-2016	23-Mar-2016	Change	Change %	Previous Week
Open	2.135	2.197	0.062	2.9%	2.166
High	2.197	2.231	0.034	1.5%	2.269
Low	2.127	2.127	0.000	0.0%	2.125
Close	2.192	2.140	-0.052	-2.4%	2.233
Range	0.070	0.104	0.034	48.6%	0.144
ATR	0.068	0.070	0.003	3.8%	0.000
Volume	13,944	11,936	-2,008	-14.4%	50,618

Daily Pivots for day following 23-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.478	2.413	2.197
R3	2.374	2.309	2.169
R2	2.270	2.270	2.159
R1	2.205	2.205	2.150	2.186
PP	2.166	2.166	2.166	2.156
S1	2.101	2.101	2.130	2.082
S2	2.062	2.062	2.121
S3	1.958	1.997	2.111
S4	1.854	1.893	2.083

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	2.127	0.142	6.6%	0.079	3.7%	9%	False	True	11,957
10	2.269	2.086	0.183	8.6%	0.074	3.4%	30%	False	False	12,235
20	2.269	1.990	0.279	13.0%	0.069	3.2%	54%	False	False	12,691
40	2.475	1.990	0.485	22.7%	0.063	2.9%	31%	False	False	10,278
60	2.646	1.990	0.656	30.7%	0.066	3.1%	23%	False	False	8,409

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	0.019
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	2.673
2.618	2.503
1.618	2.399
1.000	2.335
0.618	2.295
HIGH	2.231
0.618	2.191
0.500	2.179
0.382	2.167
LOW	2.127
0.618	2.063
1.000	2.023
1.618	1.959
2.618	1.855
4.250	1.685

Fisher Pivots for day following 23-Mar-2016
Pivot	1 day	3 day
R1	2.179	2.179
PP	2.166	2.166
S1	2.153	2.153

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

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