NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 29-Mar-2016

Day Change Summary
	Previous	Current
	28-Mar-2016	29-Mar-2016	Change	Change %	Previous Week
Open	2.140	2.219	0.079	3.7%	2.220
High	2.221	2.276	0.055	2.5%	2.231
Low	2.122	2.200	0.078	3.7%	2.127
Close	2.219	2.271	0.052	2.3%	2.158
Range	0.099	0.076	-0.023	-23.2%	0.104
ATR	0.071	0.071	0.000	0.5%	0.000
Volume	9,196	15,485	6,289	68.4%	51,243

Daily Pivots for day following 29-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.477	2.450	2.313
R3	2.401	2.374	2.292
R2	2.325	2.325	2.285
R1	2.298	2.298	2.278	2.312
PP	2.249	2.249	2.249	2.256
S1	2.222	2.222	2.264	2.236
S2	2.173	2.173	2.257
S3	2.097	2.146	2.250
S4	2.021	2.070	2.229

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.484	2.425	2.215
R3	2.380	2.321	2.187
R2	2.276	2.276	2.177
R1	2.217	2.217	2.168	2.195
PP	2.172	2.172	2.172	2.161
S1	2.113	2.113	2.148	2.091
S2	2.068	2.068	2.139
S3	1.964	2.009	2.129
S4	1.860	1.905	2.101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.276	2.122	0.154	6.8%	0.079	3.5%	97%	True	False	12,632
10	2.276	2.122	0.154	6.8%	0.076	3.3%	97%	True	False	11,457
20	2.276	1.994	0.282	12.4%	0.069	3.0%	98%	True	False	12,539
40	2.419	1.990	0.429	18.9%	0.064	2.8%	66%	False	False	10,675
60	2.646	1.990	0.656	28.9%	0.065	2.9%	43%	False	False	8,813
80	2.646	1.990	0.656	28.9%	0.063	2.8%	43%	False	False	7,534

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.599
2.618	2.475
1.618	2.399
1.000	2.352
0.618	2.323
HIGH	2.276
0.618	2.247
0.500	2.238
0.382	2.229
LOW	2.200
0.618	2.153
1.000	2.124
1.618	2.077
2.618	2.001
4.250	1.877

Fisher Pivots for day following 29-Mar-2016
Pivot	1 day	3 day
R1	2.260	2.247
PP	2.249	2.223
S1	2.238	2.199

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

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