NYMEX Natural Gas Future August 2016

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

Day Change Summary
	Previous	Current
	22-Jun-2016	23-Jun-2016	Change	Change %	Previous Week
Open	2.792	2.699	-0.093	-3.3%	2.661
High	2.804	2.757	-0.047	-1.7%	2.700
Low	2.692	2.653	-0.039	-1.4%	2.605
Close	2.711	2.737	0.026	1.0%	2.666
Range	0.112	0.104	-0.008	-7.1%	0.095
ATR	0.082	0.084	0.002	1.9%	0.000
Volume	91,164	127,726	36,562	40.1%	344,134

Daily Pivots for day following 23-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.028	2.986	2.794
R3	2.924	2.882	2.766
R2	2.820	2.820	2.756
R1	2.778	2.778	2.747	2.799
PP	2.716	2.716	2.716	2.726
S1	2.674	2.674	2.727	2.695
S2	2.612	2.612	2.718
S3	2.508	2.570	2.708
S4	2.404	2.466	2.680

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.942	2.899	2.718
R3	2.847	2.804	2.692
R2	2.752	2.752	2.683
R1	2.709	2.709	2.675	2.731
PP	2.657	2.657	2.657	2.668
S1	2.614	2.614	2.657	2.636
S2	2.562	2.562	2.649
S3	2.467	2.519	2.640
S4	2.372	2.424	2.614

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.812	2.607	0.205	7.5%	0.093	3.4%	63%	False	False	86,956
10	2.812	2.605	0.207	7.6%	0.080	2.9%	64%	False	False	81,467
20	2.812	2.213	0.599	21.9%	0.083	3.0%	87%	False	False	71,926
40	2.812	2.157	0.655	23.9%	0.075	2.8%	89%	False	False	50,855
60	2.812	2.151	0.661	24.2%	0.076	2.8%	89%	False	False	40,929
80	2.812	1.994	0.818	29.9%	0.073	2.7%	91%	False	False	33,840
100	2.812	1.990	0.822	30.0%	0.071	2.6%	91%	False	False	28,896
120	2.812	1.990	0.822	30.0%	0.070	2.6%	91%	False	False	24,961

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	0.024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.199
2.618	3.029
1.618	2.925
1.000	2.861
0.618	2.821
HIGH	2.757
0.618	2.717
0.500	2.705
0.382	2.693
LOW	2.653
0.618	2.589
1.000	2.549
1.618	2.485
2.618	2.381
4.250	2.211

Fisher Pivots for day following 23-Jun-2016
Pivot	1 day	3 day
R1	2.726	2.736
PP	2.716	2.734
S1	2.705	2.733

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

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