NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 24-Jun-2016

Day Change Summary
	Previous	Current
	23-Jun-2016	24-Jun-2016	Change	Change %	Previous Week
Open	2.699	2.737	0.038	1.4%	2.691
High	2.757	2.737	-0.020	-0.7%	2.812
Low	2.653	2.655	0.002	0.1%	2.653
Close	2.737	2.694	-0.043	-1.6%	2.694
Range	0.104	0.082	-0.022	-21.2%	0.159
ATR	0.084	0.084	0.000	-0.2%	0.000
Volume	127,726	77,123	-50,603	-39.6%	452,211

Daily Pivots for day following 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.941	2.900	2.739
R3	2.859	2.818	2.717
R2	2.777	2.777	2.709
R1	2.736	2.736	2.702	2.716
PP	2.695	2.695	2.695	2.685
S1	2.654	2.654	2.686	2.634
S2	2.613	2.613	2.679
S3	2.531	2.572	2.671
S4	2.449	2.490	2.649

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.197	3.104	2.781
R3	3.038	2.945	2.738
R2	2.879	2.879	2.723
R1	2.786	2.786	2.709	2.833
PP	2.720	2.720	2.720	2.743
S1	2.627	2.627	2.679	2.674
S2	2.561	2.561	2.665
S3	2.402	2.468	2.650
S4	2.243	2.309	2.607

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.812	2.653	0.159	5.9%	0.093	3.5%	26%	False	False	90,442
10	2.812	2.605	0.207	7.7%	0.082	3.0%	43%	False	False	79,634
20	2.812	2.213	0.599	22.2%	0.084	3.1%	80%	False	False	72,702
40	2.812	2.157	0.655	24.3%	0.076	2.8%	82%	False	False	51,778
60	2.812	2.151	0.661	24.5%	0.075	2.8%	82%	False	False	41,786
80	2.812	1.994	0.818	30.4%	0.074	2.7%	86%	False	False	34,665
100	2.812	1.990	0.822	30.5%	0.071	2.6%	86%	False	False	29,580
120	2.812	1.990	0.822	30.5%	0.070	2.6%	86%	False	False	25,570

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.086
2.618	2.952
1.618	2.870
1.000	2.819
0.618	2.788
HIGH	2.737
0.618	2.706
0.500	2.696
0.382	2.686
LOW	2.655
0.618	2.604
1.000	2.573
1.618	2.522
2.618	2.440
4.250	2.307

Fisher Pivots for day following 24-Jun-2016
Pivot	1 day	3 day
R1	2.696	2.729
PP	2.695	2.717
S1	2.695	2.706

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

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