NYMEX Natural Gas Future August 2016

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

Day Change Summary
	Previous	Current
	28-Jun-2016	29-Jun-2016	Change	Change %	Previous Week
Open	2.751	2.879	0.128	4.7%	2.691
High	2.896	2.974	0.078	2.7%	2.812
Low	2.743	2.844	0.101	3.7%	2.653
Close	2.890	2.863	-0.027	-0.9%	2.694
Range	0.153	0.130	-0.023	-15.0%	0.159
ATR	0.090	0.093	0.003	3.2%	0.000
Volume	176,680	147,245	-29,435	-16.7%	452,211

Daily Pivots for day following 29-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.284	3.203	2.935
R3	3.154	3.073	2.899
R2	3.024	3.024	2.887
R1	2.943	2.943	2.875	2.919
PP	2.894	2.894	2.894	2.881
S1	2.813	2.813	2.851	2.789
S2	2.764	2.764	2.839
S3	2.634	2.683	2.827
S4	2.504	2.553	2.792

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	2.974	2.653	0.321	11.2%	0.113	3.9%	65%	True	False	127,674
10	2.974	2.605	0.369	12.9%	0.101	3.5%	70%	True	False	100,819
20	2.974	2.443	0.531	18.5%	0.088	3.1%	79%	True	False	86,655
40	2.974	2.157	0.817	28.5%	0.080	2.8%	86%	True	False	59,889
60	2.974	2.151	0.823	28.7%	0.078	2.7%	87%	True	False	48,388
80	2.974	2.019	0.955	33.4%	0.076	2.7%	88%	True	False	39,554
100	2.974	1.990	0.984	34.4%	0.073	2.5%	89%	True	False	33,727
120	2.974	1.990	0.984	34.4%	0.071	2.5%	89%	True	False	29,065

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	0.020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.527
2.618	3.314
1.618	3.184
1.000	3.104
0.618	3.054
HIGH	2.974
0.618	2.924
0.500	2.909
0.382	2.894
LOW	2.844
0.618	2.764
1.000	2.714
1.618	2.634
2.618	2.504
4.250	2.292

Fisher Pivots for day following 29-Jun-2016
Pivot	1 day	3 day
R1	2.909	2.849
PP	2.894	2.835
S1	2.878	2.821

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

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