NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 08-Jul-2016

Day Change Summary
	Previous	Current
	07-Jul-2016	08-Jul-2016	Change	Change %	Previous Week
Open	2.803	2.758	-0.045	-1.6%	2.915
High	2.841	2.825	-0.016	-0.6%	2.945
Low	2.725	2.748	0.023	0.8%	2.697
Close	2.777	2.801	0.024	0.9%	2.801
Range	0.116	0.077	-0.039	-33.6%	0.248
ATR	0.105	0.103	-0.002	-1.9%	0.000
Volume	138,168	98,786	-39,382	-28.5%	549,390

Daily Pivots for day following 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.022	2.989	2.843
R3	2.945	2.912	2.822
R2	2.868	2.868	2.815
R1	2.835	2.835	2.808	2.852
PP	2.791	2.791	2.791	2.800
S1	2.758	2.758	2.794	2.775
S2	2.714	2.714	2.787
S3	2.637	2.681	2.780
S4	2.560	2.604	2.759

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.558	3.428	2.937
R3	3.310	3.180	2.869
R2	3.062	3.062	2.846
R1	2.932	2.932	2.824	2.873
PP	2.814	2.814	2.814	2.785
S1	2.684	2.684	2.778	2.625
S2	2.566	2.566	2.756
S3	2.318	2.436	2.733
S4	2.070	2.188	2.665

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.998	2.697	0.301	10.7%	0.120	4.3%	35%	False	False	132,806
10	2.998	2.655	0.343	12.2%	0.115	4.1%	43%	False	False	133,538
20	2.998	2.605	0.393	14.0%	0.098	3.5%	50%	False	False	107,502
40	2.998	2.157	0.841	30.0%	0.087	3.1%	77%	False	False	76,883
60	2.998	2.156	0.842	30.1%	0.084	3.0%	77%	False	False	60,052
80	2.998	2.122	0.876	31.3%	0.080	2.9%	78%	False	False	48,861
100	2.998	1.990	1.008	36.0%	0.076	2.7%	80%	False	False	41,487
120	2.998	1.990	1.008	36.0%	0.074	2.6%	80%	False	False	35,667

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3.152
2.618	3.027
1.618	2.950
1.000	2.902
0.618	2.873
HIGH	2.825
0.618	2.796
0.500	2.787
0.382	2.777
LOW	2.748
0.618	2.700
1.000	2.671
1.618	2.623
2.618	2.546
4.250	2.421

Fisher Pivots for day following 08-Jul-2016
Pivot	1 day	3 day
R1	2.796	2.790
PP	2.791	2.780
S1	2.787	2.769

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

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