NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 11-Jul-2016

Day Change Summary
	Previous	Current
	08-Jul-2016	11-Jul-2016	Change	Change %	Previous Week
Open	2.758	2.819	0.061	2.2%	2.915
High	2.825	2.871	0.046	1.6%	2.945
Low	2.748	2.696	-0.052	-1.9%	2.697
Close	2.801	2.702	-0.099	-3.5%	2.801
Range	0.077	0.175	0.098	127.3%	0.248
ATR	0.103	0.108	0.005	5.0%	0.000
Volume	98,786	151,030	52,244	52.9%	549,390

Daily Pivots for day following 11-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.281	3.167	2.798
R3	3.106	2.992	2.750
R2	2.931	2.931	2.734
R1	2.817	2.817	2.718	2.787
PP	2.756	2.756	2.756	2.741
S1	2.642	2.642	2.686	2.612
S2	2.581	2.581	2.670
S3	2.406	2.467	2.654
S4	2.231	2.292	2.606

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	2.945	2.696	0.249	9.2%	0.133	4.9%	2%	False	True	140,084
10	2.998	2.667	0.331	12.3%	0.125	4.6%	11%	False	False	140,928
20	2.998	2.605	0.393	14.5%	0.103	3.8%	25%	False	False	110,281
40	2.998	2.157	0.841	31.1%	0.090	3.3%	65%	False	False	80,157
60	2.998	2.156	0.842	31.2%	0.086	3.2%	65%	False	False	62,243
80	2.998	2.122	0.876	32.4%	0.081	3.0%	66%	False	False	50,665
100	2.998	1.990	1.008	37.3%	0.078	2.9%	71%	False	False	42,902
120	2.998	1.990	1.008	37.3%	0.074	2.8%	71%	False	False	36,892

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.615
2.618	3.329
1.618	3.154
1.000	3.046
0.618	2.979
HIGH	2.871
0.618	2.804
0.500	2.784
0.382	2.763
LOW	2.696
0.618	2.588
1.000	2.521
1.618	2.413
2.618	2.238
4.250	1.952

Fisher Pivots for day following 11-Jul-2016
Pivot	1 day	3 day
R1	2.784	2.784
PP	2.756	2.756
S1	2.729	2.729

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

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