NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 13-Jul-2016

Day Change Summary
	Previous	Current
	12-Jul-2016	13-Jul-2016	Change	Change %	Previous Week
Open	2.717	2.738	0.021	0.8%	2.915
High	2.751	2.799	0.048	1.7%	2.945
Low	2.687	2.702	0.015	0.6%	2.697
Close	2.734	2.737	0.003	0.1%	2.801
Range	0.064	0.097	0.033	51.6%	0.248
ATR	0.105	0.104	-0.001	-0.5%	0.000
Volume	143,029	131,498	-11,531	-8.1%	549,390

Daily Pivots for day following 13-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.037	2.984	2.790
R3	2.940	2.887	2.764
R2	2.843	2.843	2.755
R1	2.790	2.790	2.746	2.768
PP	2.746	2.746	2.746	2.735
S1	2.693	2.693	2.728	2.671
S2	2.649	2.649	2.719
S3	2.552	2.596	2.710
S4	2.455	2.499	2.684

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	2.871	2.687	0.184	6.7%	0.106	3.9%	27%	False	False	132,502
10	2.998	2.687	0.311	11.4%	0.116	4.2%	16%	False	False	139,753
20	2.998	2.605	0.393	14.4%	0.104	3.8%	34%	False	False	115,693
40	2.998	2.157	0.841	30.7%	0.091	3.3%	69%	False	False	85,977
60	2.998	2.157	0.841	30.7%	0.086	3.1%	69%	False	False	66,340
80	2.998	2.122	0.876	32.0%	0.082	3.0%	70%	False	False	53,833
100	2.998	1.990	1.008	36.8%	0.078	2.8%	74%	False	False	45,472
120	2.998	1.990	1.008	36.8%	0.075	2.7%	74%	False	False	39,091

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.211
2.618	3.053
1.618	2.956
1.000	2.896
0.618	2.859
HIGH	2.799
0.618	2.762
0.500	2.751
0.382	2.739
LOW	2.702
0.618	2.642
1.000	2.605
1.618	2.545
2.618	2.448
4.250	2.290

Fisher Pivots for day following 13-Jul-2016
Pivot	1 day	3 day
R1	2.751	2.779
PP	2.746	2.765
S1	2.742	2.751

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

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