NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 14-Jul-2016

Day Change Summary
	Previous	Current
	13-Jul-2016	14-Jul-2016	Change	Change %	Previous Week
Open	2.738	2.751	0.013	0.5%	2.915
High	2.799	2.769	-0.030	-1.1%	2.945
Low	2.702	2.709	0.007	0.3%	2.697
Close	2.737	2.727	-0.010	-0.4%	2.801
Range	0.097	0.060	-0.037	-38.1%	0.248
ATR	0.104	0.101	-0.003	-3.0%	0.000
Volume	131,498	126,994	-4,504	-3.4%	549,390

Daily Pivots for day following 14-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.915	2.881	2.760
R3	2.855	2.821	2.744
R2	2.795	2.795	2.738
R1	2.761	2.761	2.733	2.748
PP	2.735	2.735	2.735	2.729
S1	2.701	2.701	2.722	2.688
S2	2.675	2.675	2.716
S3	2.615	2.641	2.711
S4	2.555	2.581	2.694

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%	0.095	3.5%	22%	False	False	130,267
10	2.998	2.687	0.311	11.4%	0.109	4.0%	13%	False	False	137,728
20	2.998	2.605	0.393	14.4%	0.105	3.8%	31%	False	False	119,273
40	2.998	2.157	0.841	30.8%	0.092	3.4%	68%	False	False	88,623
60	2.998	2.157	0.841	30.8%	0.085	3.1%	68%	False	False	68,047
80	2.998	2.122	0.876	32.1%	0.082	3.0%	69%	False	False	55,261
100	2.998	1.990	1.008	37.0%	0.078	2.9%	73%	False	False	46,625
120	2.998	1.990	1.008	37.0%	0.075	2.7%	73%	False	False	40,128

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	0.030
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	3.024
2.618	2.926
1.618	2.866
1.000	2.829
0.618	2.806
HIGH	2.769
0.618	2.746
0.500	2.739
0.382	2.732
LOW	2.709
0.618	2.672
1.000	2.649
1.618	2.612
2.618	2.552
4.250	2.454

Fisher Pivots for day following 14-Jul-2016
Pivot	1 day	3 day
R1	2.739	2.743
PP	2.735	2.738
S1	2.731	2.732

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

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