NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 18-Jul-2016

Day Change Summary
	Previous	Current
	15-Jul-2016	18-Jul-2016	Change	Change %	Previous Week
Open	2.730	2.775	0.045	1.6%	2.819
High	2.778	2.799	0.021	0.8%	2.871
Low	2.669	2.708	0.039	1.5%	2.669
Close	2.756	2.722	-0.034	-1.2%	2.756
Range	0.109	0.091	-0.018	-16.5%	0.202
ATR	0.102	0.101	-0.001	-0.7%	0.000
Volume	122,444	89,832	-32,612	-26.6%	674,995

Daily Pivots for day following 18-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.016	2.960	2.772
R3	2.925	2.869	2.747
R2	2.834	2.834	2.739
R1	2.778	2.778	2.730	2.761
PP	2.743	2.743	2.743	2.734
S1	2.687	2.687	2.714	2.670
S2	2.652	2.652	2.705
S3	2.561	2.596	2.697
S4	2.470	2.505	2.672

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.371	3.266	2.867
R3	3.169	3.064	2.812
R2	2.967	2.967	2.793
R1	2.862	2.862	2.775	2.814
PP	2.765	2.765	2.765	2.741
S1	2.660	2.660	2.737	2.612
S2	2.563	2.563	2.719
S3	2.361	2.458	2.700
S4	2.159	2.256	2.645

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.799	2.669	0.130	4.8%	0.084	3.1%	41%	True	False	122,759
10	2.945	2.669	0.276	10.1%	0.109	4.0%	19%	False	False	131,421
20	2.998	2.653	0.345	12.7%	0.107	3.9%	20%	False	False	123,764
40	2.998	2.207	0.791	29.1%	0.092	3.4%	65%	False	False	92,205
60	2.998	2.157	0.841	30.9%	0.086	3.1%	67%	False	False	70,590
80	2.998	2.122	0.876	32.2%	0.082	3.0%	68%	False	False	57,590
100	2.998	1.990	1.008	37.0%	0.079	2.9%	73%	False	False	48,610
120	2.998	1.990	1.008	37.0%	0.076	2.8%	73%	False	False	41,820

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	0.032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.186
2.618	3.037
1.618	2.946
1.000	2.890
0.618	2.855
HIGH	2.799
0.618	2.764
0.500	2.754
0.382	2.743
LOW	2.708
0.618	2.652
1.000	2.617
1.618	2.561
2.618	2.470
4.250	2.321

Fisher Pivots for day following 18-Jul-2016
Pivot	1 day	3 day
R1	2.754	2.734
PP	2.743	2.730
S1	2.733	2.726

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

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