NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 19-Jul-2016

Day Change Summary
	Previous	Current
	18-Jul-2016	19-Jul-2016	Change	Change %	Previous Week
Open	2.775	2.733	-0.042	-1.5%	2.819
High	2.799	2.787	-0.012	-0.4%	2.871
Low	2.708	2.714	0.006	0.2%	2.669
Close	2.722	2.728	0.006	0.2%	2.756
Range	0.091	0.073	-0.018	-19.8%	0.202
ATR	0.101	0.099	-0.002	-2.0%	0.000
Volume	89,832	105,285	15,453	17.2%	674,995

Daily Pivots for day following 19-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.962	2.918	2.768
R3	2.889	2.845	2.748
R2	2.816	2.816	2.741
R1	2.772	2.772	2.735	2.758
PP	2.743	2.743	2.743	2.736
S1	2.699	2.699	2.721	2.685
S2	2.670	2.670	2.715
S3	2.597	2.626	2.708
S4	2.524	2.553	2.688

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%	0.086	3.2%	45%	False	False	115,210
10	2.871	2.669	0.202	7.4%	0.097	3.5%	29%	False	False	124,294
20	2.998	2.653	0.345	12.6%	0.105	3.9%	22%	False	False	124,972
40	2.998	2.207	0.791	29.0%	0.093	3.4%	66%	False	False	93,964
60	2.998	2.157	0.841	30.8%	0.085	3.1%	68%	False	False	71,816
80	2.998	2.122	0.876	32.1%	0.082	3.0%	69%	False	False	58,749
100	2.998	1.990	1.008	37.0%	0.079	2.9%	73%	False	False	49,540
120	2.998	1.990	1.008	37.0%	0.076	2.8%	73%	False	False	42,632

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.097
2.618	2.978
1.618	2.905
1.000	2.860
0.618	2.832
HIGH	2.787
0.618	2.759
0.500	2.751
0.382	2.742
LOW	2.714
0.618	2.669
1.000	2.641
1.618	2.596
2.618	2.523
4.250	2.404

Fisher Pivots for day following 19-Jul-2016
Pivot	1 day	3 day
R1	2.751	2.734
PP	2.743	2.732
S1	2.736	2.730

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

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