NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 22-Jul-2016

Day Change Summary
	Previous	Current
	21-Jul-2016	22-Jul-2016	Change	Change %	Previous Week
Open	2.665	2.688	0.023	0.9%	2.775
High	2.710	2.795	0.085	3.1%	2.799
Low	2.625	2.660	0.035	1.3%	2.625
Close	2.692	2.777	0.085	3.2%	2.777
Range	0.085	0.135	0.050	58.8%	0.174
ATR	0.097	0.099	0.003	2.8%	0.000
Volume	120,585	95,596	-24,989	-20.7%	537,096

Daily Pivots for day following 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.149	3.098	2.851
R3	3.014	2.963	2.814
R2	2.879	2.879	2.802
R1	2.828	2.828	2.789	2.854
PP	2.744	2.744	2.744	2.757
S1	2.693	2.693	2.765	2.719
S2	2.609	2.609	2.752
S3	2.474	2.558	2.740
S4	2.339	2.423	2.703

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.256	3.190	2.873
R3	3.082	3.016	2.825
R2	2.908	2.908	2.809
R1	2.842	2.842	2.793	2.875
PP	2.734	2.734	2.734	2.750
S1	2.668	2.668	2.761	2.701
S2	2.560	2.560	2.745
S3	2.386	2.494	2.729
S4	2.212	2.320	2.681

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.799	2.625	0.174	6.3%	0.093	3.4%	87%	False	False	107,419
10	2.871	2.625	0.246	8.9%	0.097	3.5%	62%	False	False	121,209
20	2.998	2.625	0.373	13.4%	0.106	3.8%	41%	False	False	127,373
40	2.998	2.213	0.785	28.3%	0.094	3.4%	72%	False	False	99,650
60	2.998	2.157	0.841	30.3%	0.086	3.1%	74%	False	False	76,361
80	2.998	2.151	0.847	30.5%	0.083	3.0%	74%	False	False	62,540
100	2.998	1.994	1.004	36.2%	0.080	2.9%	78%	False	False	52,547
120	2.998	1.990	1.008	36.3%	0.077	2.8%	78%	False	False	45,309

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.030
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.369
2.618	3.148
1.618	3.013
1.000	2.930
0.618	2.878
HIGH	2.795
0.618	2.743
0.500	2.728
0.382	2.712
LOW	2.660
0.618	2.577
1.000	2.525
1.618	2.442
2.618	2.307
4.250	2.086

Fisher Pivots for day following 22-Jul-2016
Pivot	1 day	3 day
R1	2.761	2.755
PP	2.744	2.732
S1	2.728	2.710

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

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