NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 08-Mar-2016

Day Change Summary
	Previous	Current
	07-Mar-2016	08-Mar-2016	Change	Change %	Previous Week
Open	2.030	2.068	0.038	1.9%	2.023
High	2.094	2.077	-0.017	-0.8%	2.126
Low	2.009	2.030	0.021	1.0%	2.010
Close	2.050	2.066	0.016	0.8%	2.065
Range	0.085	0.047	-0.038	-44.7%	0.116
ATR	0.064	0.063	-0.001	-1.9%	0.000
Volume	20,597	12,953	-7,644	-37.1%	73,711

Daily Pivots for day following 08-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.199	2.179	2.092
R3	2.152	2.132	2.079
R2	2.105	2.105	2.075
R1	2.085	2.085	2.070	2.072
PP	2.058	2.058	2.058	2.051
S1	2.038	2.038	2.062	2.025
S2	2.011	2.011	2.057
S3	1.964	1.991	2.053
S4	1.917	1.944	2.040

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.415	2.356	2.129
R3	2.299	2.240	2.097
R2	2.183	2.183	2.086
R1	2.124	2.124	2.076	2.154
PP	2.067	2.067	2.067	2.082
S1	2.008	2.008	2.054	2.038
S2	1.951	1.951	2.044
S3	1.835	1.892	2.033
S4	1.719	1.776	2.001

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.096	2.009	0.087	4.2%	0.055	2.7%	66%	False	False	14,419
10	2.128	2.009	0.119	5.8%	0.060	2.9%	48%	False	False	14,069
20	2.376	2.009	0.367	17.8%	0.058	2.8%	16%	False	False	11,021
40	2.644	2.009	0.635	30.7%	0.060	2.9%	9%	False	False	8,182

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.277
2.618	2.200
1.618	2.153
1.000	2.124
0.618	2.106
HIGH	2.077
0.618	2.059
0.500	2.054
0.382	2.048
LOW	2.030
0.618	2.001
1.000	1.983
1.618	1.954
2.618	1.907
4.250	1.830

Fisher Pivots for day following 08-Mar-2016
Pivot	1 day	3 day
R1	2.062	2.061
PP	2.058	2.056
S1	2.054	2.052

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

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