NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 11-Mar-2016

Day Change Summary
	Previous	Current
	10-Mar-2016	11-Mar-2016	Change	Change %	Previous Week
Open	2.127	2.168	0.041	1.9%	2.030
High	2.170	2.220	0.050	2.3%	2.220
Low	2.102	2.161	0.059	2.8%	2.009
Close	2.154	2.190	0.036	1.7%	2.190
Range	0.068	0.059	-0.009	-13.2%	0.211
ATR	0.063	0.063	0.000	0.3%	0.000
Volume	16,048	11,468	-4,580	-28.5%	75,712

Daily Pivots for day following 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.367	2.338	2.222
R3	2.308	2.279	2.206
R2	2.249	2.249	2.201
R1	2.220	2.220	2.195	2.235
PP	2.190	2.190	2.190	2.198
S1	2.161	2.161	2.185	2.176
S2	2.131	2.131	2.179
S3	2.072	2.102	2.174
S4	2.013	2.043	2.158

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.773	2.692	2.306
R3	2.562	2.481	2.248
R2	2.351	2.351	2.229
R1	2.270	2.270	2.209	2.311
PP	2.140	2.140	2.140	2.160
S1	2.059	2.059	2.171	2.100
S2	1.929	1.929	2.151
S3	1.718	1.848	2.132
S4	1.507	1.637	2.074

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.220	2.009	0.211	9.6%	0.064	2.9%	86%	True	False	15,142
10	2.220	2.009	0.211	9.6%	0.061	2.8%	86%	True	False	14,942
20	2.315	2.009	0.306	14.0%	0.058	2.7%	59%	False	False	12,084
40	2.525	2.009	0.516	23.6%	0.060	2.7%	35%	False	False	8,902

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	0.009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.471
2.618	2.374
1.618	2.315
1.000	2.279
0.618	2.256
HIGH	2.220
0.618	2.197
0.500	2.191
0.382	2.184
LOW	2.161
0.618	2.125
1.000	2.102
1.618	2.066
2.618	2.007
4.250	1.910

Fisher Pivots for day following 11-Mar-2016
Pivot	1 day	3 day
R1	2.191	2.174
PP	2.190	2.158
S1	2.190	2.142

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

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