NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 15-Mar-2016

Day Change Summary
	Previous	Current
	14-Mar-2016	15-Mar-2016	Change	Change %	Previous Week
Open	2.187	2.176	-0.011	-0.5%	2.030
High	2.218	2.265	0.047	2.1%	2.220
Low	2.143	2.176	0.033	1.5%	2.009
Close	2.188	2.219	0.031	1.4%	2.190
Range	0.075	0.089	0.014	18.7%	0.211
ATR	0.064	0.066	0.002	2.8%	0.000
Volume	10,356	10,037	-319	-3.1%	75,712

Daily Pivots for day following 15-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.487	2.442	2.268
R3	2.398	2.353	2.243
R2	2.309	2.309	2.235
R1	2.264	2.264	2.227	2.287
PP	2.220	2.220	2.220	2.231
S1	2.175	2.175	2.211	2.198
S2	2.131	2.131	2.203
S3	2.042	2.086	2.195
S4	1.953	1.997	2.170

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	2.265	2.063	0.202	9.1%	0.070	3.2%	77%	True	False	12,511
10	2.265	2.009	0.256	11.5%	0.062	2.8%	82%	True	False	13,465
20	2.274	2.009	0.265	11.9%	0.061	2.8%	79%	False	False	12,240
40	2.479	2.009	0.470	21.2%	0.060	2.7%	45%	False	False	9,233

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	2.643
2.618	2.498
1.618	2.409
1.000	2.354
0.618	2.320
HIGH	2.265
0.618	2.231
0.500	2.221
0.382	2.210
LOW	2.176
0.618	2.121
1.000	2.087
1.618	2.032
2.618	1.943
4.250	1.798

Fisher Pivots for day following 15-Mar-2016
Pivot	1 day	3 day
R1	2.221	2.214
PP	2.220	2.209
S1	2.220	2.204

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

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