NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 16-Mar-2016

Day Change Summary
	Previous	Current
	15-Mar-2016	16-Mar-2016	Change	Change %	Previous Week
Open	2.176	2.217	0.041	1.9%	2.030
High	2.265	2.236	-0.029	-1.3%	2.220
Low	2.176	2.185	0.009	0.4%	2.009
Close	2.219	2.232	0.013	0.6%	2.190
Range	0.089	0.051	-0.038	-42.7%	0.211
ATR	0.066	0.065	-0.001	-1.6%	0.000
Volume	10,037	7,520	-2,517	-25.1%	75,712

Daily Pivots for day following 16-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.371	2.352	2.260
R3	2.320	2.301	2.246
R2	2.269	2.269	2.241
R1	2.250	2.250	2.237	2.260
PP	2.218	2.218	2.218	2.222
S1	2.199	2.199	2.227	2.209
S2	2.167	2.167	2.223
S3	2.116	2.148	2.218
S4	2.065	2.097	2.204

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	2.102	0.163	7.3%	0.068	3.1%	80%	False	False	11,085
10	2.265	2.009	0.256	11.5%	0.063	2.8%	87%	False	False	13,134
20	2.267	2.009	0.258	11.6%	0.061	2.7%	86%	False	False	12,175
40	2.479	2.009	0.470	21.1%	0.059	2.7%	47%	False	False	9,344

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2.453
2.618	2.370
1.618	2.319
1.000	2.287
0.618	2.268
HIGH	2.236
0.618	2.217
0.500	2.211
0.382	2.204
LOW	2.185
0.618	2.153
1.000	2.134
1.618	2.102
2.618	2.051
4.250	1.968

Fisher Pivots for day following 16-Mar-2016
Pivot	1 day	3 day
R1	2.225	2.223
PP	2.218	2.213
S1	2.211	2.204

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

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