NYMEX Natural Gas Future September 2016

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

Day Change Summary
	Previous	Current
	21-Mar-2016	22-Mar-2016	Change	Change %	Previous Week
Open	2.229	2.155	-0.074	-3.3%	2.187
High	2.250	2.224	-0.026	-1.2%	2.289
Low	2.161	2.154	-0.007	-0.3%	2.143
Close	2.178	2.218	0.040	1.8%	2.254
Range	0.089	0.070	-0.019	-21.3%	0.146
ATR	0.067	0.067	0.000	0.4%	0.000
Volume	11,228	10,164	-1,064	-9.5%	56,543

Daily Pivots for day following 22-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.409	2.383	2.257
R3	2.339	2.313	2.237
R2	2.269	2.269	2.231
R1	2.243	2.243	2.224	2.256
PP	2.199	2.199	2.199	2.205
S1	2.173	2.173	2.212	2.186
S2	2.129	2.129	2.205
S3	2.059	2.103	2.199
S4	1.989	2.033	2.180

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.667	2.606	2.334
R3	2.521	2.460	2.294
R2	2.375	2.375	2.281
R1	2.314	2.314	2.267	2.345
PP	2.229	2.229	2.229	2.244
S1	2.168	2.168	2.241	2.199
S2	2.083	2.083	2.227
S3	1.937	2.022	2.214
S4	1.791	1.876	2.174

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.289	2.154	0.135	6.1%	0.068	3.0%	47%	False	True	11,508
10	2.289	2.063	0.226	10.2%	0.069	3.1%	69%	False	False	12,009
20	2.289	2.009	0.280	12.6%	0.064	2.9%	75%	False	False	13,039
40	2.479	2.009	0.470	21.2%	0.061	2.7%	44%	False	False	10,241

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	True
Bull Hook	False
Stretch	0.014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.522
2.618	2.407
1.618	2.337
1.000	2.294
0.618	2.267
HIGH	2.224
0.618	2.197
0.500	2.189
0.382	2.181
LOW	2.154
0.618	2.111
1.000	2.084
1.618	2.041
2.618	1.971
4.250	1.857

Fisher Pivots for day following 22-Mar-2016
Pivot	1 day	3 day
R1	2.208	2.219
PP	2.199	2.218
S1	2.189	2.218

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

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