NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 24-Mar-2016

Day Change Summary
	Previous	Current
	23-Mar-2016	24-Mar-2016	Change	Change %	Previous Week
Open	2.210	2.155	-0.055	-2.5%	2.187
High	2.256	2.200	-0.056	-2.5%	2.289
Low	2.156	2.150	-0.006	-0.3%	2.143
Close	2.169	2.187	0.018	0.8%	2.254
Range	0.100	0.050	-0.050	-50.0%	0.146
ATR	0.069	0.068	-0.001	-2.0%	0.000
Volume	12,491	13,107	616	4.9%	56,543

Daily Pivots for day following 24-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.329	2.308	2.215
R3	2.279	2.258	2.201
R2	2.229	2.229	2.196
R1	2.208	2.208	2.192	2.219
PP	2.179	2.179	2.179	2.184
S1	2.158	2.158	2.182	2.169
S2	2.129	2.129	2.178
S3	2.079	2.108	2.173
S4	2.029	2.058	2.160

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	2.283	2.150	0.133	6.1%	0.071	3.2%	28%	False	True	11,772
10	2.289	2.143	0.146	6.7%	0.071	3.3%	30%	False	False	11,500
20	2.289	2.009	0.280	12.8%	0.067	3.1%	64%	False	False	13,337
40	2.479	2.009	0.470	21.5%	0.062	2.8%	38%	False	False	10,642

Crabel Price Patterns
NR	True
NR4	True
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	0.016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.413
2.618	2.331
1.618	2.281
1.000	2.250
0.618	2.231
HIGH	2.200
0.618	2.181
0.500	2.175
0.382	2.169
LOW	2.150
0.618	2.119
1.000	2.100
1.618	2.069
2.618	2.019
4.250	1.938

Fisher Pivots for day following 24-Mar-2016
Pivot	1 day	3 day
R1	2.183	2.203
PP	2.179	2.198
S1	2.175	2.192

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

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