NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 29-Mar-2016

Day Change Summary
	Previous	Current
	28-Mar-2016	29-Mar-2016	Change	Change %	Previous Week
Open	2.167	2.250	0.083	3.8%	2.229
High	2.249	2.303	0.054	2.4%	2.256
Low	2.150	2.230	0.080	3.7%	2.150
Close	2.246	2.298	0.052	2.3%	2.187
Range	0.099	0.073	-0.026	-26.3%	0.106
ATR	0.070	0.070	0.000	0.3%	0.000
Volume	11,216	15,733	4,517	40.3%	46,990

Daily Pivots for day following 29-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.496	2.470	2.338
R3	2.423	2.397	2.318
R2	2.350	2.350	2.311
R1	2.324	2.324	2.305	2.337
PP	2.277	2.277	2.277	2.284
S1	2.251	2.251	2.291	2.264
S2	2.204	2.204	2.285
S3	2.131	2.178	2.278
S4	2.058	2.105	2.258

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.516	2.457	2.245
R3	2.410	2.351	2.216
R2	2.304	2.304	2.206
R1	2.245	2.245	2.197	2.222
PP	2.198	2.198	2.198	2.186
S1	2.139	2.139	2.177	2.116
S2	2.092	2.092	2.168
S3	1.986	2.033	2.158
S4	1.880	1.927	2.129

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.303	2.150	0.153	6.7%	0.078	3.4%	97%	True	False	12,542
10	2.303	2.150	0.153	6.7%	0.075	3.3%	97%	True	False	12,012
20	2.303	2.009	0.294	12.8%	0.068	3.0%	98%	True	False	12,992
40	2.432	2.009	0.423	18.4%	0.063	2.8%	68%	False	False	10,968
60	2.644	2.009	0.635	27.6%	0.064	2.8%	46%	False	False	8,786

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	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.613
2.618	2.494
1.618	2.421
1.000	2.376
0.618	2.348
HIGH	2.303
0.618	2.275
0.500	2.267
0.382	2.258
LOW	2.230
0.618	2.185
1.000	2.157
1.618	2.112
2.618	2.039
4.250	1.920

Fisher Pivots for day following 29-Mar-2016
Pivot	1 day	3 day
R1	2.288	2.274
PP	2.277	2.250
S1	2.267	2.227

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

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