NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 31-Mar-2016

Day Change Summary
	Previous	Current
	30-Mar-2016	31-Mar-2016	Change	Change %	Previous Week
Open	2.296	2.308	0.012	0.5%	2.229
High	2.327	2.325	-0.002	-0.1%	2.256
Low	2.277	2.226	-0.051	-2.2%	2.150
Close	2.311	2.237	-0.074	-3.2%	2.187
Range	0.050	0.099	0.049	98.0%	0.106
ATR	0.069	0.071	0.002	3.1%	0.000
Volume	12,820	23,669	10,849	84.6%	46,990

Daily Pivots for day following 31-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.560	2.497	2.291
R3	2.461	2.398	2.264
R2	2.362	2.362	2.255
R1	2.299	2.299	2.246	2.281
PP	2.263	2.263	2.263	2.254
S1	2.200	2.200	2.228	2.182
S2	2.164	2.164	2.219
S3	2.065	2.101	2.210
S4	1.966	2.002	2.183

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	2.327	2.150	0.177	7.9%	0.074	3.3%	49%	False	False	15,309
10	2.327	2.150	0.177	7.9%	0.076	3.4%	49%	False	False	13,905
20	2.327	2.009	0.318	14.2%	0.069	3.1%	72%	False	False	13,520
40	2.420	2.009	0.411	18.4%	0.063	2.8%	55%	False	False	11,446
60	2.644	2.009	0.635	28.4%	0.064	2.9%	36%	False	False	9,276

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.746
2.618	2.584
1.618	2.485
1.000	2.424
0.618	2.386
HIGH	2.325
0.618	2.287
0.500	2.276
0.382	2.264
LOW	2.226
0.618	2.165
1.000	2.127
1.618	2.066
2.618	1.967
4.250	1.805

Fisher Pivots for day following 31-Mar-2016
Pivot	1 day	3 day
R1	2.276	2.277
PP	2.263	2.263
S1	2.250	2.250

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

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