NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 21-Apr-2016

Day Change Summary
	Previous	Current
	20-Apr-2016	21-Apr-2016	Change	Change %	Previous Week
Open	2.370	2.388	0.018	0.8%	2.236
High	2.429	2.428	-0.001	0.0%	2.307
Low	2.351	2.362	0.011	0.5%	2.192
Close	2.369	2.419	0.050	2.1%	2.212
Range	0.078	0.066	-0.012	-15.4%	0.115
ATR	0.073	0.072	0.000	-0.7%	0.000
Volume	29,043	21,249	-7,794	-26.8%	96,505

Daily Pivots for day following 21-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.601	2.576	2.455
R3	2.535	2.510	2.437
R2	2.469	2.469	2.431
R1	2.444	2.444	2.425	2.457
PP	2.403	2.403	2.403	2.409
S1	2.378	2.378	2.413	2.391
S2	2.337	2.337	2.407
S3	2.271	2.312	2.401
S4	2.205	2.246	2.383

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.582	2.512	2.275
R3	2.467	2.397	2.244
R2	2.352	2.352	2.233
R1	2.282	2.282	2.223	2.260
PP	2.237	2.237	2.237	2.226
S1	2.167	2.167	2.201	2.145
S2	2.122	2.122	2.191
S3	2.007	2.052	2.180
S4	1.892	1.937	2.149

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.429	2.191	0.238	9.8%	0.080	3.3%	96%	False	False	21,415
10	2.429	2.191	0.238	9.8%	0.065	2.7%	96%	False	False	20,535
20	2.429	2.150	0.279	11.5%	0.069	2.9%	96%	False	False	17,825
40	2.429	2.009	0.420	17.4%	0.068	2.8%	98%	False	False	15,577
60	2.479	2.009	0.470	19.4%	0.064	2.7%	87%	False	False	12,906

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.008
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.709
2.618	2.601
1.618	2.535
1.000	2.494
0.618	2.469
HIGH	2.428
0.618	2.403
0.500	2.395
0.382	2.387
LOW	2.362
0.618	2.321
1.000	2.296
1.618	2.255
2.618	2.189
4.250	2.082

Fisher Pivots for day following 21-Apr-2016
Pivot	1 day	3 day
R1	2.411	2.393
PP	2.403	2.366
S1	2.395	2.340

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

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