NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 06-Jul-2016

Day Change Summary
	Previous	Current
	05-Jul-2016	06-Jul-2016	Change	Change %	Previous Week
Open	2.915	2.765	-0.150	-5.1%	2.680
High	2.944	2.797	-0.147	-5.0%	2.990
Low	2.752	2.696	-0.056	-2.0%	2.675
Close	2.758	2.777	0.019	0.7%	2.981
Range	0.192	0.101	-0.091	-47.4%	0.315
ATR	0.099	0.099	0.000	0.1%	0.000
Volume	76,784	59,282	-17,502	-22.8%	264,966

Daily Pivots for day following 06-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.060	3.019	2.833
R3	2.959	2.918	2.805
R2	2.858	2.858	2.796
R1	2.817	2.817	2.786	2.838
PP	2.757	2.757	2.757	2.767
S1	2.716	2.716	2.768	2.737
S2	2.656	2.656	2.758
S3	2.555	2.615	2.749
S4	2.454	2.514	2.721

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.827	3.719	3.154
R3	3.512	3.404	3.068
R2	3.197	3.197	3.039
R1	3.089	3.089	3.010	3.143
PP	2.882	2.882	2.882	2.909
S1	2.774	2.774	2.952	2.828
S2	2.567	2.567	2.923
S3	2.252	2.459	2.894
S4	1.937	2.144	2.808

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.990	2.696	0.294	10.6%	0.123	4.4%	28%	False	True	60,758
10	2.990	2.662	0.328	11.8%	0.114	4.1%	35%	False	False	51,011
20	2.990	2.573	0.417	15.0%	0.094	3.4%	49%	False	False	50,729
40	2.990	2.195	0.795	28.6%	0.080	2.9%	73%	False	False	40,771
60	2.990	2.191	0.799	28.8%	0.078	2.8%	73%	False	False	34,555
80	2.990	2.143	0.847	30.5%	0.076	2.7%	75%	False	False	29,436
100	2.990	2.009	0.981	35.3%	0.072	2.6%	78%	False	False	25,966
120	2.990	2.009	0.981	35.3%	0.070	2.5%	78%	False	False	22,592

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	0.021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.226
2.618	3.061
1.618	2.960
1.000	2.898
0.618	2.859
HIGH	2.797
0.618	2.758
0.500	2.747
0.382	2.735
LOW	2.696
0.618	2.634
1.000	2.595
1.618	2.533
2.618	2.432
4.250	2.267

Fisher Pivots for day following 06-Jul-2016
Pivot	1 day	3 day
R1	2.767	2.843
PP	2.757	2.821
S1	2.747	2.799

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

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