NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 11-Jul-2016

Day Change Summary
	Previous	Current
	08-Jul-2016	11-Jul-2016	Change	Change %	Previous Week
Open	2.750	2.803	0.053	1.9%	2.915
High	2.812	2.855	0.043	1.5%	2.944
Low	2.740	2.681	-0.059	-2.2%	2.696
Close	2.788	2.684	-0.104	-3.7%	2.788
Range	0.072	0.174	0.102	141.7%	0.248
ATR	0.099	0.104	0.005	5.5%	0.000
Volume	57,271	87,852	30,581	53.4%	251,400

Daily Pivots for day following 11-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.262	3.147	2.780
R3	3.088	2.973	2.732
R2	2.914	2.914	2.716
R1	2.799	2.799	2.700	2.770
PP	2.740	2.740	2.740	2.725
S1	2.625	2.625	2.668	2.596
S2	2.566	2.566	2.652
S3	2.392	2.451	2.636
S4	2.218	2.277	2.588

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.553	3.419	2.924
R3	3.305	3.171	2.856
R2	3.057	3.057	2.833
R1	2.923	2.923	2.811	2.866
PP	2.809	2.809	2.809	2.781
S1	2.675	2.675	2.765	2.618
S2	2.561	2.561	2.743
S3	2.313	2.427	2.720
S4	2.065	2.179	2.652

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.944	2.681	0.263	9.8%	0.132	4.9%	1%	False	True	67,850
10	2.990	2.675	0.315	11.7%	0.122	4.5%	3%	False	False	60,421
20	2.990	2.632	0.358	13.3%	0.099	3.7%	15%	False	False	48,724
40	2.990	2.195	0.795	29.6%	0.085	3.2%	62%	False	False	43,733
60	2.990	2.191	0.799	29.8%	0.081	3.0%	62%	False	False	36,971
80	2.990	2.150	0.840	31.3%	0.078	2.9%	64%	False	False	31,627
100	2.990	2.009	0.981	36.5%	0.074	2.8%	69%	False	False	27,737
120	2.990	2.009	0.981	36.5%	0.072	2.7%	69%	False	False	24,199

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.595
2.618	3.311
1.618	3.137
1.000	3.029
0.618	2.963
HIGH	2.855
0.618	2.789
0.500	2.768
0.382	2.747
LOW	2.681
0.618	2.573
1.000	2.507
1.618	2.399
2.618	2.225
4.250	1.942

Fisher Pivots for day following 11-Jul-2016
Pivot	1 day	3 day
R1	2.768	2.768
PP	2.740	2.740
S1	2.712	2.712

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

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