NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 12-Jul-2016

Day Change Summary
	Previous	Current
	11-Jul-2016	12-Jul-2016	Change	Change %	Previous Week
Open	2.803	2.700	-0.103	-3.7%	2.915
High	2.855	2.734	-0.121	-4.2%	2.944
Low	2.681	2.667	-0.014	-0.5%	2.696
Close	2.684	2.700	0.016	0.6%	2.788
Range	0.174	0.067	-0.107	-61.5%	0.248
ATR	0.104	0.101	-0.003	-2.5%	0.000
Volume	87,852	112,797	24,945	28.4%	251,400

Daily Pivots for day following 12-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.901	2.868	2.737
R3	2.834	2.801	2.718
R2	2.767	2.767	2.712
R1	2.734	2.734	2.706	2.734
PP	2.700	2.700	2.700	2.700
S1	2.667	2.667	2.694	2.667
S2	2.633	2.633	2.688
S3	2.566	2.600	2.682
S4	2.499	2.533	2.663

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	2.855	2.667	0.188	7.0%	0.107	4.0%	18%	False	True	75,053
10	2.990	2.667	0.323	12.0%	0.119	4.4%	10%	False	True	68,587
20	2.990	2.632	0.358	13.3%	0.099	3.7%	19%	False	False	51,092
40	2.990	2.195	0.795	29.4%	0.086	3.2%	64%	False	False	45,956
60	2.990	2.191	0.799	29.6%	0.081	3.0%	64%	False	False	38,574
80	2.990	2.150	0.840	31.1%	0.077	2.9%	65%	False	False	32,828
100	2.990	2.009	0.981	36.3%	0.074	2.8%	70%	False	False	28,777
120	2.990	2.009	0.981	36.3%	0.072	2.7%	70%	False	False	25,102

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.029
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	3.019
2.618	2.909
1.618	2.842
1.000	2.801
0.618	2.775
HIGH	2.734
0.618	2.708
0.500	2.701
0.382	2.693
LOW	2.667
0.618	2.626
1.000	2.600
1.618	2.559
2.618	2.492
4.250	2.382

Fisher Pivots for day following 12-Jul-2016
Pivot	1 day	3 day
R1	2.701	2.761
PP	2.700	2.741
S1	2.700	2.720

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

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