NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 15-Jul-2016

Day Change Summary
	Previous	Current
	14-Jul-2016	15-Jul-2016	Change	Change %	Previous Week
Open	2.724	2.708	-0.016	-0.6%	2.803
High	2.742	2.755	0.013	0.5%	2.855
Low	2.682	2.650	-0.032	-1.2%	2.650
Close	2.707	2.728	0.021	0.8%	2.728
Range	0.060	0.105	0.045	75.0%	0.205
ATR	0.098	0.098	0.001	0.5%	0.000
Volume	80,376	68,066	-12,310	-15.3%	434,820

Daily Pivots for day following 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.026	2.982	2.786
R3	2.921	2.877	2.757
R2	2.816	2.816	2.747
R1	2.772	2.772	2.738	2.794
PP	2.711	2.711	2.711	2.722
S1	2.667	2.667	2.718	2.689
S2	2.606	2.606	2.709
S3	2.501	2.562	2.699
S4	2.396	2.457	2.670

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.359	3.249	2.841
R3	3.154	3.044	2.784
R2	2.949	2.949	2.766
R1	2.839	2.839	2.747	2.792
PP	2.744	2.744	2.744	2.721
S1	2.634	2.634	2.709	2.587
S2	2.539	2.539	2.690
S3	2.334	2.429	2.672
S4	2.129	2.224	2.615

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.855	2.650	0.205	7.5%	0.100	3.7%	38%	False	True	86,964
10	2.990	2.650	0.340	12.5%	0.109	4.0%	23%	False	True	73,253
20	2.990	2.638	0.352	12.9%	0.103	3.8%	26%	False	False	57,911
40	2.990	2.195	0.795	29.1%	0.089	3.3%	67%	False	False	50,103
60	2.990	2.195	0.795	29.1%	0.081	3.0%	67%	False	False	41,323
80	2.990	2.150	0.840	30.8%	0.078	2.9%	69%	False	False	35,339
100	2.990	2.009	0.981	36.0%	0.075	2.8%	73%	False	False	30,879
120	2.990	2.009	0.981	36.0%	0.072	2.7%	73%	False	False	26,973

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	0.034
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.201
2.618	3.030
1.618	2.925
1.000	2.860
0.618	2.820
HIGH	2.755
0.618	2.715
0.500	2.703
0.382	2.690
LOW	2.650
0.618	2.585
1.000	2.545
1.618	2.480
2.618	2.375
4.250	2.204

Fisher Pivots for day following 15-Jul-2016
Pivot	1 day	3 day
R1	2.720	2.721
PP	2.711	2.713
S1	2.703	2.706

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

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