NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 18-Jul-2016

Day Change Summary
	Previous	Current
	15-Jul-2016	18-Jul-2016	Change	Change %	Previous Week
Open	2.708	2.760	0.052	1.9%	2.803
High	2.755	2.767	0.012	0.4%	2.855
Low	2.650	2.681	0.031	1.2%	2.650
Close	2.728	2.692	-0.036	-1.3%	2.728
Range	0.105	0.086	-0.019	-18.1%	0.205
ATR	0.098	0.098	-0.001	-0.9%	0.000
Volume	68,066	54,593	-13,473	-19.8%	434,820

Daily Pivots for day following 18-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.971	2.918	2.739
R3	2.885	2.832	2.716
R2	2.799	2.799	2.708
R1	2.746	2.746	2.700	2.730
PP	2.713	2.713	2.713	2.705
S1	2.660	2.660	2.684	2.644
S2	2.627	2.627	2.676
S3	2.541	2.574	2.668
S4	2.455	2.488	2.645

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	2.767	2.650	0.117	4.3%	0.083	3.1%	36%	True	False	80,312
10	2.944	2.650	0.294	10.9%	0.107	4.0%	14%	False	False	74,081
20	2.990	2.650	0.340	12.6%	0.104	3.9%	12%	False	False	59,010
40	2.990	2.271	0.719	26.7%	0.088	3.3%	59%	False	False	50,639
60	2.990	2.195	0.795	29.5%	0.081	3.0%	63%	False	False	41,879
80	2.990	2.150	0.840	31.2%	0.078	2.9%	65%	False	False	35,865
100	2.990	2.009	0.981	36.4%	0.076	2.8%	70%	False	False	31,358
120	2.990	2.009	0.981	36.4%	0.073	2.7%	70%	False	False	27,392

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	True
Stretch	0.031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.133
2.618	2.992
1.618	2.906
1.000	2.853
0.618	2.820
HIGH	2.767
0.618	2.734
0.500	2.724
0.382	2.714
LOW	2.681
0.618	2.628
1.000	2.595
1.618	2.542
2.618	2.456
4.250	2.316

Fisher Pivots for day following 18-Jul-2016
Pivot	1 day	3 day
R1	2.724	2.709
PP	2.713	2.703
S1	2.703	2.698

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

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