NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 19-Jul-2016

Day Change Summary
	Previous	Current
	18-Jul-2016	19-Jul-2016	Change	Change %	Previous Week
Open	2.760	2.699	-0.061	-2.2%	2.803
High	2.767	2.751	-0.016	-0.6%	2.855
Low	2.681	2.682	0.001	0.0%	2.650
Close	2.692	2.689	-0.003	-0.1%	2.728
Range	0.086	0.069	-0.017	-19.8%	0.205
ATR	0.098	0.096	-0.002	-2.1%	0.000
Volume	54,593	67,766	13,173	24.1%	434,820

Daily Pivots for day following 19-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.914	2.871	2.727
R3	2.845	2.802	2.708
R2	2.776	2.776	2.702
R1	2.733	2.733	2.695	2.720
PP	2.707	2.707	2.707	2.701
S1	2.664	2.664	2.683	2.651
S2	2.638	2.638	2.676
S3	2.569	2.595	2.670
S4	2.500	2.526	2.651

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	4.4%	0.083	3.1%	33%	False	False	71,306
10	2.855	2.650	0.205	7.6%	0.095	3.5%	19%	False	False	73,179
20	2.990	2.650	0.340	12.6%	0.103	3.8%	11%	False	False	60,752
40	2.990	2.271	0.719	26.7%	0.088	3.3%	58%	False	False	51,699
60	2.990	2.195	0.795	29.6%	0.081	3.0%	62%	False	False	42,561
80	2.990	2.150	0.840	31.2%	0.078	2.9%	64%	False	False	36,549
100	2.990	2.009	0.981	36.5%	0.076	2.8%	69%	False	False	31,906
120	2.990	2.009	0.981	36.5%	0.073	2.7%	69%	False	False	27,913

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.044
2.618	2.932
1.618	2.863
1.000	2.820
0.618	2.794
HIGH	2.751
0.618	2.725
0.500	2.717
0.382	2.708
LOW	2.682
0.618	2.639
1.000	2.613
1.618	2.570
2.618	2.501
4.250	2.389

Fisher Pivots for day following 19-Jul-2016
Pivot	1 day	3 day
R1	2.717	2.709
PP	2.707	2.702
S1	2.698	2.696

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

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