NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 25-Jul-2016

Day Change Summary
	Previous	Current
	22-Jul-2016	25-Jul-2016	Change	Change %	Previous Week
Open	2.658	2.745	0.087	3.3%	2.760
High	2.765	2.785	0.020	0.7%	2.767
Low	2.631	2.690	0.059	2.2%	2.591
Close	2.743	2.712	-0.031	-1.1%	2.743
Range	0.134	0.095	-0.039	-29.1%	0.176
ATR	0.097	0.097	0.000	-0.1%	0.000
Volume	109,108	108,516	-592	-0.5%	408,582

Daily Pivots for day following 25-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.014	2.958	2.764
R3	2.919	2.863	2.738
R2	2.824	2.824	2.729
R1	2.768	2.768	2.721	2.749
PP	2.729	2.729	2.729	2.719
S1	2.673	2.673	2.703	2.654
S2	2.634	2.634	2.695
S3	2.539	2.578	2.686
S4	2.444	2.483	2.660

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.228	3.162	2.840
R3	3.052	2.986	2.791
R2	2.876	2.876	2.775
R1	2.810	2.810	2.759	2.755
PP	2.700	2.700	2.700	2.673
S1	2.634	2.634	2.727	2.579
S2	2.524	2.524	2.711
S3	2.348	2.458	2.695
S4	2.172	2.282	2.646

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.785	2.591	0.194	7.2%	0.094	3.5%	62%	True	False	92,501
10	2.785	2.591	0.194	7.2%	0.088	3.3%	62%	True	False	86,406
20	2.990	2.591	0.399	14.7%	0.105	3.9%	30%	False	False	73,414
40	2.990	2.280	0.710	26.2%	0.092	3.4%	61%	False	False	58,722
60	2.990	2.195	0.795	29.3%	0.082	3.0%	65%	False	False	47,806
80	2.990	2.183	0.807	29.8%	0.079	2.9%	66%	False	False	40,690
100	2.990	2.009	0.981	36.2%	0.077	2.8%	72%	False	False	35,256
120	2.990	2.009	0.981	36.2%	0.074	2.7%	72%	False	False	30,942

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	False
Stretch	0.027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.189
2.618	3.034
1.618	2.939
1.000	2.880
0.618	2.844
HIGH	2.785
0.618	2.749
0.500	2.738
0.382	2.726
LOW	2.690
0.618	2.631
1.000	2.595
1.618	2.536
2.618	2.441
4.250	2.286

Fisher Pivots for day following 25-Jul-2016
Pivot	1 day	3 day
R1	2.738	2.704
PP	2.729	2.696
S1	2.721	2.688

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

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