NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 26-Jul-2016

Day Change Summary
	Previous	Current
	25-Jul-2016	26-Jul-2016	Change	Change %	Previous Week
Open	2.745	2.700	-0.045	-1.6%	2.760
High	2.785	2.740	-0.045	-1.6%	2.767
Low	2.690	2.648	-0.042	-1.6%	2.591
Close	2.712	2.677	-0.035	-1.3%	2.743
Range	0.095	0.092	-0.003	-3.2%	0.176
ATR	0.097	0.096	0.000	-0.4%	0.000
Volume	108,516	123,510	14,994	13.8%	408,582

Daily Pivots for day following 26-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.964	2.913	2.728
R3	2.872	2.821	2.702
R2	2.780	2.780	2.694
R1	2.729	2.729	2.685	2.709
PP	2.688	2.688	2.688	2.678
S1	2.637	2.637	2.669	2.617
S2	2.596	2.596	2.660
S3	2.504	2.545	2.652
S4	2.412	2.453	2.626

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%	0.098	3.7%	44%	False	False	103,649
10	2.785	2.591	0.194	7.2%	0.091	3.4%	44%	False	False	87,477
20	2.990	2.591	0.399	14.9%	0.105	3.9%	22%	False	False	78,032
40	2.990	2.326	0.664	24.8%	0.092	3.4%	53%	False	False	61,132
60	2.990	2.195	0.795	29.7%	0.082	3.1%	61%	False	False	49,142
80	2.990	2.183	0.807	30.1%	0.080	3.0%	61%	False	False	42,096
100	2.990	2.009	0.981	36.6%	0.078	2.9%	68%	False	False	36,333
120	2.990	2.009	0.981	36.6%	0.074	2.8%	68%	False	False	31,909

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 3 trading days

Fibonacci Retracements and Extensions
4.250	3.131
2.618	2.981
1.618	2.889
1.000	2.832
0.618	2.797
HIGH	2.740
0.618	2.705
0.500	2.694
0.382	2.683
LOW	2.648
0.618	2.591
1.000	2.556
1.618	2.499
2.618	2.407
4.250	2.257

Fisher Pivots for day following 26-Jul-2016
Pivot	1 day	3 day
R1	2.694	2.708
PP	2.688	2.698
S1	2.683	2.687

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

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