NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 08-Jul-2016

Day Change Summary
	Previous	Current
	07-Jul-2016	08-Jul-2016	Change	Change %	Previous Week
Open	2.829	2.789	-0.040	-1.4%	2.960
High	2.871	2.849	-0.022	-0.8%	2.981
Low	2.753	2.778	0.025	0.9%	2.746
Close	2.802	2.827	0.025	0.9%	2.827
Range	0.118	0.071	-0.047	-39.8%	0.235
ATR	0.097	0.095	-0.002	-1.9%	0.000
Volume	39,984	32,565	-7,419	-18.6%	162,934

Daily Pivots for day following 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.031	3.000	2.866
R3	2.960	2.929	2.847
R2	2.889	2.889	2.840
R1	2.858	2.858	2.834	2.874
PP	2.818	2.818	2.818	2.826
S1	2.787	2.787	2.820	2.803
S2	2.747	2.747	2.814
S3	2.676	2.716	2.807
S4	2.605	2.645	2.788

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.556	3.427	2.956
R3	3.321	3.192	2.892
R2	3.086	3.086	2.870
R1	2.957	2.957	2.849	2.904
PP	2.851	2.851	2.851	2.825
S1	2.722	2.722	2.805	2.669
S2	2.616	2.616	2.784
S3	2.381	2.487	2.762
S4	2.146	2.252	2.698

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.022	2.746	0.276	9.8%	0.116	4.1%	29%	False	False	40,352
10	3.022	2.720	0.302	10.7%	0.108	3.8%	35%	False	False	41,340
20	3.022	2.682	0.340	12.0%	0.090	3.2%	43%	False	False	38,899
40	3.022	2.277	0.745	26.4%	0.079	2.8%	74%	False	False	36,003
60	3.022	2.254	0.768	27.2%	0.076	2.7%	75%	False	False	32,855
80	3.022	2.201	0.821	29.0%	0.074	2.6%	76%	False	False	29,558
100	3.022	2.049	0.973	34.4%	0.071	2.5%	80%	False	False	27,985

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3.151
2.618	3.035
1.618	2.964
1.000	2.920
0.618	2.893
HIGH	2.849
0.618	2.822
0.500	2.814
0.382	2.805
LOW	2.778
0.618	2.734
1.000	2.707
1.618	2.663
2.618	2.592
4.250	2.476

Fisher Pivots for day following 08-Jul-2016
Pivot	1 day	3 day
R1	2.823	2.821
PP	2.818	2.815
S1	2.814	2.809

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

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