NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 13-Jul-2016

Day Change Summary
	Previous	Current
	12-Jul-2016	13-Jul-2016	Change	Change %	Previous Week
Open	2.749	2.754	0.005	0.2%	2.960
High	2.785	2.807	0.022	0.8%	2.981
Low	2.715	2.711	-0.004	-0.1%	2.746
Close	2.747	2.751	0.004	0.1%	2.827
Range	0.070	0.096	0.026	37.1%	0.235
ATR	0.097	0.097	0.000	-0.1%	0.000
Volume	62,705	44,647	-18,058	-28.8%	162,934

Daily Pivots for day following 13-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.044	2.994	2.804
R3	2.948	2.898	2.777
R2	2.852	2.852	2.769
R1	2.802	2.802	2.760	2.779
PP	2.756	2.756	2.756	2.745
S1	2.706	2.706	2.742	2.683
S2	2.660	2.660	2.733
S3	2.564	2.610	2.725
S4	2.468	2.514	2.698

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	2.890	2.711	0.179	6.5%	0.103	3.7%	22%	False	True	44,848
10	3.022	2.711	0.311	11.3%	0.110	4.0%	13%	False	True	45,564
20	3.022	2.682	0.340	12.4%	0.098	3.5%	20%	False	False	39,551
40	3.022	2.277	0.745	27.1%	0.084	3.0%	64%	False	False	37,862
60	3.022	2.277	0.745	27.1%	0.079	2.9%	64%	False	False	34,440
80	3.022	2.201	0.821	29.8%	0.076	2.7%	67%	False	False	30,757
100	3.022	2.049	0.973	35.4%	0.073	2.6%	72%	False	False	28,997

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

Fibonacci Retracements and Extensions
4.250	3.215
2.618	3.058
1.618	2.962
1.000	2.903
0.618	2.866
HIGH	2.807
0.618	2.770
0.500	2.759
0.382	2.748
LOW	2.711
0.618	2.652
1.000	2.615
1.618	2.556
2.618	2.460
4.250	2.303

Fisher Pivots for day following 13-Jul-2016
Pivot	1 day	3 day
R1	2.759	2.801
PP	2.756	2.784
S1	2.754	2.768

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

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