NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 14-Jul-2016

Day Change Summary
	Previous	Current
	13-Jul-2016	14-Jul-2016	Change	Change %	Previous Week
Open	2.754	2.765	0.011	0.4%	2.960
High	2.807	2.782	-0.025	-0.9%	2.981
Low	2.711	2.726	0.015	0.6%	2.746
Close	2.751	2.749	-0.002	-0.1%	2.827
Range	0.096	0.056	-0.040	-41.7%	0.235
ATR	0.097	0.094	-0.003	-3.0%	0.000
Volume	44,647	40,064	-4,583	-10.3%	162,934

Daily Pivots for day following 14-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.920	2.891	2.780
R3	2.864	2.835	2.764
R2	2.808	2.808	2.759
R1	2.779	2.779	2.754	2.766
PP	2.752	2.752	2.752	2.746
S1	2.723	2.723	2.744	2.710
S2	2.696	2.696	2.739
S3	2.640	2.667	2.734
S4	2.584	2.611	2.718

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%	0.091	3.3%	21%	False	False	44,864
10	3.022	2.711	0.311	11.3%	0.105	3.8%	12%	False	False	44,571
20	3.022	2.682	0.340	12.4%	0.098	3.6%	20%	False	False	40,116
40	3.022	2.277	0.745	27.1%	0.084	3.1%	63%	False	False	38,268
60	3.022	2.277	0.745	27.1%	0.077	2.8%	63%	False	False	34,508
80	3.022	2.201	0.821	29.9%	0.075	2.7%	67%	False	False	31,084
100	3.022	2.049	0.973	35.4%	0.073	2.7%	72%	False	False	29,265

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	0.029
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	3.020
2.618	2.929
1.618	2.873
1.000	2.838
0.618	2.817
HIGH	2.782
0.618	2.761
0.500	2.754
0.382	2.747
LOW	2.726
0.618	2.691
1.000	2.670
1.618	2.635
2.618	2.579
4.250	2.488

Fisher Pivots for day following 14-Jul-2016
Pivot	1 day	3 day
R1	2.754	2.759
PP	2.752	2.756
S1	2.751	2.752

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

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