NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 18-Jul-2016

Day Change Summary
	Previous	Current
	15-Jul-2016	18-Jul-2016	Change	Change %	Previous Week
Open	2.750	2.792	0.042	1.5%	2.845
High	2.798	2.809	0.011	0.4%	2.890
Low	2.695	2.728	0.033	1.2%	2.695
Close	2.773	2.738	-0.035	-1.3%	2.773
Range	0.103	0.081	-0.022	-21.4%	0.195
ATR	0.095	0.094	-0.001	-1.0%	0.000
Volume	35,314	24,318	-10,996	-31.1%	227,070

Daily Pivots for day following 18-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.001	2.951	2.783
R3	2.920	2.870	2.760
R2	2.839	2.839	2.753
R1	2.789	2.789	2.745	2.774
PP	2.758	2.758	2.758	2.751
S1	2.708	2.708	2.731	2.693
S2	2.677	2.677	2.723
S3	2.596	2.627	2.716
S4	2.515	2.546	2.693

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.371	3.267	2.880
R3	3.176	3.072	2.827
R2	2.981	2.981	2.809
R1	2.877	2.877	2.791	2.832
PP	2.786	2.786	2.786	2.763
S1	2.682	2.682	2.755	2.637
S2	2.591	2.591	2.737
S3	2.396	2.487	2.719
S4	2.201	2.292	2.666

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.809	2.695	0.114	4.2%	0.081	3.0%	38%	True	False	41,409
10	2.981	2.695	0.286	10.4%	0.104	3.8%	15%	False	False	41,432
20	3.022	2.695	0.327	11.9%	0.100	3.7%	13%	False	False	40,256
40	3.022	2.358	0.664	24.3%	0.084	3.1%	57%	False	False	38,365
60	3.022	2.277	0.745	27.2%	0.078	2.9%	62%	False	False	34,463
80	3.022	2.202	0.820	29.9%	0.075	2.8%	65%	False	False	31,375
100	3.022	2.049	0.973	35.5%	0.074	2.7%	71%	False	False	29,647

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	0.030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.153
2.618	3.021
1.618	2.940
1.000	2.890
0.618	2.859
HIGH	2.809
0.618	2.778
0.500	2.769
0.382	2.759
LOW	2.728
0.618	2.678
1.000	2.647
1.618	2.597
2.618	2.516
4.250	2.384

Fisher Pivots for day following 18-Jul-2016
Pivot	1 day	3 day
R1	2.769	2.752
PP	2.758	2.747
S1	2.748	2.743

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

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