NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 25-Jul-2016

Day Change Summary
	Previous	Current
	22-Jul-2016	25-Jul-2016	Change	Change %	Previous Week
Open	2.698	2.779	0.081	3.0%	2.792
High	2.801	2.817	0.016	0.6%	2.809
Low	2.672	2.739	0.067	2.5%	2.632
Close	2.782	2.756	-0.026	-0.9%	2.782
Range	0.129	0.078	-0.051	-39.5%	0.177
ATR	0.093	0.092	-0.001	-1.2%	0.000
Volume	38,050	47,449	9,399	24.7%	176,216

Daily Pivots for day following 25-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.005	2.958	2.799
R3	2.927	2.880	2.777
R2	2.849	2.849	2.770
R1	2.802	2.802	2.763	2.787
PP	2.771	2.771	2.771	2.763
S1	2.724	2.724	2.749	2.709
S2	2.693	2.693	2.742
S3	2.615	2.646	2.735
S4	2.537	2.568	2.713

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.272	3.204	2.879
R3	3.095	3.027	2.831
R2	2.918	2.918	2.814
R1	2.850	2.850	2.798	2.796
PP	2.741	2.741	2.741	2.714
S1	2.673	2.673	2.766	2.619
S2	2.564	2.564	2.750
S3	2.387	2.496	2.733
S4	2.210	2.319	2.685

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.817	2.632	0.185	6.7%	0.087	3.2%	67%	True	False	39,869
10	2.817	2.632	0.185	6.7%	0.084	3.1%	67%	True	False	40,639
20	3.022	2.632	0.390	14.2%	0.101	3.7%	32%	False	False	41,760
40	3.022	2.392	0.630	22.9%	0.088	3.2%	58%	False	False	39,801
60	3.022	2.277	0.745	27.0%	0.079	2.9%	64%	False	False	35,387
80	3.022	2.236	0.786	28.5%	0.076	2.8%	66%	False	False	32,386
100	3.022	2.052	0.970	35.2%	0.075	2.7%	73%	False	False	30,048
120	3.022	2.049	0.973	35.3%	0.072	2.6%	73%	False	False	28,384

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	0.028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.149
2.618	3.021
1.618	2.943
1.000	2.895
0.618	2.865
HIGH	2.817
0.618	2.787
0.500	2.778
0.382	2.769
LOW	2.739
0.618	2.691
1.000	2.661
1.618	2.613
2.618	2.535
4.250	2.408

Fisher Pivots for day following 25-Jul-2016
Pivot	1 day	3 day
R1	2.778	2.746
PP	2.771	2.735
S1	2.763	2.725

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

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