NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 26-Jul-2016

Day Change Summary
	Previous	Current
	25-Jul-2016	26-Jul-2016	Change	Change %	Previous Week
Open	2.779	2.749	-0.030	-1.1%	2.792
High	2.817	2.778	-0.039	-1.4%	2.809
Low	2.739	2.696	-0.043	-1.6%	2.632
Close	2.756	2.722	-0.034	-1.2%	2.782
Range	0.078	0.082	0.004	5.1%	0.177
ATR	0.092	0.091	-0.001	-0.8%	0.000
Volume	47,449	38,852	-8,597	-18.1%	176,216

Daily Pivots for day following 26-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.978	2.932	2.767
R3	2.896	2.850	2.745
R2	2.814	2.814	2.737
R1	2.768	2.768	2.730	2.750
PP	2.732	2.732	2.732	2.723
S1	2.686	2.686	2.714	2.668
S2	2.650	2.650	2.707
S3	2.568	2.604	2.699
S4	2.486	2.522	2.677

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	6.8%	0.090	3.3%	49%	False	False	40,358
10	2.817	2.632	0.185	6.8%	0.086	3.1%	49%	False	False	38,254
20	3.022	2.632	0.390	14.3%	0.100	3.7%	23%	False	False	42,333
40	3.022	2.430	0.592	21.7%	0.088	3.2%	49%	False	False	40,025
60	3.022	2.277	0.745	27.4%	0.079	2.9%	60%	False	False	35,198
80	3.022	2.236	0.786	28.9%	0.077	2.8%	62%	False	False	32,660
100	3.022	2.052	0.970	35.6%	0.075	2.8%	69%	False	False	30,125
120	3.022	2.049	0.973	35.7%	0.072	2.7%	69%	False	False	28,573

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.127
2.618	2.993
1.618	2.911
1.000	2.860
0.618	2.829
HIGH	2.778
0.618	2.747
0.500	2.737
0.382	2.727
LOW	2.696
0.618	2.645
1.000	2.614
1.618	2.563
2.618	2.481
4.250	2.348

Fisher Pivots for day following 26-Jul-2016
Pivot	1 day	3 day
R1	2.737	2.745
PP	2.732	2.737
S1	2.727	2.730

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

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