NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 27-Jul-2016

Day Change Summary
	Previous	Current
	26-Jul-2016	27-Jul-2016	Change	Change %	Previous Week
Open	2.749	2.696	-0.053	-1.9%	2.792
High	2.778	2.763	-0.015	-0.5%	2.809
Low	2.696	2.692	-0.004	-0.1%	2.632
Close	2.722	2.709	-0.013	-0.5%	2.782
Range	0.082	0.071	-0.011	-13.4%	0.177
ATR	0.091	0.090	-0.001	-1.6%	0.000
Volume	38,852	45,705	6,853	17.6%	176,216

Daily Pivots for day following 27-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.934	2.893	2.748
R3	2.863	2.822	2.729
R2	2.792	2.792	2.722
R1	2.751	2.751	2.716	2.772
PP	2.721	2.721	2.721	2.732
S1	2.680	2.680	2.702	2.701
S2	2.650	2.650	2.696
S3	2.579	2.609	2.689
S4	2.508	2.538	2.670

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%	0.087	3.2%	42%	False	False	42,181
10	2.817	2.632	0.185	6.8%	0.083	3.1%	42%	False	False	38,360
20	3.022	2.632	0.390	14.4%	0.097	3.6%	20%	False	False	41,962
40	3.022	2.524	0.498	18.4%	0.087	3.2%	37%	False	False	40,176
60	3.022	2.277	0.745	27.5%	0.079	2.9%	58%	False	False	35,515
80	3.022	2.236	0.786	29.0%	0.077	2.8%	60%	False	False	32,934
100	3.022	2.052	0.970	35.8%	0.075	2.8%	68%	False	False	30,364
120	3.022	2.049	0.973	35.9%	0.073	2.7%	68%	False	False	28,801

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.024
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.065
2.618	2.949
1.618	2.878
1.000	2.834
0.618	2.807
HIGH	2.763
0.618	2.736
0.500	2.728
0.382	2.719
LOW	2.692
0.618	2.648
1.000	2.621
1.618	2.577
2.618	2.506
4.250	2.390

Fisher Pivots for day following 27-Jul-2016
Pivot	1 day	3 day
R1	2.728	2.755
PP	2.721	2.739
S1	2.715	2.724

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

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