NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 29-Jul-2016

Day Change Summary
	Previous	Current
	28-Jul-2016	29-Jul-2016	Change	Change %	Previous Week
Open	2.707	2.891	0.184	6.8%	2.779
High	2.926	2.947	0.021	0.7%	2.947
Low	2.701	2.875	0.174	6.4%	2.692
Close	2.909	2.917	0.008	0.3%	2.917
Range	0.225	0.072	-0.153	-68.0%	0.255
ATR	0.100	0.098	-0.002	-2.0%	0.000
Volume	93,725	49,159	-44,566	-47.5%	274,890

Daily Pivots for day following 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.129	3.095	2.957
R3	3.057	3.023	2.937
R2	2.985	2.985	2.930
R1	2.951	2.951	2.924	2.968
PP	2.913	2.913	2.913	2.922
S1	2.879	2.879	2.910	2.896
S2	2.841	2.841	2.904
S3	2.769	2.807	2.897
S4	2.697	2.735	2.877

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.617	3.522	3.057
R3	3.362	3.267	2.987
R2	3.107	3.107	2.964
R1	3.012	3.012	2.940	3.060
PP	2.852	2.852	2.852	2.876
S1	2.757	2.757	2.894	2.805
S2	2.597	2.597	2.870
S3	2.342	2.502	2.847
S4	2.087	2.247	2.777

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.947	2.692	0.255	8.7%	0.106	3.6%	88%	True	False	54,978
10	2.947	2.632	0.315	10.8%	0.097	3.3%	90%	True	False	45,110
20	3.022	2.632	0.390	13.4%	0.102	3.5%	73%	False	False	43,996
40	3.022	2.580	0.442	15.2%	0.091	3.1%	76%	False	False	41,773
60	3.022	2.277	0.745	25.5%	0.082	2.8%	86%	False	False	37,174
80	3.022	2.236	0.786	26.9%	0.079	2.7%	87%	False	False	34,263
100	3.022	2.105	0.917	31.4%	0.077	2.6%	89%	False	False	31,335
120	3.022	2.049	0.973	33.4%	0.074	2.5%	89%	False	False	29,628

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	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.253
2.618	3.135
1.618	3.063
1.000	3.019
0.618	2.991
HIGH	2.947
0.618	2.919
0.500	2.911
0.382	2.903
LOW	2.875
0.618	2.831
1.000	2.803
1.618	2.759
2.618	2.687
4.250	2.569

Fisher Pivots for day following 29-Jul-2016
Pivot	1 day	3 day
R1	2.915	2.885
PP	2.913	2.852
S1	2.911	2.820

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

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