NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 08-Jul-2016

Day Change Summary
	Previous	Current
	07-Jul-2016	08-Jul-2016	Change	Change %	Previous Week
Open	2.981	2.951	-0.030	-1.0%	3.065
High	3.017	3.005	-0.012	-0.4%	3.115
Low	2.912	2.949	0.037	1.3%	2.905
Close	2.957	2.990	0.033	1.1%	2.990
Range	0.105	0.056	-0.049	-46.7%	0.210
ATR	0.087	0.085	-0.002	-2.5%	0.000
Volume	20,516	23,569	3,053	14.9%	89,337

Daily Pivots for day following 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.149	3.126	3.021
R3	3.093	3.070	3.005
R2	3.037	3.037	3.000
R1	3.014	3.014	2.995	3.026
PP	2.981	2.981	2.981	2.987
S1	2.958	2.958	2.985	2.970
S2	2.925	2.925	2.980
S3	2.869	2.902	2.975
S4	2.813	2.846	2.959

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.633	3.522	3.106
R3	3.423	3.312	3.048
R2	3.213	3.213	3.029
R1	3.102	3.102	3.009	3.053
PP	3.003	3.003	3.003	2.979
S1	2.892	2.892	2.971	2.843
S2	2.793	2.793	2.952
S3	2.583	2.682	2.932
S4	2.373	2.472	2.875

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.148	2.905	0.243	8.1%	0.104	3.5%	35%	False	False	21,921
10	3.148	2.880	0.268	9.0%	0.097	3.2%	41%	False	False	21,522
20	3.148	2.838	0.310	10.4%	0.081	2.7%	49%	False	False	19,010
40	3.148	2.460	0.688	23.0%	0.071	2.4%	77%	False	False	15,565
60	3.148	2.460	0.688	23.0%	0.066	2.2%	77%	False	False	13,434
80	3.148	2.398	0.750	25.1%	0.065	2.2%	79%	False	False	11,439

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3.243
2.618	3.152
1.618	3.096
1.000	3.061
0.618	3.040
HIGH	3.005
0.618	2.984
0.500	2.977
0.382	2.970
LOW	2.949
0.618	2.914
1.000	2.893
1.618	2.858
2.618	2.802
4.250	2.711

Fisher Pivots for day following 08-Jul-2016
Pivot	1 day	3 day
R1	2.986	2.980
PP	2.981	2.971
S1	2.977	2.961

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

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