NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 14-Jul-2016

Day Change Summary
	Previous	Current
	13-Jul-2016	14-Jul-2016	Change	Change %	Previous Week
Open	2.930	2.943	0.013	0.4%	3.065
High	2.976	2.962	-0.014	-0.5%	3.115
Low	2.888	2.908	0.020	0.7%	2.905
Close	2.931	2.933	0.002	0.1%	2.990
Range	0.088	0.054	-0.034	-38.6%	0.210
ATR	0.086	0.084	-0.002	-2.7%	0.000
Volume	26,043	26,646	603	2.3%	89,337

Daily Pivots for day following 14-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.096	3.069	2.963
R3	3.042	3.015	2.948
R2	2.988	2.988	2.943
R1	2.961	2.961	2.938	2.948
PP	2.934	2.934	2.934	2.928
S1	2.907	2.907	2.928	2.894
S2	2.880	2.880	2.923
S3	2.826	2.853	2.918
S4	2.772	2.799	2.903

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	3.045	2.888	0.157	5.4%	0.079	2.7%	29%	False	False	26,146
10	3.148	2.888	0.260	8.9%	0.094	3.2%	17%	False	False	23,908
20	3.148	2.838	0.310	10.6%	0.087	3.0%	31%	False	False	21,241
40	3.148	2.460	0.688	23.5%	0.075	2.6%	69%	False	False	17,262
60	3.148	2.460	0.688	23.5%	0.068	2.3%	69%	False	False	14,633
80	3.148	2.399	0.749	25.5%	0.066	2.2%	71%	False	False	12,545

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	0.029
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	3.192
2.618	3.103
1.618	3.049
1.000	3.016
0.618	2.995
HIGH	2.962
0.618	2.941
0.500	2.935
0.382	2.929
LOW	2.908
0.618	2.875
1.000	2.854
1.618	2.821
2.618	2.767
4.250	2.679

Fisher Pivots for day following 14-Jul-2016
Pivot	1 day	3 day
R1	2.935	2.933
PP	2.934	2.932
S1	2.934	2.932

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

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