NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 18-Jul-2016

Day Change Summary
	Previous	Current
	15-Jul-2016	18-Jul-2016	Change	Change %	Previous Week
Open	2.934	2.982	0.048	1.6%	3.008
High	2.974	2.986	0.012	0.4%	3.045
Low	2.885	2.917	0.032	1.1%	2.885
Close	2.953	2.924	-0.029	-1.0%	2.953
Range	0.089	0.069	-0.020	-22.5%	0.160
ATR	0.084	0.083	-0.001	-1.3%	0.000
Volume	18,514	11,695	-6,819	-36.8%	125,677

Daily Pivots for day following 18-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.149	3.106	2.962
R3	3.080	3.037	2.943
R2	3.011	3.011	2.937
R1	2.968	2.968	2.930	2.955
PP	2.942	2.942	2.942	2.936
S1	2.899	2.899	2.918	2.886
S2	2.873	2.873	2.911
S3	2.804	2.830	2.905
S4	2.735	2.761	2.886

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.441	3.357	3.041
R3	3.281	3.197	2.997
R2	3.121	3.121	2.982
R1	3.037	3.037	2.968	2.999
PP	2.961	2.961	2.961	2.942
S1	2.877	2.877	2.938	2.839
S2	2.801	2.801	2.924
S3	2.641	2.717	2.909
S4	2.481	2.557	2.865

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.986	2.885	0.101	3.5%	0.072	2.5%	39%	True	False	22,809
10	3.115	2.885	0.230	7.9%	0.092	3.1%	17%	False	False	22,670
20	3.148	2.868	0.280	9.6%	0.090	3.1%	20%	False	False	21,467
40	3.148	2.572	0.576	19.7%	0.074	2.5%	61%	False	False	17,612
60	3.148	2.460	0.688	23.5%	0.069	2.4%	67%	False	False	14,839
80	3.148	2.399	0.749	25.6%	0.066	2.3%	70%	False	False	12,787

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	True
Stretch	0.028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.279
2.618	3.167
1.618	3.098
1.000	3.055
0.618	3.029
HIGH	2.986
0.618	2.960
0.500	2.952
0.382	2.943
LOW	2.917
0.618	2.874
1.000	2.848
1.618	2.805
2.618	2.736
4.250	2.624

Fisher Pivots for day following 18-Jul-2016
Pivot	1 day	3 day
R1	2.952	2.936
PP	2.942	2.932
S1	2.933	2.928

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

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