NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 12-Jul-2016

Day Change Summary
	Previous	Current
	11-Jul-2016	12-Jul-2016	Change	Change %	Previous Week
Open	3.272	3.214	-0.058	-1.8%	3.296
High	3.301	3.235	-0.066	-2.0%	3.343
Low	3.187	3.180	-0.007	-0.2%	3.158
Close	3.198	3.201	0.003	0.1%	3.251
Range	0.114	0.055	-0.059	-51.8%	0.185
ATR	0.080	0.078	-0.002	-2.2%	0.000
Volume	13,016	13,937	921	7.1%	55,799

Daily Pivots for day following 12-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.370	3.341	3.231
R3	3.315	3.286	3.216
R2	3.260	3.260	3.211
R1	3.231	3.231	3.206	3.218
PP	3.205	3.205	3.205	3.199
S1	3.176	3.176	3.196	3.163
S2	3.150	3.150	3.191
S3	3.095	3.121	3.186
S4	3.040	3.066	3.171

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.806	3.713	3.353
R3	3.621	3.528	3.302
R2	3.436	3.436	3.285
R1	3.343	3.343	3.268	3.297
PP	3.251	3.251	3.251	3.228
S1	3.158	3.158	3.234	3.112
S2	3.066	3.066	3.217
S3	2.881	2.973	3.200
S4	2.696	2.788	3.149

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.301	3.158	0.143	4.5%	0.083	2.6%	30%	False	False	13,301
10	3.368	3.158	0.210	6.6%	0.091	2.8%	20%	False	False	15,060
20	3.368	3.081	0.287	9.0%	0.077	2.4%	42%	False	False	13,282
40	3.368	2.760	0.608	19.0%	0.067	2.1%	73%	False	False	11,217
60	3.368	2.747	0.621	19.4%	0.062	1.9%	73%	False	False	9,709

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 14 trading days

Fibonacci Retracements and Extensions
4.250	3.469
2.618	3.379
1.618	3.324
1.000	3.290
0.618	3.269
HIGH	3.235
0.618	3.214
0.500	3.208
0.382	3.201
LOW	3.180
0.618	3.146
1.000	3.125
1.618	3.091
2.618	3.036
4.250	2.946

Fisher Pivots for day following 12-Jul-2016
Pivot	1 day	3 day
R1	3.208	3.241
PP	3.205	3.227
S1	3.203	3.214

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

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