NYMEX Natural Gas Future January 2017

Trading Metrics calculated at close of trading on 15-Jul-2016

Day Change Summary
	Previous	Current
	14-Jul-2016	15-Jul-2016	Change	Change %	Previous Week
Open	3.349	3.330	-0.019	-0.6%	3.402
High	3.366	3.365	-0.001	0.0%	3.431
Low	3.308	3.283	-0.025	-0.8%	3.283
Close	3.333	3.347	0.014	0.4%	3.347
Range	0.058	0.082	0.024	41.4%	0.148
ATR	0.076	0.076	0.000	0.6%	0.000
Volume	18,868	15,728	-3,140	-16.6%	93,587

Daily Pivots for day following 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.578	3.544	3.392
R3	3.496	3.462	3.370
R2	3.414	3.414	3.362
R1	3.380	3.380	3.355	3.397
PP	3.332	3.332	3.332	3.340
S1	3.298	3.298	3.339	3.315
S2	3.250	3.250	3.332
S3	3.168	3.216	3.324
S4	3.086	3.134	3.302

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.798	3.720	3.428
R3	3.650	3.572	3.388
R2	3.502	3.502	3.374
R1	3.424	3.424	3.361	3.389
PP	3.354	3.354	3.354	3.336
S1	3.276	3.276	3.333	3.241
S2	3.206	3.206	3.320
S3	3.058	3.128	3.306
S4	2.910	2.980	3.266

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.431	3.283	0.148	4.4%	0.076	2.3%	43%	False	True	18,717
10	3.496	3.283	0.213	6.4%	0.085	2.5%	30%	False	True	19,612
20	3.496	3.217	0.279	8.3%	0.080	2.4%	47%	False	False	20,802
40	3.496	2.895	0.601	18.0%	0.070	2.1%	75%	False	False	20,988

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.714
2.618	3.580
1.618	3.498
1.000	3.447
0.618	3.416
HIGH	3.365
0.618	3.334
0.500	3.324
0.382	3.314
LOW	3.283
0.618	3.232
1.000	3.201
1.618	3.150
2.618	3.068
4.250	2.935

Fisher Pivots for day following 15-Jul-2016
Pivot	1 day	3 day
R1	3.339	3.340
PP	3.332	3.333
S1	3.324	3.326

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

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