NYMEX Natural Gas Future January 2017

Trading Metrics calculated at close of trading on 22-Jul-2016

Day Change Summary
	Previous	Current
	21-Jul-2016	22-Jul-2016	Change	Change %	Previous Week
Open	3.254	3.260	0.006	0.2%	3.363
High	3.282	3.349	0.067	2.0%	3.375
Low	3.227	3.260	0.033	1.0%	3.227
Close	3.273	3.333	0.060	1.8%	3.333
Range	0.055	0.089	0.034	61.8%	0.148
ATR	0.072	0.073	0.001	1.7%	0.000
Volume	20,739	26,644	5,905	28.5%	90,725

Daily Pivots for day following 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.581	3.546	3.382
R3	3.492	3.457	3.357
R2	3.403	3.403	3.349
R1	3.368	3.368	3.341	3.386
PP	3.314	3.314	3.314	3.323
S1	3.279	3.279	3.325	3.297
S2	3.225	3.225	3.317
S3	3.136	3.190	3.309
S4	3.047	3.101	3.284

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.756	3.692	3.414
R3	3.608	3.544	3.374
R2	3.460	3.460	3.360
R1	3.396	3.396	3.347	3.354
PP	3.312	3.312	3.312	3.291
S1	3.248	3.248	3.319	3.206
S2	3.164	3.164	3.306
S3	3.016	3.100	3.292
S4	2.868	2.952	3.252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.375	3.227	0.148	4.4%	0.065	2.0%	72%	False	False	18,145
10	3.431	3.227	0.204	6.1%	0.071	2.1%	52%	False	False	18,431
20	3.496	3.227	0.269	8.1%	0.079	2.4%	39%	False	False	19,875
40	3.496	3.051	0.445	13.4%	0.069	2.1%	63%	False	False	21,807

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.727
2.618	3.582
1.618	3.493
1.000	3.438
0.618	3.404
HIGH	3.349
0.618	3.315
0.500	3.305
0.382	3.294
LOW	3.260
0.618	3.205
1.000	3.171
1.618	3.116
2.618	3.027
4.250	2.882

Fisher Pivots for day following 22-Jul-2016
Pivot	1 day	3 day
R1	3.324	3.318
PP	3.314	3.303
S1	3.305	3.288

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

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