NYMEX Natural Gas Future January 2017

Trading Metrics calculated at close of trading on 28-Jul-2016

Day Change Summary
	Previous	Current
	27-Jul-2016	28-Jul-2016	Change	Change %	Previous Week
Open	3.283	3.287	0.004	0.1%	3.363
High	3.324	3.411	0.087	2.6%	3.375
Low	3.276	3.279	0.003	0.1%	3.227
Close	3.288	3.397	0.109	3.3%	3.333
Range	0.048	0.132	0.084	175.0%	0.148
ATR	0.070	0.075	0.004	6.3%	0.000
Volume	18,474	42,446	23,972	129.8%	90,725

Daily Pivots for day following 28-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.758	3.710	3.470
R3	3.626	3.578	3.433
R2	3.494	3.494	3.421
R1	3.446	3.446	3.409	3.470
PP	3.362	3.362	3.362	3.375
S1	3.314	3.314	3.385	3.338
S2	3.230	3.230	3.373
S3	3.098	3.182	3.361
S4	2.966	3.050	3.324

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	3.411	3.260	0.151	4.4%	0.080	2.4%	91%	True	False	23,372
10	3.411	3.227	0.184	5.4%	0.072	2.1%	92%	True	False	19,667
20	3.496	3.227	0.269	7.9%	0.078	2.3%	63%	False	False	20,008
40	3.496	3.123	0.373	11.0%	0.072	2.1%	73%	False	False	22,060
60	3.496	2.895	0.601	17.7%	0.065	1.9%	84%	False	False	19,317

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	0.014
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	3.972
2.618	3.757
1.618	3.625
1.000	3.543
0.618	3.493
HIGH	3.411
0.618	3.361
0.500	3.345
0.382	3.329
LOW	3.279
0.618	3.197
1.000	3.147
1.618	3.065
2.618	2.933
4.250	2.718

Fisher Pivots for day following 28-Jul-2016
Pivot	1 day	3 day
R1	3.380	3.379
PP	3.362	3.361
S1	3.345	3.343

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

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