NYMEX Natural Gas Future January 2017

Trading Metrics calculated at close of trading on 29-Jul-2016

Day Change Summary
	Previous	Current
	28-Jul-2016	29-Jul-2016	Change	Change %	Previous Week
Open	3.287	3.356	0.069	2.1%	3.347
High	3.411	3.447	0.036	1.1%	3.447
Low	3.279	3.356	0.077	2.3%	3.274
Close	3.397	3.436	0.039	1.1%	3.436
Range	0.132	0.091	-0.041	-31.1%	0.173
ATR	0.075	0.076	0.001	1.6%	0.000
Volume	42,446	25,338	-17,108	-40.3%	115,558

Daily Pivots for day following 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.686	3.652	3.486
R3	3.595	3.561	3.461
R2	3.504	3.504	3.453
R1	3.470	3.470	3.444	3.487
PP	3.413	3.413	3.413	3.422
S1	3.379	3.379	3.428	3.396
S2	3.322	3.322	3.419
S3	3.231	3.288	3.411
S4	3.140	3.197	3.386

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.905	3.843	3.531
R3	3.732	3.670	3.484
R2	3.559	3.559	3.468
R1	3.497	3.497	3.452	3.528
PP	3.386	3.386	3.386	3.401
S1	3.324	3.324	3.420	3.355
S2	3.213	3.213	3.404
S3	3.040	3.151	3.388
S4	2.867	2.978	3.341

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.447	3.274	0.173	5.0%	0.081	2.3%	94%	True	False	23,111
10	3.447	3.227	0.220	6.4%	0.073	2.1%	95%	True	False	20,628
20	3.496	3.227	0.269	7.8%	0.079	2.3%	78%	False	False	20,120
40	3.496	3.142	0.354	10.3%	0.073	2.1%	83%	False	False	22,188
60	3.496	2.895	0.601	17.5%	0.065	1.9%	90%	False	False	19,572

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	False
Stretch	0.011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.834
2.618	3.685
1.618	3.594
1.000	3.538
0.618	3.503
HIGH	3.447
0.618	3.412
0.500	3.402
0.382	3.391
LOW	3.356
0.618	3.300
1.000	3.265
1.618	3.209
2.618	3.118
4.250	2.969

Fisher Pivots for day following 29-Jul-2016
Pivot	1 day	3 day
R1	3.425	3.411
PP	3.413	3.386
S1	3.402	3.362

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

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