NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 02-Jun-2016

Day Change Summary
	Previous	Current
	01-Jun-2016	02-Jun-2016	Change	Change %	Previous Week
Open	2.720	2.756	0.036	1.3%	2.643
High	2.763	2.785	0.022	0.8%	2.684
Low	2.712	2.740	0.028	1.0%	2.572
Close	2.745	2.777	0.032	1.2%	2.670
Range	0.051	0.045	-0.006	-11.8%	0.112
ATR	0.061	0.060	-0.001	-1.9%	0.000
Volume	14,467	15,642	1,175	8.1%	42,879

Daily Pivots for day following 02-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.902	2.885	2.802
R3	2.857	2.840	2.789
R2	2.812	2.812	2.785
R1	2.795	2.795	2.781	2.804
PP	2.767	2.767	2.767	2.772
S1	2.750	2.750	2.773	2.759
S2	2.722	2.722	2.769
S3	2.677	2.705	2.765
S4	2.632	2.660	2.752

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.978	2.936	2.732
R3	2.866	2.824	2.701
R2	2.754	2.754	2.691
R1	2.712	2.712	2.680	2.733
PP	2.642	2.642	2.642	2.653
S1	2.600	2.600	2.660	2.621
S2	2.530	2.530	2.649
S3	2.418	2.488	2.639
S4	2.306	2.376	2.608

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.785	2.622	0.163	5.9%	0.058	2.1%	95%	True	False	12,708
10	2.785	2.460	0.325	11.7%	0.066	2.4%	98%	True	False	10,332
20	2.785	2.460	0.325	11.7%	0.055	2.0%	98%	True	False	9,842
40	2.785	2.434	0.351	12.6%	0.057	2.0%	98%	True	False	9,064
60	2.785	2.267	0.518	18.7%	0.059	2.1%	98%	True	False	7,686

Crabel Price Patterns
NR	True
NR4	True
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	0.014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.976
2.618	2.903
1.618	2.858
1.000	2.830
0.618	2.813
HIGH	2.785
0.618	2.768
0.500	2.763
0.382	2.757
LOW	2.740
0.618	2.712
1.000	2.695
1.618	2.667
2.618	2.622
4.250	2.549

Fisher Pivots for day following 02-Jun-2016
Pivot	1 day	3 day
R1	2.772	2.757
PP	2.767	2.738
S1	2.763	2.718

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

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