NYMEX Natural Gas Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Apr-2016 | 07-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 2.035 | 1.992 | -0.043 | -2.1% | 1.981 |  
                        | High | 2.038 | 2.105 | 0.067 | 3.3% | 2.132 |  
                        | Low | 1.990 | 1.986 | -0.004 | -0.2% | 1.948 |  
                        | Close | 2.004 | 2.101 | 0.097 | 4.8% | 2.052 |  
                        | Range | 0.048 | 0.119 | 0.071 | 147.9% | 0.184 |  
                        | ATR | 0.079 | 0.082 | 0.003 | 3.6% | 0.000 |  
                        | Volume | 46,812 | 81,467 | 34,655 | 74.0% | 171,435 |  | 
    
| 
        
            | Daily Pivots for day following 07-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2.421 | 2.380 | 2.166 |  |  
                | R3 | 2.302 | 2.261 | 2.134 |  |  
                | R2 | 2.183 | 2.183 | 2.123 |  |  
                | R1 | 2.142 | 2.142 | 2.112 | 2.163 |  
                | PP | 2.064 | 2.064 | 2.064 | 2.074 |  
                | S1 | 2.023 | 2.023 | 2.090 | 2.044 |  
                | S2 | 1.945 | 1.945 | 2.079 |  |  
                | S3 | 1.826 | 1.904 | 2.068 |  |  
                | S4 | 1.707 | 1.785 | 2.036 |  |  | 
        
            | Weekly Pivots for week ending 01-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2.596 | 2.508 | 2.153 |  |  
                | R3 | 2.412 | 2.324 | 2.103 |  |  
                | R2 | 2.228 | 2.228 | 2.086 |  |  
                | R1 | 2.140 | 2.140 | 2.069 | 2.184 |  
                | PP | 2.044 | 2.044 | 2.044 | 2.066 |  
                | S1 | 1.956 | 1.956 | 2.035 | 2.000 |  
                | S2 | 1.860 | 1.860 | 2.018 |  |  
                | S3 | 1.676 | 1.772 | 2.001 |  |  
                | S4 | 1.492 | 1.588 | 1.951 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 2.164 | 1.986 | 0.178 | 8.5% | 0.085 | 4.0% | 65% | False | True | 49,119 |  
                | 10 | 2.164 | 1.948 | 0.216 | 10.3% | 0.081 | 3.8% | 71% | False | False | 40,890 |  
                | 20 | 2.164 | 1.936 | 0.228 | 10.9% | 0.081 | 3.9% | 72% | False | False | 34,221 |  
                | 40 | 2.273 | 1.844 | 0.429 | 20.4% | 0.074 | 3.5% | 60% | False | False | 28,542 |  
                | 60 | 2.484 | 1.844 | 0.640 | 30.5% | 0.072 | 3.4% | 40% | False | False | 23,847 |  
                | 80 | 2.593 | 1.844 | 0.749 | 35.6% | 0.073 | 3.5% | 34% | False | False | 20,087 |  
                | 100 | 2.642 | 1.844 | 0.798 | 38.0% | 0.069 | 3.3% | 32% | False | False | 17,039 |  
                | 120 | 2.787 | 1.844 | 0.943 | 44.9% | 0.067 | 3.2% | 27% | False | False | 14,733 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 2.611 |  
            | 2.618 | 2.417 |  
            | 1.618 | 2.298 |  
            | 1.000 | 2.224 |  
            | 0.618 | 2.179 |  
            | HIGH | 2.105 |  
            | 0.618 | 2.060 |  
            | 0.500 | 2.046 |  
            | 0.382 | 2.031 |  
            | LOW | 1.986 |  
            | 0.618 | 1.912 |  
            | 1.000 | 1.867 |  
            | 1.618 | 1.793 |  
            | 2.618 | 1.674 |  
            | 4.250 | 1.480 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 2.083 | 2.086 |  
                                | PP | 2.064 | 2.072 |  
                                | S1 | 2.046 | 2.057 |  |