NYMEX Natural Gas Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Apr-2016 | 26-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 2.276 | 2.196 | -0.080 | -3.5% | 1.980 |  
                        | High | 2.304 | 2.208 | -0.096 | -4.2% | 2.281 |  
                        | Low | 2.161 | 2.132 | -0.029 | -1.3% | 1.972 |  
                        | Close | 2.187 | 2.159 | -0.028 | -1.3% | 2.267 |  
                        | Range | 0.143 | 0.076 | -0.067 | -46.9% | 0.309 |  
                        | ATR | 0.089 | 0.088 | -0.001 | -1.0% | 0.000 |  
                        | Volume | 128,069 | 143,286 | 15,217 | 11.9% | 575,151 |  | 
    
| 
        
            | Daily Pivots for day following 26-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2.394 | 2.353 | 2.201 |  |  
                | R3 | 2.318 | 2.277 | 2.180 |  |  
                | R2 | 2.242 | 2.242 | 2.173 |  |  
                | R1 | 2.201 | 2.201 | 2.166 | 2.184 |  
                | PP | 2.166 | 2.166 | 2.166 | 2.158 |  
                | S1 | 2.125 | 2.125 | 2.152 | 2.108 |  
                | S2 | 2.090 | 2.090 | 2.145 |  |  
                | S3 | 2.014 | 2.049 | 2.138 |  |  
                | S4 | 1.938 | 1.973 | 2.117 |  |  | 
        
            | Weekly Pivots for week ending 22-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.100 | 2.993 | 2.437 |  |  
                | R3 | 2.791 | 2.684 | 2.352 |  |  
                | R2 | 2.482 | 2.482 | 2.324 |  |  
                | R1 | 2.375 | 2.375 | 2.295 | 2.429 |  
                | PP | 2.173 | 2.173 | 2.173 | 2.200 |  
                | S1 | 2.066 | 2.066 | 2.239 | 2.120 |  
                | S2 | 1.864 | 1.864 | 2.210 |  |  
                | S3 | 1.555 | 1.757 | 2.182 |  |  
                | S4 | 1.246 | 1.448 | 2.097 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 2.304 | 2.132 | 0.172 | 8.0% | 0.093 | 4.3% | 16% | False | True | 132,223 |  
                | 10 | 2.304 | 1.972 | 0.332 | 15.4% | 0.091 | 4.2% | 56% | False | False | 109,119 |  
                | 20 | 2.304 | 1.972 | 0.332 | 15.4% | 0.084 | 3.9% | 56% | False | False | 83,296 |  
                | 40 | 2.304 | 1.844 | 0.460 | 21.3% | 0.080 | 3.7% | 68% | False | False | 56,084 |  
                | 60 | 2.360 | 1.844 | 0.516 | 23.9% | 0.076 | 3.5% | 61% | False | False | 43,331 |  
                | 80 | 2.593 | 1.844 | 0.749 | 34.7% | 0.075 | 3.5% | 42% | False | False | 35,502 |  
                | 100 | 2.593 | 1.844 | 0.749 | 34.7% | 0.073 | 3.4% | 42% | False | False | 30,008 |  
                | 120 | 2.642 | 1.844 | 0.798 | 37.0% | 0.070 | 3.3% | 39% | False | False | 25,536 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 2.531 |  
            | 2.618 | 2.407 |  
            | 1.618 | 2.331 |  
            | 1.000 | 2.284 |  
            | 0.618 | 2.255 |  
            | HIGH | 2.208 |  
            | 0.618 | 2.179 |  
            | 0.500 | 2.170 |  
            | 0.382 | 2.161 |  
            | LOW | 2.132 |  
            | 0.618 | 2.085 |  
            | 1.000 | 2.056 |  
            | 1.618 | 2.009 |  
            | 2.618 | 1.933 |  
            | 4.250 | 1.809 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 2.170 | 2.218 |  
                                | PP | 2.166 | 2.198 |  
                                | S1 | 2.163 | 2.179 |  |