NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 17-May-2016

Day Change Summary
	Previous	Current
	16-May-2016	17-May-2016	Change	Change %	Previous Week
Open	2.080	2.037	-0.043	-2.1%	2.104
High	2.087	2.083	-0.004	-0.2%	2.185
Low	2.023	2.030	0.007	0.3%	2.075
Close	2.029	2.048	0.019	0.9%	2.096
Range	0.064	0.053	-0.011	-17.2%	0.110
ATR	0.086	0.084	-0.002	-2.7%	0.000
Volume	122,627	114,930	-7,697	-6.3%	716,085

Daily Pivots for day following 17-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.213	2.183	2.077
R3	2.160	2.130	2.063
R2	2.107	2.107	2.058
R1	2.077	2.077	2.053	2.092
PP	2.054	2.054	2.054	2.061
S1	2.024	2.024	2.043	2.039
S2	2.001	2.001	2.038
S3	1.948	1.971	2.033
S4	1.895	1.918	2.019

Weekly Pivots for week ending 13-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.449	2.382	2.157
R3	2.339	2.272	2.126
R2	2.229	2.229	2.116
R1	2.162	2.162	2.106	2.141
PP	2.119	2.119	2.119	2.108
S1	2.052	2.052	2.086	2.031
S2	2.009	2.009	2.076
S3	1.899	1.942	2.066
S4	1.789	1.832	2.036

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.185	2.023	0.162	7.9%	0.067	3.3%	15%	False	False	141,347
10	2.185	2.023	0.162	7.9%	0.074	3.6%	15%	False	False	136,167
20	2.304	2.023	0.281	13.7%	0.086	4.2%	9%	False	False	144,960
40	2.304	1.948	0.356	17.4%	0.084	4.1%	28%	False	False	100,945
60	2.304	1.844	0.460	22.5%	0.080	3.9%	44%	False	False	76,603
80	2.413	1.844	0.569	27.8%	0.077	3.7%	36%	False	False	61,482
100	2.593	1.844	0.749	36.6%	0.077	3.8%	27%	False	False	51,185
120	2.593	1.844	0.749	36.6%	0.073	3.6%	27%	False	False	43,785

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2.308
2.618	2.222
1.618	2.169
1.000	2.136
0.618	2.116
HIGH	2.083
0.618	2.063
0.500	2.057
0.382	2.050
LOW	2.030
0.618	1.997
1.000	1.977
1.618	1.944
2.618	1.891
4.250	1.805

Fisher Pivots for day following 17-May-2016
Pivot	1 day	3 day
R1	2.057	2.094
PP	2.054	2.078
S1	2.051	2.063

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

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