NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 20-May-2016

Day Change Summary
	Previous	Current
	19-May-2016	20-May-2016	Change	Change %	Previous Week
Open	2.010	2.037	0.027	1.3%	2.080
High	2.052	2.074	0.022	1.1%	2.087
Low	1.952	2.015	0.063	3.2%	1.952
Close	2.039	2.062	0.023	1.1%	2.062
Range	0.100	0.059	-0.041	-41.0%	0.135
ATR	0.083	0.082	-0.002	-2.1%	0.000
Volume	175,780	108,443	-67,337	-38.3%	650,924

Daily Pivots for day following 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.227	2.204	2.094
R3	2.168	2.145	2.078
R2	2.109	2.109	2.073
R1	2.086	2.086	2.067	2.098
PP	2.050	2.050	2.050	2.056
S1	2.027	2.027	2.057	2.039
S2	1.991	1.991	2.051
S3	1.932	1.968	2.046
S4	1.873	1.909	2.030

Weekly Pivots for week ending 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.439	2.385	2.136
R3	2.304	2.250	2.099
R2	2.169	2.169	2.087
R1	2.115	2.115	2.074	2.075
PP	2.034	2.034	2.034	2.013
S1	1.980	1.980	2.050	1.940
S2	1.899	1.899	2.037
S3	1.764	1.845	2.025
S4	1.629	1.710	1.988

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.087	1.952	0.135	6.5%	0.068	3.3%	81%	False	False	130,184
10	2.185	1.952	0.233	11.3%	0.069	3.3%	47%	False	False	136,700
20	2.304	1.952	0.352	17.1%	0.085	4.1%	31%	False	False	146,140
40	2.304	1.948	0.356	17.3%	0.084	4.1%	32%	False	False	109,311
60	2.304	1.844	0.460	22.3%	0.080	3.9%	47%	False	False	82,641
80	2.413	1.844	0.569	27.6%	0.077	3.7%	38%	False	False	66,164
100	2.593	1.844	0.749	36.3%	0.077	3.7%	29%	False	False	55,142
120	2.593	1.844	0.749	36.3%	0.074	3.6%	29%	False	False	47,162

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	0.018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.325
2.618	2.228
1.618	2.169
1.000	2.133
0.618	2.110
HIGH	2.074
0.618	2.051
0.500	2.045
0.382	2.038
LOW	2.015
0.618	1.979
1.000	1.956
1.618	1.920
2.618	1.861
4.250	1.764

Fisher Pivots for day following 20-May-2016
Pivot	1 day	3 day
R1	2.056	2.046
PP	2.050	2.029
S1	2.045	2.013

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

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