NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 14-Jun-2016

Day Change Summary
	Previous	Current
	13-Jun-2016	14-Jun-2016	Change	Change %	Previous Week
Open	2.595	2.576	-0.019	-0.7%	2.439
High	2.635	2.621	-0.014	-0.5%	2.630
Low	2.570	2.535	-0.035	-1.4%	2.399
Close	2.585	2.604	0.019	0.7%	2.556
Range	0.065	0.086	0.021	32.3%	0.231
ATR	0.084	0.084	0.000	0.2%	0.000
Volume	163,311	158,697	-4,614	-2.8%	929,030

Daily Pivots for day following 14-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.845	2.810	2.651
R3	2.759	2.724	2.628
R2	2.673	2.673	2.620
R1	2.638	2.638	2.612	2.656
PP	2.587	2.587	2.587	2.595
S1	2.552	2.552	2.596	2.570
S2	2.501	2.501	2.588
S3	2.415	2.466	2.580
S4	2.329	2.380	2.557

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.221	3.120	2.683
R3	2.990	2.889	2.620
R2	2.759	2.759	2.598
R1	2.658	2.658	2.577	2.709
PP	2.528	2.528	2.528	2.554
S1	2.427	2.427	2.535	2.478
S2	2.297	2.297	2.514
S3	2.066	2.196	2.492
S4	1.835	1.965	2.429

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.635	2.451	0.184	7.1%	0.087	3.3%	83%	False	False	186,144
10	2.635	2.277	0.358	13.7%	0.084	3.2%	91%	False	False	175,267
20	2.635	2.080	0.555	21.3%	0.083	3.2%	94%	False	False	150,309
40	2.635	2.080	0.555	21.3%	0.082	3.2%	94%	False	False	109,407
60	2.635	2.059	0.576	22.1%	0.080	3.1%	95%	False	False	86,433
80	2.635	1.939	0.696	26.7%	0.076	2.9%	96%	False	False	70,998
100	2.635	1.939	0.696	26.7%	0.074	2.8%	96%	False	False	60,057
120	2.635	1.939	0.696	26.7%	0.074	2.8%	96%	False	False	51,595

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.987
2.618	2.846
1.618	2.760
1.000	2.707
0.618	2.674
HIGH	2.621
0.618	2.588
0.500	2.578
0.382	2.568
LOW	2.535
0.618	2.482
1.000	2.449
1.618	2.396
2.618	2.310
4.250	2.170

Fisher Pivots for day following 14-Jun-2016
Pivot	1 day	3 day
R1	2.595	2.598
PP	2.587	2.591
S1	2.578	2.585

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

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