NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 02-Jun-2016

Day Change Summary
	Previous	Current
	01-Jun-2016	02-Jun-2016	Change	Change %	Previous Week
Open	2.383	2.448	0.065	2.7%	2.323
High	2.459	2.500	0.041	1.7%	2.341
Low	2.375	2.443	0.068	2.9%	2.207
Close	2.453	2.482	0.029	1.2%	2.281
Range	0.084	0.057	-0.027	-32.1%	0.134
ATR	0.077	0.075	-0.001	-1.8%	0.000
Volume	69,516	48,987	-20,529	-29.5%	213,776

Daily Pivots for day following 02-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.646	2.621	2.513
R3	2.589	2.564	2.498
R2	2.532	2.532	2.492
R1	2.507	2.507	2.487	2.520
PP	2.475	2.475	2.475	2.481
S1	2.450	2.450	2.477	2.463
S2	2.418	2.418	2.472
S3	2.361	2.393	2.466
S4	2.304	2.336	2.451

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.678	2.614	2.355
R3	2.544	2.480	2.318
R2	2.410	2.410	2.306
R1	2.346	2.346	2.293	2.311
PP	2.276	2.276	2.276	2.259
S1	2.212	2.212	2.269	2.177
S2	2.142	2.142	2.256
S3	2.008	2.078	2.244
S4	1.874	1.944	2.207

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.500	2.213	0.287	11.6%	0.082	3.3%	94%	True	False	53,013
10	2.500	2.157	0.343	13.8%	0.082	3.3%	95%	True	False	45,359
20	2.500	2.157	0.343	13.8%	0.070	2.8%	95%	True	False	34,264
40	2.500	2.151	0.349	14.1%	0.073	2.9%	95%	True	False	30,079
60	2.500	2.049	0.451	18.2%	0.072	2.9%	96%	True	False	24,502
80	2.500	1.990	0.510	20.5%	0.069	2.8%	96%	True	False	21,000
100	2.646	1.990	0.656	26.4%	0.068	2.7%	75%	False	False	17,966
120	2.646	1.990	0.656	26.4%	0.068	2.7%	75%	False	False	15,623

Crabel Price Patterns
NR	True
NR4	True
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	0.019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.742
2.618	2.649
1.618	2.592
1.000	2.557
0.618	2.535
HIGH	2.500
0.618	2.478
0.500	2.472
0.382	2.465
LOW	2.443
0.618	2.408
1.000	2.386
1.618	2.351
2.618	2.294
4.250	2.201

Fisher Pivots for day following 02-Jun-2016
Pivot	1 day	3 day
R1	2.479	2.449
PP	2.475	2.415
S1	2.472	2.382

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

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