NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 03-Jun-2016

Day Change Summary
	Previous	Current
	02-Jun-2016	03-Jun-2016	Change	Change %	Previous Week
Open	2.490	2.530	0.040	1.6%	2.334
High	2.537	2.565	0.028	1.1%	2.565
Low	2.484	2.505	0.021	0.8%	2.326
Close	2.524	2.517	-0.007	-0.3%	2.517
Range	0.053	0.060	0.007	13.2%	0.239
ATR	0.070	0.070	-0.001	-1.1%	0.000
Volume	34,617	26,328	-8,289	-23.9%	141,568

Daily Pivots for day following 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.709	2.673	2.550
R3	2.649	2.613	2.534
R2	2.589	2.589	2.528
R1	2.553	2.553	2.523	2.541
PP	2.529	2.529	2.529	2.523
S1	2.493	2.493	2.512	2.481
S2	2.469	2.469	2.506
S3	2.409	2.433	2.501
S4	2.349	2.373	2.484

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.186	3.091	2.648
R3	2.947	2.852	2.583
R2	2.708	2.708	2.561
R1	2.613	2.613	2.539	2.661
PP	2.469	2.469	2.469	2.493
S1	2.374	2.374	2.495	2.422
S2	2.230	2.230	2.473
S3	1.991	2.135	2.451
S4	1.752	1.896	2.386

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.565	2.280	0.285	11.3%	0.078	3.1%	83%	True	False	33,742
10	2.565	2.271	0.294	11.7%	0.070	2.8%	84%	True	False	30,788
20	2.565	2.195	0.370	14.7%	0.063	2.5%	87%	True	False	28,115
40	2.565	2.191	0.374	14.9%	0.068	2.7%	87%	True	False	25,010
60	2.565	2.102	0.463	18.4%	0.069	2.8%	90%	True	False	21,158
80	2.565	2.009	0.556	22.1%	0.067	2.7%	91%	True	False	18,738
100	2.565	2.009	0.556	22.1%	0.065	2.6%	91%	True	False	16,077

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	0.015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.820
2.618	2.722
1.618	2.662
1.000	2.625
0.618	2.602
HIGH	2.565
0.618	2.542
0.500	2.535
0.382	2.528
LOW	2.505
0.618	2.468
1.000	2.445
1.618	2.408
2.618	2.348
4.250	2.250

Fisher Pivots for day following 03-Jun-2016
Pivot	1 day	3 day
R1	2.535	2.511
PP	2.529	2.505
S1	2.523	2.499

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

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