NYMEX Natural Gas Future September 2016

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

Day Change Summary
	Previous	Current
	16-Jun-2016	17-Jun-2016	Change	Change %	Previous Week
Open	2.676	2.652	-0.024	-0.9%	2.686
High	2.706	2.705	-0.001	0.0%	2.724
Low	2.632	2.638	0.006	0.2%	2.632
Close	2.652	2.686	0.034	1.3%	2.686
Range	0.074	0.067	-0.007	-9.5%	0.092
ATR	0.072	0.072	0.000	-0.5%	0.000
Volume	27,328	32,610	5,282	19.3%	195,848

Daily Pivots for day following 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.877	2.849	2.723
R3	2.810	2.782	2.704
R2	2.743	2.743	2.698
R1	2.715	2.715	2.692	2.729
PP	2.676	2.676	2.676	2.684
S1	2.648	2.648	2.680	2.662
S2	2.609	2.609	2.674
S3	2.542	2.581	2.668
S4	2.475	2.514	2.649

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.957	2.913	2.737
R3	2.865	2.821	2.711
R2	2.773	2.773	2.703
R1	2.729	2.729	2.694	2.732
PP	2.681	2.681	2.681	2.682
S1	2.637	2.637	2.678	2.640
S2	2.589	2.589	2.669
S3	2.497	2.545	2.661
S4	2.405	2.453	2.635

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.724	2.632	0.092	3.4%	0.062	2.3%	59%	False	False	39,169
10	2.733	2.518	0.215	8.0%	0.073	2.7%	78%	False	False	53,749
20	2.733	2.271	0.462	17.2%	0.071	2.7%	90%	False	False	42,269
40	2.733	2.195	0.538	20.0%	0.070	2.6%	91%	False	False	33,313
60	2.733	2.150	0.583	21.7%	0.069	2.6%	92%	False	False	28,151
80	2.733	2.009	0.724	27.0%	0.069	2.6%	94%	False	False	24,445
100	2.733	2.009	0.724	27.0%	0.066	2.5%	94%	False	False	21,069

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.990
2.618	2.880
1.618	2.813
1.000	2.772
0.618	2.746
HIGH	2.705
0.618	2.679
0.500	2.672
0.382	2.664
LOW	2.638
0.618	2.597
1.000	2.571
1.618	2.530
2.618	2.463
4.250	2.353

Fisher Pivots for day following 17-Jun-2016
Pivot	1 day	3 day
R1	2.681	2.682
PP	2.676	2.678
S1	2.672	2.674

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

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