NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 24-Jun-2016

Day Change Summary
	Previous	Current
	23-Jun-2016	24-Jun-2016	Change	Change %	Previous Week
Open	2.713	2.738	0.025	0.9%	2.707
High	2.763	2.741	-0.022	-0.8%	2.827
Low	2.663	2.662	-0.001	0.0%	2.662
Close	2.744	2.702	-0.042	-1.5%	2.702
Range	0.100	0.079	-0.021	-21.0%	0.165
ATR	0.079	0.079	0.000	0.3%	0.000
Volume	40,136	29,690	-10,446	-26.0%	174,424

Daily Pivots for day following 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.939	2.899	2.745
R3	2.860	2.820	2.724
R2	2.781	2.781	2.716
R1	2.741	2.741	2.709	2.722
PP	2.702	2.702	2.702	2.692
S1	2.662	2.662	2.695	2.643
S2	2.623	2.623	2.688
S3	2.544	2.583	2.680
S4	2.465	2.504	2.659

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.225	3.129	2.793
R3	3.060	2.964	2.747
R2	2.895	2.895	2.732
R1	2.799	2.799	2.717	2.765
PP	2.730	2.730	2.730	2.713
S1	2.634	2.634	2.687	2.600
S2	2.565	2.565	2.672
S3	2.400	2.469	2.657
S4	2.235	2.304	2.611

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.827	2.662	0.165	6.1%	0.090	3.3%	24%	False	True	34,884
10	2.827	2.632	0.195	7.2%	0.076	2.8%	36%	False	False	37,027
20	2.827	2.280	0.547	20.2%	0.078	2.9%	77%	False	False	44,031
40	2.827	2.195	0.632	23.4%	0.070	2.6%	80%	False	False	35,002
60	2.827	2.183	0.644	23.8%	0.071	2.6%	81%	False	False	29,782
80	2.827	2.009	0.818	30.3%	0.070	2.6%	85%	False	False	25,716
100	2.827	2.009	0.818	30.3%	0.068	2.5%	85%	False	False	22,447
120	2.827	2.009	0.818	30.3%	0.067	2.5%	85%	False	False	19,529

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	0.020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.077
2.618	2.948
1.618	2.869
1.000	2.820
0.618	2.790
HIGH	2.741
0.618	2.711
0.500	2.702
0.382	2.692
LOW	2.662
0.618	2.613
1.000	2.583
1.618	2.534
2.618	2.455
4.250	2.326

Fisher Pivots for day following 24-Jun-2016
Pivot	1 day	3 day
R1	2.702	2.739
PP	2.702	2.726
S1	2.702	2.714

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

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