NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 30-Jun-2016

Day Change Summary
	Previous	Current
	29-Jun-2016	30-Jun-2016	Change	Change %	Previous Week
Open	2.874	2.859	-0.015	-0.5%	2.707
High	2.964	2.935	-0.029	-1.0%	2.827
Low	2.840	2.844	0.004	0.1%	2.662
Close	2.858	2.918	0.060	2.1%	2.702
Range	0.124	0.091	-0.033	-26.6%	0.165
ATR	0.087	0.088	0.000	0.3%	0.000
Volume	60,249	61,166	917	1.5%	174,424

Daily Pivots for day following 30-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.172	3.136	2.968
R3	3.081	3.045	2.943
R2	2.990	2.990	2.935
R1	2.954	2.954	2.926	2.972
PP	2.899	2.899	2.899	2.908
S1	2.863	2.863	2.910	2.881
S2	2.808	2.808	2.901
S3	2.717	2.772	2.893
S4	2.626	2.681	2.868

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	2.964	2.662	0.302	10.3%	0.106	3.6%	85%	False	False	49,668
10	2.964	2.638	0.326	11.2%	0.097	3.3%	86%	False	False	42,568
20	2.964	2.505	0.459	15.7%	0.084	2.9%	90%	False	False	47,845
40	2.964	2.195	0.769	26.4%	0.075	2.6%	94%	False	False	37,814
60	2.964	2.183	0.781	26.8%	0.074	2.5%	94%	False	False	32,562
80	2.964	2.063	0.901	30.9%	0.073	2.5%	95%	False	False	27,684
100	2.964	2.009	0.955	32.7%	0.070	2.4%	95%	False	False	24,351
120	2.964	2.009	0.955	32.7%	0.069	2.4%	95%	False	False	21,183

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	0.016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.322
2.618	3.173
1.618	3.082
1.000	3.026
0.618	2.991
HIGH	2.935
0.618	2.900
0.500	2.890
0.382	2.879
LOW	2.844
0.618	2.788
1.000	2.753
1.618	2.697
2.618	2.606
4.250	2.457

Fisher Pivots for day following 30-Jun-2016
Pivot	1 day	3 day
R1	2.909	2.897
PP	2.899	2.877
S1	2.890	2.856

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

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