NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 12-May-2016

Day Change Summary
	Previous	Current
	11-May-2016	12-May-2016	Change	Change %	Previous Week
Open	2.468	2.471	0.003	0.1%	2.480
High	2.483	2.487	0.004	0.2%	2.522
Low	2.430	2.443	0.013	0.5%	2.432
Close	2.478	2.483	0.005	0.2%	2.445
Range	0.053	0.044	-0.009	-17.0%	0.090
ATR	0.068	0.066	-0.002	-2.5%	0.000
Volume	22,177	26,203	4,026	18.2%	117,908

Daily Pivots for day following 12-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.603	2.587	2.507
R3	2.559	2.543	2.495
R2	2.515	2.515	2.491
R1	2.499	2.499	2.487	2.507
PP	2.471	2.471	2.471	2.475
S1	2.455	2.455	2.479	2.463
S2	2.427	2.427	2.475
S3	2.383	2.411	2.471
S4	2.339	2.367	2.459

Weekly Pivots for week ending 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.736	2.681	2.495
R3	2.646	2.591	2.470
R2	2.556	2.556	2.462
R1	2.501	2.501	2.453	2.484
PP	2.466	2.466	2.466	2.458
S1	2.411	2.411	2.437	2.394
S2	2.376	2.376	2.429
S3	2.286	2.321	2.420
S4	2.196	2.231	2.396

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.487	2.414	0.073	2.9%	0.051	2.0%	95%	True	False	22,882
10	2.530	2.414	0.116	4.7%	0.059	2.4%	59%	False	False	25,853
20	2.583	2.254	0.329	13.3%	0.069	2.8%	70%	False	False	26,730
40	2.583	2.201	0.382	15.4%	0.068	2.7%	74%	False	False	23,499
60	2.583	2.049	0.534	21.5%	0.066	2.7%	81%	False	False	22,840

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2.674
2.618	2.602
1.618	2.558
1.000	2.531
0.618	2.514
HIGH	2.487
0.618	2.470
0.500	2.465
0.382	2.460
LOW	2.443
0.618	2.416
1.000	2.399
1.618	2.372
2.618	2.328
4.250	2.256

Fisher Pivots for day following 12-May-2016
Pivot	1 day	3 day
R1	2.477	2.473
PP	2.471	2.462
S1	2.465	2.452

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

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