NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 20-May-2016

Day Change Summary
	Previous	Current
	19-May-2016	20-May-2016	Change	Change %	Previous Week
Open	2.315	2.388	0.073	3.2%	2.420
High	2.404	2.442	0.038	1.6%	2.442
Low	2.277	2.384	0.107	4.7%	2.277
Close	2.399	2.409	0.010	0.4%	2.409
Range	0.127	0.058	-0.069	-54.3%	0.165
ATR	0.068	0.067	-0.001	-1.1%	0.000
Volume	30,780	21,659	-9,121	-29.6%	128,463

Daily Pivots for day following 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.586	2.555	2.441
R3	2.528	2.497	2.425
R2	2.470	2.470	2.420
R1	2.439	2.439	2.414	2.455
PP	2.412	2.412	2.412	2.419
S1	2.381	2.381	2.404	2.397
S2	2.354	2.354	2.398
S3	2.296	2.323	2.393
S4	2.238	2.265	2.377

Weekly Pivots for week ending 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.871	2.805	2.500
R3	2.706	2.640	2.454
R2	2.541	2.541	2.439
R1	2.475	2.475	2.424	2.426
PP	2.376	2.376	2.376	2.351
S1	2.310	2.310	2.394	2.261
S2	2.211	2.211	2.379
S3	2.046	2.145	2.364
S4	1.881	1.980	2.318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.442	2.277	0.165	6.8%	0.067	2.8%	80%	True	False	25,692
10	2.487	2.277	0.210	8.7%	0.059	2.5%	63%	False	False	24,284
20	2.583	2.277	0.306	12.7%	0.065	2.7%	43%	False	False	26,186
40	2.583	2.206	0.377	15.6%	0.067	2.8%	54%	False	False	24,433
60	2.583	2.049	0.534	22.2%	0.067	2.8%	67%	False	False	23,793

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	0.013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.689
2.618	2.594
1.618	2.536
1.000	2.500
0.618	2.478
HIGH	2.442
0.618	2.420
0.500	2.413
0.382	2.406
LOW	2.384
0.618	2.348
1.000	2.326
1.618	2.290
2.618	2.232
4.250	2.138

Fisher Pivots for day following 20-May-2016
Pivot	1 day	3 day
R1	2.413	2.393
PP	2.412	2.376
S1	2.410	2.360

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

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