NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 27-May-2016

Day Change Summary
	Previous	Current
	26-May-2016	27-May-2016	Change	Change %	Previous Week
Open	2.420	2.426	0.006	0.2%	2.438
High	2.447	2.468	0.021	0.9%	2.468
Low	2.400	2.392	-0.008	-0.3%	2.358
Close	2.433	2.452	0.019	0.8%	2.452
Range	0.047	0.076	0.029	61.7%	0.110
ATR	0.066	0.066	0.001	1.1%	0.000
Volume	50,824	29,912	-20,912	-41.1%	150,153

Daily Pivots for day following 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.665	2.635	2.494
R3	2.589	2.559	2.473
R2	2.513	2.513	2.466
R1	2.483	2.483	2.459	2.498
PP	2.437	2.437	2.437	2.445
S1	2.407	2.407	2.445	2.422
S2	2.361	2.361	2.438
S3	2.285	2.331	2.431
S4	2.209	2.255	2.410

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.756	2.714	2.513
R3	2.646	2.604	2.482
R2	2.536	2.536	2.472
R1	2.494	2.494	2.462	2.515
PP	2.426	2.426	2.426	2.437
S1	2.384	2.384	2.442	2.405
S2	2.316	2.316	2.432
S3	2.206	2.274	2.422
S4	2.096	2.164	2.392

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.468	2.358	0.110	4.5%	0.064	2.6%	85%	True	False	30,030
10	2.468	2.277	0.191	7.8%	0.066	2.7%	92%	True	False	27,861
20	2.522	2.277	0.245	10.0%	0.061	2.5%	71%	False	False	25,545
40	2.583	2.236	0.347	14.2%	0.066	2.7%	62%	False	False	25,295
60	2.583	2.052	0.531	21.7%	0.067	2.7%	75%	False	False	23,526
80	2.583	2.049	0.534	21.8%	0.065	2.6%	75%	False	False	22,847

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.791
2.618	2.667
1.618	2.591
1.000	2.544
0.618	2.515
HIGH	2.468
0.618	2.439
0.500	2.430
0.382	2.421
LOW	2.392
0.618	2.345
1.000	2.316
1.618	2.269
2.618	2.193
4.250	2.069

Fisher Pivots for day following 27-May-2016
Pivot	1 day	3 day
R1	2.445	2.439
PP	2.437	2.426
S1	2.430	2.413

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

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