NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 01-Jun-2016

Day Change Summary
	Previous	Current
	31-May-2016	01-Jun-2016	Change	Change %	Previous Week
Open	2.440	2.524	0.084	3.4%	2.438
High	2.545	2.577	0.032	1.3%	2.468
Low	2.430	2.524	0.094	3.9%	2.358
Close	2.529	2.571	0.042	1.7%	2.452
Range	0.115	0.053	-0.062	-53.9%	0.110
ATR	0.070	0.069	-0.001	-1.7%	0.000
Volume	39,651	44,466	4,815	12.1%	150,153

Daily Pivots for day following 01-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.716	2.697	2.600
R3	2.663	2.644	2.586
R2	2.610	2.610	2.581
R1	2.591	2.591	2.576	2.601
PP	2.557	2.557	2.557	2.562
S1	2.538	2.538	2.566	2.548
S2	2.504	2.504	2.561
S3	2.451	2.485	2.556
S4	2.398	2.432	2.542

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	2.577	2.358	0.219	8.5%	0.074	2.9%	97%	True	False	38,246
10	2.577	2.277	0.300	11.7%	0.072	2.8%	98%	True	False	31,166
20	2.577	2.277	0.300	11.7%	0.064	2.5%	98%	True	False	27,308
40	2.583	2.236	0.347	13.5%	0.066	2.5%	97%	False	False	26,365
60	2.583	2.070	0.513	20.0%	0.067	2.6%	98%	False	False	24,171
80	2.583	2.049	0.534	20.8%	0.065	2.5%	98%	False	False	23,401

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	0.015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.802
2.618	2.716
1.618	2.663
1.000	2.630
0.618	2.610
HIGH	2.577
0.618	2.557
0.500	2.551
0.382	2.544
LOW	2.524
0.618	2.491
1.000	2.471
1.618	2.438
2.618	2.385
4.250	2.299

Fisher Pivots for day following 01-Jun-2016
Pivot	1 day	3 day
R1	2.564	2.542
PP	2.557	2.513
S1	2.551	2.485

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

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