NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 02-Jun-2016

Day Change Summary
	Previous	Current
	01-Jun-2016	02-Jun-2016	Change	Change %	Previous Week
Open	2.524	2.576	0.052	2.1%	2.438
High	2.577	2.614	0.037	1.4%	2.468
Low	2.524	2.560	0.036	1.4%	2.358
Close	2.571	2.602	0.031	1.2%	2.452
Range	0.053	0.054	0.001	1.9%	0.110
ATR	0.069	0.068	-0.001	-1.5%	0.000
Volume	44,466	34,533	-9,933	-22.3%	150,153

Daily Pivots for day following 02-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.754	2.732	2.632
R3	2.700	2.678	2.617
R2	2.646	2.646	2.612
R1	2.624	2.624	2.607	2.635
PP	2.592	2.592	2.592	2.598
S1	2.570	2.570	2.597	2.581
S2	2.538	2.538	2.592
S3	2.484	2.516	2.587
S4	2.430	2.462	2.572

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	2.614	2.392	0.222	8.5%	0.069	2.7%	95%	True	False	39,877
10	2.614	2.277	0.337	13.0%	0.073	2.8%	96%	True	False	32,124
20	2.614	2.277	0.337	13.0%	0.063	2.4%	96%	True	False	27,977
40	2.614	2.236	0.378	14.5%	0.066	2.5%	97%	True	False	26,752
60	2.614	2.105	0.509	19.6%	0.067	2.6%	98%	True	False	24,377
80	2.614	2.049	0.565	21.7%	0.065	2.5%	98%	True	False	23,555

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.844
2.618	2.755
1.618	2.701
1.000	2.668
0.618	2.647
HIGH	2.614
0.618	2.593
0.500	2.587
0.382	2.581
LOW	2.560
0.618	2.527
1.000	2.506
1.618	2.473
2.618	2.419
4.250	2.331

Fisher Pivots for day following 02-Jun-2016
Pivot	1 day	3 day
R1	2.597	2.575
PP	2.592	2.549
S1	2.587	2.522

Download as Excel Spreadsheet

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

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