NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 07-Jun-2016

Day Change Summary
	Previous	Current
	06-Jun-2016	07-Jun-2016	Change	Change %	Previous Week
Open	2.627	2.627	0.000	0.0%	2.440
High	2.655	2.686	0.031	1.2%	2.637
Low	2.591	2.609	0.018	0.7%	2.430
Close	2.645	2.679	0.034	1.3%	2.595
Range	0.064	0.077	0.013	20.3%	0.207
ATR	0.067	0.067	0.001	1.1%	0.000
Volume	27,633	45,529	17,896	64.8%	143,446

Daily Pivots for day following 07-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.889	2.861	2.721
R3	2.812	2.784	2.700
R2	2.735	2.735	2.693
R1	2.707	2.707	2.686	2.721
PP	2.658	2.658	2.658	2.665
S1	2.630	2.630	2.672	2.644
S2	2.581	2.581	2.665
S3	2.504	2.553	2.658
S4	2.427	2.476	2.637

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.175	3.092	2.709
R3	2.968	2.885	2.652
R2	2.761	2.761	2.633
R1	2.678	2.678	2.614	2.720
PP	2.554	2.554	2.554	2.575
S1	2.471	2.471	2.576	2.513
S2	2.347	2.347	2.557
S3	2.140	2.264	2.538
S4	1.933	2.057	2.481

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.686	2.524	0.162	6.0%	0.061	2.3%	96%	True	False	35,391
10	2.686	2.358	0.328	12.2%	0.068	2.5%	98%	True	False	34,604
20	2.686	2.277	0.409	15.3%	0.064	2.4%	98%	True	False	29,588
40	2.686	2.254	0.432	16.1%	0.066	2.5%	98%	True	False	27,639
60	2.686	2.181	0.505	18.9%	0.068	2.5%	99%	True	False	25,088
80	2.686	2.049	0.637	23.8%	0.066	2.4%	99%	True	False	24,215

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.013
2.618	2.888
1.618	2.811
1.000	2.763
0.618	2.734
HIGH	2.686
0.618	2.657
0.500	2.648
0.382	2.638
LOW	2.609
0.618	2.561
1.000	2.532
1.618	2.484
2.618	2.407
4.250	2.282

Fisher Pivots for day following 07-Jun-2016
Pivot	1 day	3 day
R1	2.669	2.664
PP	2.658	2.648
S1	2.648	2.633

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

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