NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 08-Jun-2016

Day Change Summary
	Previous	Current
	07-Jun-2016	08-Jun-2016	Change	Change %	Previous Week
Open	2.627	2.694	0.067	2.6%	2.440
High	2.686	2.703	0.017	0.6%	2.637
Low	2.609	2.654	0.045	1.7%	2.430
Close	2.679	2.669	-0.010	-0.4%	2.595
Range	0.077	0.049	-0.028	-36.4%	0.207
ATR	0.067	0.066	-0.001	-1.9%	0.000
Volume	45,529	42,310	-3,219	-7.1%	143,446

Daily Pivots for day following 08-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.822	2.795	2.696
R3	2.773	2.746	2.682
R2	2.724	2.724	2.678
R1	2.697	2.697	2.673	2.686
PP	2.675	2.675	2.675	2.670
S1	2.648	2.648	2.665	2.637
S2	2.626	2.626	2.660
S3	2.577	2.599	2.656
S4	2.528	2.550	2.642

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	2.703	2.560	0.143	5.4%	0.060	2.3%	76%	True	False	34,960
10	2.703	2.358	0.345	12.9%	0.067	2.5%	90%	True	False	36,603
20	2.703	2.277	0.426	16.0%	0.064	2.4%	92%	True	False	30,491
40	2.703	2.254	0.449	16.8%	0.066	2.5%	92%	True	False	28,347
60	2.703	2.201	0.502	18.8%	0.067	2.5%	93%	True	False	25,542
80	2.703	2.049	0.654	24.5%	0.066	2.5%	95%	True	False	24,550

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	True
Stretch	0.017
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2.911
2.618	2.831
1.618	2.782
1.000	2.752
0.618	2.733
HIGH	2.703
0.618	2.684
0.500	2.679
0.382	2.673
LOW	2.654
0.618	2.624
1.000	2.605
1.618	2.575
2.618	2.526
4.250	2.446

Fisher Pivots for day following 08-Jun-2016
Pivot	1 day	3 day
R1	2.679	2.662
PP	2.675	2.654
S1	2.672	2.647

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

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