NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 09-Jun-2016

Day Change Summary
	Previous	Current
	08-Jun-2016	09-Jun-2016	Change	Change %	Previous Week
Open	2.694	2.658	-0.036	-1.3%	2.440
High	2.703	2.802	0.099	3.7%	2.637
Low	2.654	2.650	-0.004	-0.2%	2.430
Close	2.669	2.791	0.122	4.6%	2.595
Range	0.049	0.152	0.103	210.2%	0.207
ATR	0.066	0.072	0.006	9.3%	0.000
Volume	42,310	74,521	32,211	76.1%	143,446

Daily Pivots for day following 09-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.204	3.149	2.875
R3	3.052	2.997	2.833
R2	2.900	2.900	2.819
R1	2.845	2.845	2.805	2.873
PP	2.748	2.748	2.748	2.761
S1	2.693	2.693	2.777	2.721
S2	2.596	2.596	2.763
S3	2.444	2.541	2.749
S4	2.292	2.389	2.707

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	2.802	2.580	0.222	8.0%	0.080	2.9%	95%	True	False	42,957
10	2.802	2.392	0.410	14.7%	0.074	2.7%	97%	True	False	41,417
20	2.802	2.277	0.525	18.8%	0.068	2.5%	98%	True	False	33,108
40	2.802	2.254	0.548	19.6%	0.069	2.5%	98%	True	False	29,833
60	2.802	2.201	0.601	21.5%	0.068	2.4%	98%	True	False	26,444
80	2.802	2.049	0.753	27.0%	0.067	2.4%	99%	True	False	25,257

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 91 trading days

Fibonacci Retracements and Extensions
4.250	3.448
2.618	3.200
1.618	3.048
1.000	2.954
0.618	2.896
HIGH	2.802
0.618	2.744
0.500	2.726
0.382	2.708
LOW	2.650
0.618	2.556
1.000	2.498
1.618	2.404
2.618	2.252
4.250	2.004

Fisher Pivots for day following 09-Jun-2016
Pivot	1 day	3 day
R1	2.769	2.763
PP	2.748	2.734
S1	2.726	2.706

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

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