NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 10-Jun-2016

Day Change Summary
	Previous	Current
	09-Jun-2016	10-Jun-2016	Change	Change %	Previous Week
Open	2.658	2.768	0.110	4.1%	2.627
High	2.802	2.782	-0.020	-0.7%	2.802
Low	2.650	2.713	0.063	2.4%	2.591
Close	2.791	2.722	-0.069	-2.5%	2.722
Range	0.152	0.069	-0.083	-54.6%	0.211
ATR	0.072	0.073	0.000	0.6%	0.000
Volume	74,521	58,410	-16,111	-21.6%	248,403

Daily Pivots for day following 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.946	2.903	2.760
R3	2.877	2.834	2.741
R2	2.808	2.808	2.735
R1	2.765	2.765	2.728	2.752
PP	2.739	2.739	2.739	2.733
S1	2.696	2.696	2.716	2.683
S2	2.670	2.670	2.709
S3	2.601	2.627	2.703
S4	2.532	2.558	2.684

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.338	3.241	2.838
R3	3.127	3.030	2.780
R2	2.916	2.916	2.761
R1	2.819	2.819	2.741	2.868
PP	2.705	2.705	2.705	2.729
S1	2.608	2.608	2.703	2.657
S2	2.494	2.494	2.683
S3	2.283	2.397	2.664
S4	2.072	2.186	2.606

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.802	2.591	0.211	7.8%	0.082	3.0%	62%	False	False	49,680
10	2.802	2.392	0.410	15.1%	0.077	2.8%	80%	False	False	42,176
20	2.802	2.277	0.525	19.3%	0.070	2.6%	85%	False	False	34,718
40	2.802	2.254	0.548	20.1%	0.069	2.5%	85%	False	False	30,724
60	2.802	2.201	0.601	22.1%	0.069	2.5%	87%	False	False	27,239
80	2.802	2.049	0.753	27.7%	0.067	2.5%	89%	False	False	25,810

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.075
2.618	2.963
1.618	2.894
1.000	2.851
0.618	2.825
HIGH	2.782
0.618	2.756
0.500	2.748
0.382	2.739
LOW	2.713
0.618	2.670
1.000	2.644
1.618	2.601
2.618	2.532
4.250	2.420

Fisher Pivots for day following 10-Jun-2016
Pivot	1 day	3 day
R1	2.748	2.726
PP	2.739	2.725
S1	2.731	2.723

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

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