NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 13-Jun-2016

Day Change Summary
	Previous	Current
	10-Jun-2016	13-Jun-2016	Change	Change %	Previous Week
Open	2.768	2.749	-0.019	-0.7%	2.627
High	2.782	2.784	0.002	0.1%	2.802
Low	2.713	2.729	0.016	0.6%	2.591
Close	2.722	2.747	0.025	0.9%	2.722
Range	0.069	0.055	-0.014	-20.3%	0.211
ATR	0.073	0.072	-0.001	-1.0%	0.000
Volume	58,410	41,355	-17,055	-29.2%	248,403

Daily Pivots for day following 13-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.918	2.888	2.777
R3	2.863	2.833	2.762
R2	2.808	2.808	2.757
R1	2.778	2.778	2.752	2.766
PP	2.753	2.753	2.753	2.747
S1	2.723	2.723	2.742	2.711
S2	2.698	2.698	2.737
S3	2.643	2.668	2.732
S4	2.588	2.613	2.717

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	2.609	0.193	7.0%	0.080	2.9%	72%	False	False	52,425
10	2.802	2.430	0.372	13.5%	0.075	2.7%	85%	False	False	43,320
20	2.802	2.277	0.525	19.1%	0.070	2.5%	90%	False	False	35,591
40	2.802	2.254	0.548	19.9%	0.069	2.5%	90%	False	False	31,297
60	2.802	2.201	0.601	21.9%	0.068	2.5%	91%	False	False	27,464
80	2.802	2.049	0.753	27.4%	0.067	2.4%	93%	False	False	26,079

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	False
Stretch	0.015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.018
2.618	2.928
1.618	2.873
1.000	2.839
0.618	2.818
HIGH	2.784
0.618	2.763
0.500	2.757
0.382	2.750
LOW	2.729
0.618	2.695
1.000	2.674
1.618	2.640
2.618	2.585
4.250	2.495

Fisher Pivots for day following 13-Jun-2016
Pivot	1 day	3 day
R1	2.757	2.740
PP	2.753	2.733
S1	2.750	2.726

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

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