NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 15-Jun-2016

Day Change Summary
	Previous	Current
	14-Jun-2016	15-Jun-2016	Change	Change %	Previous Week
Open	2.750	2.735	-0.015	-0.5%	2.627
High	2.755	2.765	0.010	0.4%	2.802
Low	2.700	2.720	0.020	0.7%	2.591
Close	2.743	2.727	-0.016	-0.6%	2.722
Range	0.055	0.045	-0.010	-18.2%	0.211
ATR	0.071	0.069	-0.002	-2.6%	0.000
Volume	38,888	28,764	-10,124	-26.0%	248,403

Daily Pivots for day following 15-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.872	2.845	2.752
R3	2.827	2.800	2.739
R2	2.782	2.782	2.735
R1	2.755	2.755	2.731	2.746
PP	2.737	2.737	2.737	2.733
S1	2.710	2.710	2.723	2.701
S2	2.692	2.692	2.719
S3	2.647	2.665	2.715
S4	2.602	2.620	2.702

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	2.650	0.152	5.6%	0.075	2.8%	51%	False	False	48,387
10	2.802	2.560	0.242	8.9%	0.068	2.5%	69%	False	False	41,673
20	2.802	2.277	0.525	19.3%	0.070	2.6%	86%	False	False	36,420
40	2.802	2.277	0.525	19.3%	0.067	2.5%	86%	False	False	31,703
60	2.802	2.201	0.601	22.0%	0.068	2.5%	88%	False	False	28,073
80	2.802	2.049	0.753	27.6%	0.067	2.4%	90%	False	False	26,552

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	2.956
2.618	2.883
1.618	2.838
1.000	2.810
0.618	2.793
HIGH	2.765
0.618	2.748
0.500	2.743
0.382	2.737
LOW	2.720
0.618	2.692
1.000	2.675
1.618	2.647
2.618	2.602
4.250	2.529

Fisher Pivots for day following 15-Jun-2016
Pivot	1 day	3 day
R1	2.743	2.742
PP	2.737	2.737
S1	2.732	2.732

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

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