NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 21-Jun-2016

Day Change Summary
	Previous	Current
	20-Jun-2016	21-Jun-2016	Change	Change %	Previous Week
Open	2.760	2.829	0.069	2.5%	2.749
High	2.848	2.870	0.022	0.8%	2.784
Low	2.760	2.810	0.050	1.8%	2.682
Close	2.843	2.856	0.013	0.5%	2.742
Range	0.088	0.060	-0.028	-31.8%	0.102
ATR	0.072	0.071	-0.001	-1.2%	0.000
Volume	38,496	32,490	-6,006	-15.6%	165,844

Daily Pivots for day following 21-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.025	3.001	2.889
R3	2.965	2.941	2.873
R2	2.905	2.905	2.867
R1	2.881	2.881	2.862	2.893
PP	2.845	2.845	2.845	2.852
S1	2.821	2.821	2.851	2.833
S2	2.785	2.785	2.845
S3	2.725	2.761	2.840
S4	2.665	2.701	2.823

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.042	2.994	2.798
R3	2.940	2.892	2.770
R2	2.838	2.838	2.761
R1	2.790	2.790	2.751	2.763
PP	2.736	2.736	2.736	2.723
S1	2.688	2.688	2.733	2.661
S2	2.634	2.634	2.723
S3	2.532	2.586	2.714
S4	2.430	2.484	2.686

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.870	2.682	0.188	6.6%	0.066	2.3%	93%	True	False	31,317
10	2.870	2.650	0.220	7.7%	0.071	2.5%	94%	True	False	41,207
20	2.870	2.358	0.512	17.9%	0.069	2.4%	97%	True	False	37,906
40	2.870	2.277	0.593	20.8%	0.065	2.3%	98%	True	False	32,066
60	2.870	2.236	0.634	22.2%	0.067	2.3%	98%	True	False	29,000
80	2.870	2.049	0.821	28.7%	0.067	2.4%	98%	True	False	27,266

Crabel Price Patterns
NR	True
NR4	True
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	0.013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.125
2.618	3.027
1.618	2.967
1.000	2.930
0.618	2.907
HIGH	2.870
0.618	2.847
0.500	2.840
0.382	2.833
LOW	2.810
0.618	2.773
1.000	2.750
1.618	2.713
2.618	2.653
4.250	2.555

Fisher Pivots for day following 21-Jun-2016
Pivot	1 day	3 day
R1	2.851	2.831
PP	2.845	2.806
S1	2.840	2.781

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

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