NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 03-Jun-2016

Day Change Summary
	Previous	Current
	02-Jun-2016	03-Jun-2016	Change	Change %	Previous Week
Open	2.756	2.784	0.028	1.0%	2.655
High	2.785	2.804	0.019	0.7%	2.804
Low	2.740	2.762	0.022	0.8%	2.651
Close	2.777	2.770	-0.007	-0.3%	2.770
Range	0.045	0.042	-0.003	-6.7%	0.153
ATR	0.060	0.059	-0.001	-2.1%	0.000
Volume	15,642	8,895	-6,747	-43.1%	52,974

Daily Pivots for day following 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.905	2.879	2.793
R3	2.863	2.837	2.782
R2	2.821	2.821	2.778
R1	2.795	2.795	2.774	2.787
PP	2.779	2.779	2.779	2.775
S1	2.753	2.753	2.766	2.745
S2	2.737	2.737	2.762
S3	2.695	2.711	2.758
S4	2.653	2.669	2.747

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.201	3.138	2.854
R3	3.048	2.985	2.812
R2	2.895	2.895	2.798
R1	2.832	2.832	2.784	2.864
PP	2.742	2.742	2.742	2.757
S1	2.679	2.679	2.756	2.711
S2	2.589	2.589	2.742
S3	2.436	2.526	2.728
S4	2.283	2.373	2.686

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.804	2.622	0.182	6.6%	0.057	2.1%	81%	True	False	12,360
10	2.804	2.572	0.232	8.4%	0.057	2.0%	85%	True	False	10,191
20	2.804	2.460	0.344	12.4%	0.055	2.0%	90%	True	False	9,982
40	2.804	2.448	0.356	12.9%	0.056	2.0%	90%	True	False	9,110
60	2.804	2.316	0.488	17.6%	0.059	2.1%	93%	True	False	7,745

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	2.983
2.618	2.914
1.618	2.872
1.000	2.846
0.618	2.830
HIGH	2.804
0.618	2.788
0.500	2.783
0.382	2.778
LOW	2.762
0.618	2.736
1.000	2.720
1.618	2.694
2.618	2.652
4.250	2.584

Fisher Pivots for day following 03-Jun-2016
Pivot	1 day	3 day
R1	2.783	2.766
PP	2.779	2.762
S1	2.774	2.758

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

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