NYMEX Natural Gas Future November 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	2.951	2.929	-0.022	-0.7%	2.799
High	2.957	2.962	0.005	0.2%	2.975
Low	2.899	2.906	0.007	0.2%	2.763
Close	2.909	2.919	0.010	0.3%	2.909
Range	0.058	0.056	-0.002	-3.4%	0.212
ATR	0.064	0.063	-0.001	-0.9%	0.000
Volume	15,536	16,464	928	6.0%	100,529

Daily Pivots for day following 13-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.097	3.064	2.950
R3	3.041	3.008	2.934
R2	2.985	2.985	2.929
R1	2.952	2.952	2.924	2.941
PP	2.929	2.929	2.929	2.923
S1	2.896	2.896	2.914	2.885
S2	2.873	2.873	2.909
S3	2.817	2.840	2.904
S4	2.761	2.784	2.888

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.518	3.426	3.026
R3	3.306	3.214	2.967
R2	3.094	3.094	2.948
R1	3.002	3.002	2.928	3.048
PP	2.882	2.882	2.882	2.906
S1	2.790	2.790	2.890	2.836
S2	2.670	2.670	2.870
S3	2.458	2.578	2.851
S4	2.246	2.366	2.792

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.975	2.782	0.193	6.6%	0.073	2.5%	71%	False	False	20,616
10	2.975	2.651	0.324	11.1%	0.064	2.2%	83%	False	False	16,996
20	2.975	2.460	0.515	17.6%	0.062	2.1%	89%	False	False	12,852
40	2.975	2.460	0.515	17.6%	0.060	2.1%	89%	False	False	11,089
60	2.975	2.398	0.577	19.8%	0.059	2.0%	90%	False	False	9,249

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	0.013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.200
2.618	3.109
1.618	3.053
1.000	3.018
0.618	2.997
HIGH	2.962
0.618	2.941
0.500	2.934
0.382	2.927
LOW	2.906
0.618	2.871
1.000	2.850
1.618	2.815
2.618	2.759
4.250	2.668

Fisher Pivots for day following 13-Jun-2016
Pivot	1 day	3 day
R1	2.934	2.915
PP	2.929	2.912
S1	2.924	2.908

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

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