NYMEX Natural Gas Future November 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	2.922	2.970	0.048	1.6%	2.929
High	2.986	2.999	0.013	0.4%	2.962
Low	2.901	2.948	0.047	1.6%	2.838
Close	2.980	2.995	0.015	0.5%	2.889
Range	0.085	0.051	-0.034	-40.0%	0.124
ATR	0.063	0.062	-0.001	-1.4%	0.000
Volume	22,903	15,830	-7,073	-30.9%	72,687

Daily Pivots for day following 21-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.134	3.115	3.023
R3	3.083	3.064	3.009
R2	3.032	3.032	3.004
R1	3.013	3.013	3.000	3.023
PP	2.981	2.981	2.981	2.985
S1	2.962	2.962	2.990	2.972
S2	2.930	2.930	2.986
S3	2.879	2.911	2.981
S4	2.828	2.860	2.967

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.268	3.203	2.957
R3	3.144	3.079	2.923
R2	3.020	3.020	2.912
R1	2.955	2.955	2.900	2.926
PP	2.896	2.896	2.896	2.882
S1	2.831	2.831	2.878	2.802
S2	2.772	2.772	2.866
S3	2.648	2.707	2.855
S4	2.524	2.583	2.821

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.999	2.838	0.161	5.4%	0.059	2.0%	98%	True	False	15,531
10	2.999	2.838	0.161	5.4%	0.063	2.1%	98%	True	False	17,732
20	2.999	2.572	0.427	14.3%	0.061	2.0%	99%	True	False	15,111
40	2.999	2.460	0.539	18.0%	0.057	1.9%	99%	True	False	12,130
60	2.999	2.424	0.575	19.2%	0.058	1.9%	99%	True	False	10,396

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	3.216
2.618	3.133
1.618	3.082
1.000	3.050
0.618	3.031
HIGH	2.999
0.618	2.980
0.500	2.974
0.382	2.967
LOW	2.948
0.618	2.916
1.000	2.897
1.618	2.865
2.618	2.814
4.250	2.731

Fisher Pivots for day following 21-Jun-2016
Pivot	1 day	3 day
R1	2.988	2.970
PP	2.981	2.945
S1	2.974	2.920

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

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