NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 02-Jun-2016

Day Change Summary
	Previous	Current
	01-Jun-2016	02-Jun-2016	Change	Change %	Previous Week
Open	2.997	3.021	0.024	0.8%	2.931
High	3.028	3.037	0.009	0.3%	2.978
Low	2.973	2.998	0.025	0.8%	2.867
Close	3.003	3.032	0.029	1.0%	2.967
Range	0.055	0.039	-0.016	-29.1%	0.111
ATR	0.055	0.054	-0.001	-2.1%	0.000
Volume	12,779	10,078	-2,701	-21.1%	33,089

Daily Pivots for day following 02-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.139	3.125	3.053
R3	3.100	3.086	3.043
R2	3.061	3.061	3.039
R1	3.047	3.047	3.036	3.054
PP	3.022	3.022	3.022	3.026
S1	3.008	3.008	3.028	3.015
S2	2.983	2.983	3.025
S3	2.944	2.969	3.021
S4	2.905	2.930	3.011

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.270	3.230	3.028
R3	3.159	3.119	2.998
R2	3.048	3.048	2.987
R1	3.008	3.008	2.977	3.028
PP	2.937	2.937	2.937	2.948
S1	2.897	2.897	2.957	2.917
S2	2.826	2.826	2.947
S3	2.715	2.786	2.936
S4	2.604	2.675	2.906

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.037	2.927	0.110	3.6%	0.050	1.6%	95%	True	False	10,287
10	3.037	2.760	0.277	9.1%	0.060	2.0%	98%	True	False	8,098
20	3.037	2.760	0.277	9.1%	0.050	1.6%	98%	True	False	7,016
40	3.062	2.700	0.362	11.9%	0.051	1.7%	92%	False	False	6,842

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	3.203
2.618	3.139
1.618	3.100
1.000	3.076
0.618	3.061
HIGH	3.037
0.618	3.022
0.500	3.018
0.382	3.013
LOW	2.998
0.618	2.974
1.000	2.959
1.618	2.935
2.618	2.896
4.250	2.832

Fisher Pivots for day following 02-Jun-2016
Pivot	1 day	3 day
R1	3.027	3.019
PP	3.022	3.006
S1	3.018	2.994

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

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