NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 08-Jun-2016

Day Change Summary
	Previous	Current
	07-Jun-2016	08-Jun-2016	Change	Change %	Previous Week
Open	3.038	3.110	0.072	2.4%	2.952
High	3.112	3.129	0.017	0.5%	3.050
Low	3.031	3.099	0.068	2.2%	2.950
Close	3.108	3.116	0.008	0.3%	3.024
Range	0.081	0.030	-0.051	-63.0%	0.100
ATR	0.054	0.052	-0.002	-3.2%	0.000
Volume	12,022	10,274	-1,748	-14.5%	42,680

Daily Pivots for day following 08-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.205	3.190	3.133
R3	3.175	3.160	3.124
R2	3.145	3.145	3.122
R1	3.130	3.130	3.119	3.138
PP	3.115	3.115	3.115	3.118
S1	3.100	3.100	3.113	3.108
S2	3.085	3.085	3.111
S3	3.055	3.070	3.108
S4	3.025	3.040	3.100

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.308	3.266	3.079
R3	3.208	3.166	3.052
R2	3.108	3.108	3.042
R1	3.066	3.066	3.033	3.087
PP	3.008	3.008	3.008	3.019
S1	2.966	2.966	3.015	2.987
S2	2.908	2.908	3.006
S3	2.808	2.866	2.997
S4	2.708	2.766	2.969

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.129	2.998	0.131	4.2%	0.046	1.5%	90%	True	False	9,496
10	3.129	2.878	0.251	8.1%	0.051	1.6%	95%	True	False	9,601
20	3.129	2.760	0.369	11.8%	0.051	1.6%	96%	True	False	7,762
40	3.129	2.747	0.382	12.3%	0.051	1.6%	97%	True	False	7,228

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	0.012
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	3.257
2.618	3.208
1.618	3.178
1.000	3.159
0.618	3.148
HIGH	3.129
0.618	3.118
0.500	3.114
0.382	3.110
LOW	3.099
0.618	3.080
1.000	3.069
1.618	3.050
2.618	3.020
4.250	2.972

Fisher Pivots for day following 08-Jun-2016
Pivot	1 day	3 day
R1	3.115	3.101
PP	3.115	3.086
S1	3.114	3.072

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

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