NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 15-Jun-2016

Day Change Summary
	Previous	Current
	14-Jun-2016	15-Jun-2016	Change	Change %	Previous Week
Open	3.164	3.126	-0.038	-1.2%	3.043
High	3.165	3.142	-0.023	-0.7%	3.228
Low	3.118	3.100	-0.018	-0.6%	3.014
Close	3.139	3.108	-0.031	-1.0%	3.183
Range	0.047	0.042	-0.005	-10.6%	0.214
ATR	0.058	0.057	-0.001	-2.0%	0.000
Volume	13,333	8,809	-4,524	-33.9%	63,658

Daily Pivots for day following 15-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.243	3.217	3.131
R3	3.201	3.175	3.120
R2	3.159	3.159	3.116
R1	3.133	3.133	3.112	3.125
PP	3.117	3.117	3.117	3.113
S1	3.091	3.091	3.104	3.083
S2	3.075	3.075	3.100
S3	3.033	3.049	3.096
S4	2.991	3.007	3.085

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.784	3.697	3.301
R3	3.570	3.483	3.242
R2	3.356	3.356	3.222
R1	3.269	3.269	3.203	3.313
PP	3.142	3.142	3.142	3.163
S1	3.055	3.055	3.163	3.099
S2	2.928	2.928	3.144
S3	2.714	2.841	3.124
S4	2.500	2.627	3.065

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.229	3.100	0.129	4.2%	0.065	2.1%	6%	False	True	13,275
10	3.229	2.998	0.231	7.4%	0.055	1.8%	48%	False	False	11,385
20	3.229	2.760	0.469	15.1%	0.059	1.9%	74%	False	False	9,519
40	3.229	2.760	0.469	15.1%	0.053	1.7%	74%	False	False	8,092

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.321
2.618	3.252
1.618	3.210
1.000	3.184
0.618	3.168
HIGH	3.142
0.618	3.126
0.500	3.121
0.382	3.116
LOW	3.100
0.618	3.074
1.000	3.058
1.618	3.032
2.618	2.990
4.250	2.922

Fisher Pivots for day following 15-Jun-2016
Pivot	1 day	3 day
R1	3.121	3.165
PP	3.117	3.146
S1	3.112	3.127

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

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