NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 20-Jun-2016

Day Change Summary
	Previous	Current
	17-Jun-2016	20-Jun-2016	Change	Change %	Previous Week
Open	3.100	3.157	0.057	1.8%	3.205
High	3.142	3.213	0.071	2.3%	3.229
Low	3.084	3.144	0.060	1.9%	3.081
Close	3.133	3.206	0.073	2.3%	3.133
Range	0.058	0.069	0.011	19.0%	0.148
ATR	0.057	0.058	0.002	2.9%	0.000
Volume	10,103	14,147	4,044	40.0%	54,276

Daily Pivots for day following 20-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.395	3.369	3.244
R3	3.326	3.300	3.225
R2	3.257	3.257	3.219
R1	3.231	3.231	3.212	3.244
PP	3.188	3.188	3.188	3.194
S1	3.162	3.162	3.200	3.175
S2	3.119	3.119	3.193
S3	3.050	3.093	3.187
S4	2.981	3.024	3.168

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.592	3.510	3.214
R3	3.444	3.362	3.174
R2	3.296	3.296	3.160
R1	3.214	3.214	3.147	3.181
PP	3.148	3.148	3.148	3.131
S1	3.066	3.066	3.119	3.033
S2	3.000	3.000	3.106
S3	2.852	2.918	3.092
S4	2.704	2.770	3.052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.213	3.081	0.132	4.1%	0.053	1.6%	95%	True	False	11,463
10	3.229	3.031	0.198	6.2%	0.061	1.9%	88%	False	False	12,384
20	3.229	2.867	0.362	11.3%	0.056	1.7%	94%	False	False	10,392
40	3.229	2.760	0.469	14.6%	0.053	1.6%	95%	False	False	8,345

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.506
2.618	3.394
1.618	3.325
1.000	3.282
0.618	3.256
HIGH	3.213
0.618	3.187
0.500	3.179
0.382	3.170
LOW	3.144
0.618	3.101
1.000	3.075
1.618	3.032
2.618	2.963
4.250	2.851

Fisher Pivots for day following 20-Jun-2016
Pivot	1 day	3 day
R1	3.197	3.186
PP	3.188	3.167
S1	3.179	3.147

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

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