NYMEX Natural Gas Future December 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	3.157	3.206	0.049	1.6%	3.205
High	3.213	3.229	0.016	0.5%	3.229
Low	3.144	3.176	0.032	1.0%	3.081
Close	3.206	3.225	0.019	0.6%	3.133
Range	0.069	0.053	-0.016	-23.2%	0.148
ATR	0.058	0.058	0.000	-0.7%	0.000
Volume	14,147	9,565	-4,582	-32.4%	54,276

Daily Pivots for day following 21-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.369	3.350	3.254
R3	3.316	3.297	3.240
R2	3.263	3.263	3.235
R1	3.244	3.244	3.230	3.254
PP	3.210	3.210	3.210	3.215
S1	3.191	3.191	3.220	3.201
S2	3.157	3.157	3.215
S3	3.104	3.138	3.210
S4	3.051	3.085	3.196

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	3.229	3.081	0.148	4.6%	0.054	1.7%	97%	True	False	10,710
10	3.229	3.081	0.148	4.6%	0.058	1.8%	97%	True	False	12,139
20	3.229	2.867	0.362	11.2%	0.055	1.7%	99%	True	False	10,669
40	3.229	2.760	0.469	14.5%	0.052	1.6%	99%	True	False	8,413

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	0.013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.454
2.618	3.368
1.618	3.315
1.000	3.282
0.618	3.262
HIGH	3.229
0.618	3.209
0.500	3.203
0.382	3.196
LOW	3.176
0.618	3.143
1.000	3.123
1.618	3.090
2.618	3.037
4.250	2.951

Fisher Pivots for day following 21-Jun-2016
Pivot	1 day	3 day
R1	3.218	3.202
PP	3.210	3.179
S1	3.203	3.157

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

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