NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 03-Jun-2015

Day Change Summary
	Previous	Current
	02-Jun-2015	03-Jun-2015	Change	Change %	Previous Week
Open	3.131	3.175	0.044	1.4%	3.300
High	3.191	3.179	-0.012	-0.4%	3.318
Low	3.092	3.120	0.028	0.9%	3.106
Close	3.167	3.127	-0.040	-1.3%	3.118
Range	0.099	0.059	-0.040	-40.4%	0.212
ATR	0.079	0.078	-0.001	-1.8%	0.000
Volume	16,202	12,464	-3,738	-23.1%	51,829

Daily Pivots for day following 03-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.319	3.282	3.159
R3	3.260	3.223	3.143
R2	3.201	3.201	3.138
R1	3.164	3.164	3.132	3.153
PP	3.142	3.142	3.142	3.137
S1	3.105	3.105	3.122	3.094
S2	3.083	3.083	3.116
S3	3.024	3.046	3.111
S4	2.965	2.987	3.095

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.817	3.679	3.235
R3	3.605	3.467	3.176
R2	3.393	3.393	3.157
R1	3.255	3.255	3.137	3.218
PP	3.181	3.181	3.181	3.162
S1	3.043	3.043	3.099	3.006
S2	2.969	2.969	3.079
S3	2.757	2.831	3.060
S4	2.545	2.619	3.001

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.254	3.091	0.163	5.2%	0.077	2.5%	22%	False	False	13,565
10	3.430	3.091	0.339	10.8%	0.072	2.3%	11%	False	False	12,426

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

Fibonacci Retracements and Extensions
4.250	3.430
2.618	3.333
1.618	3.274
1.000	3.238
0.618	3.215
HIGH	3.179
0.618	3.156
0.500	3.150
0.382	3.143
LOW	3.120
0.618	3.084
1.000	3.061
1.618	3.025
2.618	2.966
4.250	2.869

Fisher Pivots for day following 03-Jun-2015
Pivot	1 day	3 day
R1	3.150	3.141
PP	3.142	3.136
S1	3.135	3.132

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

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