NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 05-Jan-2016

Day Change Summary
	Previous	Current
	04-Jan-2016	05-Jan-2016	Change	Change %	Previous Week
Open	2.489	2.433	-0.056	-2.2%	2.335
High	2.489	2.475	-0.014	-0.6%	2.510
Low	2.396	2.407	0.011	0.5%	2.327
Close	2.453	2.458	0.005	0.2%	2.468
Range	0.093	0.068	-0.025	-26.9%	0.183
ATR	0.079	0.078	-0.001	-1.0%	0.000
Volume	8,490	8,534	44	0.5%	38,909

Daily Pivots for day following 05-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.651	2.622	2.495
R3	2.583	2.554	2.477
R2	2.515	2.515	2.470
R1	2.486	2.486	2.464	2.501
PP	2.447	2.447	2.447	2.454
S1	2.418	2.418	2.452	2.433
S2	2.379	2.379	2.446
S3	2.311	2.350	2.439
S4	2.243	2.282	2.421

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.984	2.909	2.569
R3	2.801	2.726	2.518
R2	2.618	2.618	2.502
R1	2.543	2.543	2.485	2.581
PP	2.435	2.435	2.435	2.454
S1	2.360	2.360	2.451	2.398
S2	2.252	2.252	2.434
S3	2.069	2.177	2.418
S4	1.886	1.994	2.367

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.510	2.362	0.148	6.0%	0.084	3.4%	65%	False	False	9,275
10	2.510	2.225	0.285	11.6%	0.078	3.2%	82%	False	False	7,481
20	2.510	2.147	0.363	14.8%	0.069	2.8%	86%	False	False	8,565
40	2.642	2.147	0.495	20.1%	0.062	2.5%	63%	False	False	6,006
60	2.787	2.147	0.640	26.0%	0.058	2.4%	49%	False	False	4,901

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2.764
2.618	2.653
1.618	2.585
1.000	2.543
0.618	2.517
HIGH	2.475
0.618	2.449
0.500	2.441
0.382	2.433
LOW	2.407
0.618	2.365
1.000	2.339
1.618	2.297
2.618	2.229
4.250	2.118

Fisher Pivots for day following 05-Jan-2016
Pivot	1 day	3 day
R1	2.452	2.455
PP	2.447	2.451
S1	2.441	2.448

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

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