NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 12-Feb-2016

Day Change Summary
	Previous	Current
	11-Feb-2016	12-Feb-2016	Change	Change %	Previous Week
Open	2.243	2.190	-0.053	-2.4%	2.290
High	2.273	2.222	-0.051	-2.2%	2.331
Low	2.183	2.154	-0.029	-1.3%	2.154
Close	2.196	2.163	-0.033	-1.5%	2.163
Range	0.090	0.068	-0.022	-24.4%	0.177
ATR	0.076	0.076	-0.001	-0.8%	0.000
Volume	18,637	14,615	-4,022	-21.6%	73,203

Daily Pivots for day following 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.384	2.341	2.200
R3	2.316	2.273	2.182
R2	2.248	2.248	2.175
R1	2.205	2.205	2.169	2.193
PP	2.180	2.180	2.180	2.173
S1	2.137	2.137	2.157	2.125
S2	2.112	2.112	2.151
S3	2.044	2.069	2.144
S4	1.976	2.001	2.126

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.747	2.632	2.260
R3	2.570	2.455	2.212
R2	2.393	2.393	2.195
R1	2.278	2.278	2.179	2.247
PP	2.216	2.216	2.216	2.201
S1	2.101	2.101	2.147	2.070
S2	2.039	2.039	2.131
S3	1.862	1.924	2.114
S4	1.685	1.747	2.066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.331	2.154	0.177	8.2%	0.063	2.9%	5%	False	True	14,640
10	2.360	2.154	0.206	9.5%	0.068	3.2%	4%	False	True	16,582
20	2.413	2.154	0.259	12.0%	0.068	3.1%	3%	False	True	14,542
40	2.593	2.147	0.446	20.6%	0.074	3.4%	4%	False	False	12,148
60	2.626	2.147	0.479	22.1%	0.067	3.1%	3%	False	False	9,983
80	2.741	2.147	0.594	27.5%	0.065	3.0%	3%	False	False	8,342

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 2 trading days

Fibonacci Retracements and Extensions
4.250	2.511
2.618	2.400
1.618	2.332
1.000	2.290
0.618	2.264
HIGH	2.222
0.618	2.196
0.500	2.188
0.382	2.180
LOW	2.154
0.618	2.112
1.000	2.086
1.618	2.044
2.618	1.976
4.250	1.865

Fisher Pivots for day following 12-Feb-2016
Pivot	1 day	3 day
R1	2.188	2.214
PP	2.180	2.197
S1	2.171	2.180

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

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