NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 02-Feb-2016

Day Change Summary
	Previous	Current
	01-Feb-2016	02-Feb-2016	Change	Change %	Previous Week
Open	2.389	2.359	-0.030	-1.3%	2.415
High	2.408	2.359	-0.049	-2.0%	2.458
Low	2.355	2.244	-0.111	-4.7%	2.347
Close	2.377	2.298	-0.079	-3.3%	2.451
Range	0.053	0.115	0.062	117.0%	0.111
ATR	0.074	0.078	0.004	5.7%	0.000
Volume	18,249	24,918	6,669	36.5%	65,811

Daily Pivots for day following 02-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.645	2.587	2.361
R3	2.530	2.472	2.330
R2	2.415	2.415	2.319
R1	2.357	2.357	2.309	2.329
PP	2.300	2.300	2.300	2.286
S1	2.242	2.242	2.287	2.214
S2	2.185	2.185	2.277
S3	2.070	2.127	2.266
S4	1.955	2.012	2.235

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.752	2.712	2.512
R3	2.641	2.601	2.482
R2	2.530	2.530	2.471
R1	2.490	2.490	2.461	2.510
PP	2.419	2.419	2.419	2.429
S1	2.379	2.379	2.441	2.399
S2	2.308	2.308	2.431
S3	2.197	2.268	2.420
S4	2.086	2.157	2.390

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.457	2.244	0.213	9.3%	0.069	3.0%	25%	False	True	17,486
10	2.458	2.244	0.214	9.3%	0.066	2.9%	25%	False	True	13,558
20	2.635	2.244	0.391	17.0%	0.071	3.1%	14%	False	True	12,264
40	2.635	2.206	0.429	18.7%	0.068	2.9%	21%	False	False	10,036
60	2.684	2.206	0.478	20.8%	0.064	2.8%	19%	False	False	7,622

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	0.017
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	2.848
2.618	2.660
1.618	2.545
1.000	2.474
0.618	2.430
HIGH	2.359
0.618	2.315
0.500	2.302
0.382	2.288
LOW	2.244
0.618	2.173
1.000	2.129
1.618	2.058
2.618	1.943
4.250	1.755

Fisher Pivots for day following 02-Feb-2016
Pivot	1 day	3 day
R1	2.302	2.351
PP	2.300	2.333
S1	2.299	2.316

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

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