NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 08-Jan-2016

Day Change Summary
	Previous	Current
	07-Jan-2016	08-Jan-2016	Change	Change %	Previous Week
Open	2.458	2.516	0.058	2.4%	2.489
High	2.536	2.588	0.052	2.1%	2.588
Low	2.454	2.508	0.054	2.2%	2.396
Close	2.514	2.581	0.067	2.7%	2.581
Range	0.082	0.080	-0.002	-2.4%	0.192
ATR	0.080	0.080	0.000	0.0%	0.000
Volume	13,739	11,970	-1,769	-12.9%	50,994

Daily Pivots for day following 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.799	2.770	2.625
R3	2.719	2.690	2.603
R2	2.639	2.639	2.596
R1	2.610	2.610	2.588	2.625
PP	2.559	2.559	2.559	2.566
S1	2.530	2.530	2.574	2.545
S2	2.479	2.479	2.566
S3	2.399	2.450	2.559
S4	2.319	2.370	2.537

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.098	3.031	2.687
R3	2.906	2.839	2.634
R2	2.714	2.714	2.616
R1	2.647	2.647	2.599	2.681
PP	2.522	2.522	2.522	2.538
S1	2.455	2.455	2.563	2.489
S2	2.330	2.330	2.546
S3	2.138	2.263	2.528
S4	1.946	2.071	2.475

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.588	2.396	0.192	7.4%	0.081	3.1%	96%	True	False	10,198
10	2.588	2.267	0.321	12.4%	0.083	3.2%	98%	True	False	9,220
20	2.588	2.147	0.441	17.1%	0.073	2.8%	98%	True	False	8,572
40	2.642	2.147	0.495	19.2%	0.064	2.5%	88%	False	False	6,627
60	2.787	2.147	0.640	24.8%	0.061	2.4%	68%	False	False	5,400

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	0.010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.928
2.618	2.797
1.618	2.717
1.000	2.668
0.618	2.637
HIGH	2.588
0.618	2.557
0.500	2.548
0.382	2.539
LOW	2.508
0.618	2.459
1.000	2.428
1.618	2.379
2.618	2.299
4.250	2.168

Fisher Pivots for day following 08-Jan-2016
Pivot	1 day	3 day
R1	2.570	2.556
PP	2.559	2.530
S1	2.548	2.505

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

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