NYMEX Natural Gas Future June 2016

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

Day Change Summary
	Previous	Current
	11-Jan-2016	12-Jan-2016	Change	Change %	Previous Week
Open	2.553	2.460	-0.093	-3.6%	2.489
High	2.593	2.484	-0.109	-4.2%	2.588
Low	2.482	2.418	-0.064	-2.6%	2.396
Close	2.506	2.427	-0.079	-3.2%	2.581
Range	0.111	0.066	-0.045	-40.5%	0.192
ATR	0.082	0.082	0.000	0.5%	0.000
Volume	14,217	14,773	556	3.9%	50,994

Daily Pivots for day following 12-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.641	2.600	2.463
R3	2.575	2.534	2.445
R2	2.509	2.509	2.439
R1	2.468	2.468	2.433	2.456
PP	2.443	2.443	2.443	2.437
S1	2.402	2.402	2.421	2.390
S2	2.377	2.377	2.415
S3	2.311	2.336	2.409
S4	2.245	2.270	2.391

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	2.593	2.418	0.175	7.2%	0.084	3.5%	5%	False	True	12,592
10	2.593	2.362	0.231	9.5%	0.084	3.5%	28%	False	False	10,933
20	2.593	2.147	0.446	18.4%	0.078	3.2%	63%	False	False	9,084
40	2.642	2.147	0.495	20.4%	0.066	2.7%	57%	False	False	7,127
60	2.741	2.147	0.594	24.5%	0.062	2.6%	47%	False	False	5,829

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.015
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	2.765
2.618	2.657
1.618	2.591
1.000	2.550
0.618	2.525
HIGH	2.484
0.618	2.459
0.500	2.451
0.382	2.443
LOW	2.418
0.618	2.377
1.000	2.352
1.618	2.311
2.618	2.245
4.250	2.138

Fisher Pivots for day following 12-Jan-2016
Pivot	1 day	3 day
R1	2.451	2.506
PP	2.443	2.479
S1	2.435	2.453

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

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