NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 13-Jan-2016

Day Change Summary
	Previous	Current
	12-Jan-2016	13-Jan-2016	Change	Change %	Previous Week
Open	2.460	2.445	-0.015	-0.6%	2.489
High	2.484	2.465	-0.019	-0.8%	2.588
Low	2.418	2.427	0.009	0.4%	2.396
Close	2.427	2.439	0.012	0.5%	2.581
Range	0.066	0.038	-0.028	-42.4%	0.192
ATR	0.082	0.079	-0.003	-3.9%	0.000
Volume	14,773	13,432	-1,341	-9.1%	50,994

Daily Pivots for day following 13-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.558	2.536	2.460
R3	2.520	2.498	2.449
R2	2.482	2.482	2.446
R1	2.460	2.460	2.442	2.452
PP	2.444	2.444	2.444	2.440
S1	2.422	2.422	2.436	2.414
S2	2.406	2.406	2.432
S3	2.368	2.384	2.429
S4	2.330	2.346	2.418

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%	0.075	3.1%	12%	False	False	13,626
10	2.593	2.362	0.231	9.5%	0.079	3.3%	33%	False	False	11,039
20	2.593	2.147	0.446	18.3%	0.078	3.2%	65%	False	False	9,432
40	2.642	2.147	0.495	20.3%	0.066	2.7%	59%	False	False	7,397
60	2.741	2.147	0.594	24.4%	0.062	2.6%	49%	False	False	6,039

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	2.627
2.618	2.564
1.618	2.526
1.000	2.503
0.618	2.488
HIGH	2.465
0.618	2.450
0.500	2.446
0.382	2.442
LOW	2.427
0.618	2.404
1.000	2.389
1.618	2.366
2.618	2.328
4.250	2.266

Fisher Pivots for day following 13-Jan-2016
Pivot	1 day	3 day
R1	2.446	2.506
PP	2.444	2.483
S1	2.441	2.461

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

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