NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 20-Jan-2016

Day Change Summary
	Previous	Current
	19-Jan-2016	20-Jan-2016	Change	Change %	Previous Week
Open	2.297	2.299	0.002	0.1%	2.553
High	2.376	2.350	-0.026	-1.1%	2.593
Low	2.275	2.286	0.011	0.5%	2.308
Close	2.309	2.333	0.024	1.0%	2.316
Range	0.101	0.064	-0.037	-36.6%	0.285
ATR	0.082	0.081	-0.001	-1.6%	0.000
Volume	8,097	9,844	1,747	21.6%	64,870

Daily Pivots for day following 20-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.515	2.488	2.368
R3	2.451	2.424	2.351
R2	2.387	2.387	2.345
R1	2.360	2.360	2.339	2.374
PP	2.323	2.323	2.323	2.330
S1	2.296	2.296	2.327	2.310
S2	2.259	2.259	2.321
S3	2.195	2.232	2.315
S4	2.131	2.168	2.298

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.261	3.073	2.473
R3	2.976	2.788	2.394
R2	2.691	2.691	2.368
R1	2.503	2.503	2.342	2.455
PP	2.406	2.406	2.406	2.381
S1	2.218	2.218	2.290	2.170
S2	2.121	2.121	2.264
S3	1.836	1.933	2.238
S4	1.551	1.648	2.159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.465	2.275	0.190	8.1%	0.076	3.2%	31%	False	False	10,764
10	2.593	2.275	0.318	13.6%	0.080	3.4%	18%	False	False	11,678
20	2.593	2.225	0.368	15.8%	0.079	3.4%	29%	False	False	9,580
40	2.593	2.147	0.446	19.1%	0.068	2.9%	42%	False	False	8,118
60	2.655	2.147	0.508	21.8%	0.066	2.8%	37%	False	False	6,573

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.622
2.618	2.518
1.618	2.454
1.000	2.414
0.618	2.390
HIGH	2.350
0.618	2.326
0.500	2.318
0.382	2.310
LOW	2.286
0.618	2.246
1.000	2.222
1.618	2.182
2.618	2.118
4.250	2.014

Fisher Pivots for day following 20-Jan-2016
Pivot	1 day	3 day
R1	2.328	2.331
PP	2.323	2.328
S1	2.318	2.326

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

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