NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 22-Jan-2016

Day Change Summary
	Previous	Current
	21-Jan-2016	22-Jan-2016	Change	Change %	Previous Week
Open	2.350	2.353	0.003	0.1%	2.297
High	2.384	2.376	-0.008	-0.3%	2.384
Low	2.311	2.323	0.012	0.5%	2.275
Close	2.347	2.350	0.003	0.1%	2.350
Range	0.073	0.053	-0.020	-27.4%	0.109
ATR	0.080	0.078	-0.002	-2.4%	0.000
Volume	11,062	8,040	-3,022	-27.3%	37,043

Daily Pivots for day following 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.509	2.482	2.379
R3	2.456	2.429	2.365
R2	2.403	2.403	2.360
R1	2.376	2.376	2.355	2.363
PP	2.350	2.350	2.350	2.343
S1	2.323	2.323	2.345	2.310
S2	2.297	2.297	2.340
S3	2.244	2.270	2.335
S4	2.191	2.217	2.321

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.663	2.616	2.410
R3	2.554	2.507	2.380
R2	2.445	2.445	2.370
R1	2.398	2.398	2.360	2.422
PP	2.336	2.336	2.336	2.348
S1	2.289	2.289	2.340	2.313
S2	2.227	2.227	2.330
S3	2.118	2.180	2.320
S4	2.009	2.071	2.290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.384	2.275	0.109	4.6%	0.071	3.0%	69%	False	False	8,880
10	2.593	2.275	0.318	13.5%	0.076	3.2%	24%	False	False	11,388
20	2.593	2.225	0.368	15.7%	0.079	3.3%	34%	False	False	9,999
40	2.593	2.147	0.446	19.0%	0.066	2.8%	46%	False	False	8,390
60	2.642	2.147	0.495	21.1%	0.066	2.8%	41%	False	False	6,739

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2.601
2.618	2.515
1.618	2.462
1.000	2.429
0.618	2.409
HIGH	2.376
0.618	2.356
0.500	2.350
0.382	2.343
LOW	2.323
0.618	2.290
1.000	2.270
1.618	2.237
2.618	2.184
4.250	2.098

Fisher Pivots for day following 22-Jan-2016
Pivot	1 day	3 day
R1	2.350	2.345
PP	2.350	2.340
S1	2.350	2.335

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

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