NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 04-Feb-2016

Day Change Summary
	Previous	Current
	03-Feb-2016	04-Feb-2016	Change	Change %	Previous Week
Open	2.240	2.235	-0.005	-0.2%	2.361
High	2.256	2.235	-0.021	-0.9%	2.413
Low	2.207	2.170	-0.037	-1.7%	2.289
Close	2.238	2.191	-0.047	-2.1%	2.405
Range	0.049	0.065	0.016	32.7%	0.124
ATR	0.080	0.079	-0.001	-1.1%	0.000
Volume	21,201	12,285	-8,916	-42.1%	80,624

Daily Pivots for day following 04-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.394	2.357	2.227
R3	2.329	2.292	2.209
R2	2.264	2.264	2.203
R1	2.227	2.227	2.197	2.213
PP	2.199	2.199	2.199	2.192
S1	2.162	2.162	2.185	2.148
S2	2.134	2.134	2.179
S3	2.069	2.097	2.173
S4	2.004	2.032	2.155

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.741	2.697	2.473
R3	2.617	2.573	2.439
R2	2.493	2.493	2.428
R1	2.449	2.449	2.416	2.471
PP	2.369	2.369	2.369	2.380
S1	2.325	2.325	2.394	2.347
S2	2.245	2.245	2.382
S3	2.121	2.201	2.371
S4	1.997	2.077	2.337

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.413	2.170	0.243	11.1%	0.069	3.1%	9%	False	True	18,782
10	2.413	2.170	0.243	11.1%	0.067	3.1%	9%	False	True	16,538
20	2.593	2.170	0.423	19.3%	0.073	3.3%	5%	False	True	14,248
40	2.593	2.147	0.446	20.4%	0.072	3.3%	10%	False	False	11,380
60	2.642	2.147	0.495	22.6%	0.066	3.0%	9%	False	False	8,846
80	2.787	2.147	0.640	29.2%	0.063	2.9%	7%	False	False	7,321

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.511
2.618	2.405
1.618	2.340
1.000	2.300
0.618	2.275
HIGH	2.235
0.618	2.210
0.500	2.203
0.382	2.195
LOW	2.170
0.618	2.130
1.000	2.105
1.618	2.065
2.618	2.000
4.250	1.894

Fisher Pivots for day following 04-Feb-2016
Pivot	1 day	3 day
R1	2.203	2.240
PP	2.199	2.223
S1	2.195	2.207

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

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