NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 08-Feb-2016

Day Change Summary
	Previous	Current
	05-Feb-2016	08-Feb-2016	Change	Change %	Previous Week
Open	2.201	2.290	0.089	4.0%	2.352
High	2.264	2.331	0.067	3.0%	2.360
Low	2.192	2.276	0.084	3.8%	2.170
Close	2.260	2.301	0.041	1.8%	2.260
Range	0.072	0.055	-0.017	-23.6%	0.190
ATR	0.079	0.078	-0.001	-0.7%	0.000
Volume	15,895	13,541	-2,354	-14.8%	92,617

Daily Pivots for day following 08-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.468	2.439	2.331
R3	2.413	2.384	2.316
R2	2.358	2.358	2.311
R1	2.329	2.329	2.306	2.344
PP	2.303	2.303	2.303	2.310
S1	2.274	2.274	2.296	2.289
S2	2.248	2.248	2.291
S3	2.193	2.219	2.286
S4	2.138	2.164	2.271

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.833	2.737	2.365
R3	2.643	2.547	2.312
R2	2.453	2.453	2.295
R1	2.357	2.357	2.277	2.310
PP	2.263	2.263	2.263	2.240
S1	2.167	2.167	2.243	2.120
S2	2.073	2.073	2.225
S3	1.883	1.977	2.208
S4	1.693	1.787	2.156

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.331	2.170	0.161	7.0%	0.073	3.2%	81%	True	False	17,157
10	2.413	2.170	0.243	10.6%	0.067	2.9%	54%	False	False	17,100
20	2.593	2.170	0.423	18.4%	0.071	3.1%	31%	False	False	14,434
40	2.593	2.147	0.446	19.4%	0.072	3.1%	35%	False	False	11,503
60	2.642	2.147	0.495	21.5%	0.066	2.9%	31%	False	False	9,230
80	2.787	2.147	0.640	27.8%	0.063	2.8%	24%	False	False	7,659

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.565
2.618	2.475
1.618	2.420
1.000	2.386
0.618	2.365
HIGH	2.331
0.618	2.310
0.500	2.304
0.382	2.297
LOW	2.276
0.618	2.242
1.000	2.221
1.618	2.187
2.618	2.132
4.250	2.042

Fisher Pivots for day following 08-Feb-2016
Pivot	1 day	3 day
R1	2.304	2.284
PP	2.303	2.267
S1	2.302	2.251

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

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