NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 27-Jan-2016

Day Change Summary
	Previous	Current
	26-Jan-2016	27-Jan-2016	Change	Change %	Previous Week
Open	2.417	2.393	-0.024	-1.0%	2.350
High	2.458	2.438	-0.020	-0.8%	2.445
Low	2.390	2.380	-0.010	-0.4%	2.341
Close	2.417	2.396	-0.021	-0.9%	2.412
Range	0.068	0.058	-0.010	-14.7%	0.104
ATR	0.073	0.072	-0.001	-1.5%	0.000
Volume	10,516	13,157	2,641	25.1%	35,322

Daily Pivots for day following 27-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.579	2.545	2.428
R3	2.521	2.487	2.412
R2	2.463	2.463	2.407
R1	2.429	2.429	2.401	2.446
PP	2.405	2.405	2.405	2.413
S1	2.371	2.371	2.391	2.388
S2	2.347	2.347	2.385
S3	2.289	2.313	2.380
S4	2.231	2.255	2.364

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.711	2.666	2.469
R3	2.607	2.562	2.441
R2	2.503	2.503	2.431
R1	2.458	2.458	2.422	2.481
PP	2.399	2.399	2.399	2.411
S1	2.354	2.354	2.402	2.377
S2	2.295	2.295	2.393
S3	2.191	2.250	2.383
S4	2.087	2.146	2.355

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.458	2.364	0.094	3.9%	0.063	2.6%	34%	False	False	10,565
10	2.515	2.341	0.174	7.3%	0.067	2.8%	32%	False	False	10,532
20	2.635	2.341	0.294	12.3%	0.074	3.1%	19%	False	False	10,219
40	2.635	2.206	0.429	17.9%	0.064	2.7%	44%	False	False	8,527

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	0.015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.685
2.618	2.590
1.618	2.532
1.000	2.496
0.618	2.474
HIGH	2.438
0.618	2.416
0.500	2.409
0.382	2.402
LOW	2.380
0.618	2.344
1.000	2.322
1.618	2.286
2.618	2.228
4.250	2.134

Fisher Pivots for day following 27-Jan-2016
Pivot	1 day	3 day
R1	2.409	2.411
PP	2.405	2.406
S1	2.400	2.401

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

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