NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 28-Jan-2016

Day Change Summary
	Previous	Current
	27-Jan-2016	28-Jan-2016	Change	Change %	Previous Week
Open	2.393	2.381	-0.012	-0.5%	2.350
High	2.438	2.413	-0.025	-1.0%	2.445
Low	2.380	2.347	-0.033	-1.4%	2.341
Close	2.396	2.380	-0.016	-0.7%	2.412
Range	0.058	0.066	0.008	13.8%	0.104
ATR	0.072	0.072	0.000	-0.6%	0.000
Volume	13,157	15,271	2,114	16.1%	35,322

Daily Pivots for day following 28-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.578	2.545	2.416
R3	2.512	2.479	2.398
R2	2.446	2.446	2.392
R1	2.413	2.413	2.386	2.397
PP	2.380	2.380	2.380	2.372
S1	2.347	2.347	2.374	2.331
S2	2.314	2.314	2.368
S3	2.248	2.281	2.362
S4	2.182	2.215	2.344

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	2.347	0.111	4.7%	0.062	2.6%	30%	False	True	11,466
10	2.512	2.341	0.171	7.2%	0.070	2.9%	23%	False	False	11,173
20	2.635	2.341	0.294	12.4%	0.073	3.1%	13%	False	False	10,435
40	2.635	2.206	0.429	18.0%	0.065	2.7%	41%	False	False	8,854

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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.694
2.618	2.586
1.618	2.520
1.000	2.479
0.618	2.454
HIGH	2.413
0.618	2.388
0.500	2.380
0.382	2.372
LOW	2.347
0.618	2.306
1.000	2.281
1.618	2.240
2.618	2.174
4.250	2.067

Fisher Pivots for day following 28-Jan-2016
Pivot	1 day	3 day
R1	2.380	2.403
PP	2.380	2.395
S1	2.380	2.388

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

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