NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 03-Feb-2016

Day Change Summary
	Previous	Current
	02-Feb-2016	03-Feb-2016	Change	Change %	Previous Week
Open	2.359	2.299	-0.060	-2.5%	2.415
High	2.359	2.316	-0.043	-1.8%	2.458
Low	2.244	2.270	0.026	1.2%	2.347
Close	2.298	2.301	0.003	0.1%	2.451
Range	0.115	0.046	-0.069	-60.0%	0.111
ATR	0.078	0.076	-0.002	-2.9%	0.000
Volume	24,918	17,610	-7,308	-29.3%	65,811

Daily Pivots for day following 03-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.434	2.413	2.326
R3	2.388	2.367	2.314
R2	2.342	2.342	2.309
R1	2.321	2.321	2.305	2.332
PP	2.296	2.296	2.296	2.301
S1	2.275	2.275	2.297	2.286
S2	2.250	2.250	2.293
S3	2.204	2.229	2.288
S4	2.158	2.183	2.276

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.752	2.712	2.512
R3	2.641	2.601	2.482
R2	2.530	2.530	2.471
R1	2.490	2.490	2.461	2.510
PP	2.419	2.419	2.419	2.429
S1	2.379	2.379	2.441	2.399
S2	2.308	2.308	2.431
S3	2.197	2.268	2.420
S4	2.086	2.157	2.390

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.457	2.244	0.213	9.3%	0.066	2.9%	27%	False	False	18,377
10	2.458	2.244	0.214	9.3%	0.065	2.8%	27%	False	False	14,471
20	2.635	2.244	0.391	17.0%	0.069	3.0%	15%	False	False	12,763
40	2.635	2.206	0.429	18.6%	0.068	3.0%	22%	False	False	10,396
60	2.684	2.206	0.478	20.8%	0.063	2.8%	20%	False	False	7,886

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.017
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	2.512
2.618	2.436
1.618	2.390
1.000	2.362
0.618	2.344
HIGH	2.316
0.618	2.298
0.500	2.293
0.382	2.288
LOW	2.270
0.618	2.242
1.000	2.224
1.618	2.196
2.618	2.150
4.250	2.075

Fisher Pivots for day following 03-Feb-2016
Pivot	1 day	3 day
R1	2.298	2.326
PP	2.296	2.318
S1	2.293	2.309

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

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