NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 22-Feb-2016

Day Change Summary
	Previous	Current
	19-Feb-2016	22-Feb-2016	Change	Change %	Previous Week
Open	2.200	2.121	-0.079	-3.6%	2.243
High	2.200	2.144	-0.056	-2.5%	2.260
Low	2.130	2.099	-0.031	-1.5%	2.130
Close	2.137	2.123	-0.014	-0.7%	2.137
Range	0.070	0.045	-0.025	-35.7%	0.130
ATR	0.067	0.065	-0.002	-2.3%	0.000
Volume	8,970	11,600	2,630	29.3%	37,320

Daily Pivots for day following 22-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.257	2.235	2.148
R3	2.212	2.190	2.135
R2	2.167	2.167	2.131
R1	2.145	2.145	2.127	2.156
PP	2.122	2.122	2.122	2.128
S1	2.100	2.100	2.119	2.111
S2	2.077	2.077	2.115
S3	2.032	2.055	2.111
S4	1.987	2.010	2.098

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.566	2.481	2.209
R3	2.436	2.351	2.173
R2	2.306	2.306	2.161
R1	2.221	2.221	2.149	2.199
PP	2.176	2.176	2.176	2.164
S1	2.091	2.091	2.125	2.069
S2	2.046	2.046	2.113
S3	1.916	1.961	2.101
S4	1.786	1.831	2.066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.260	2.099	0.161	7.6%	0.059	2.8%	15%	False	True	9,784
10	2.416	2.099	0.317	14.9%	0.057	2.7%	8%	False	True	8,742
20	2.480	2.099	0.381	17.9%	0.059	2.8%	6%	False	True	7,639
40	2.646	2.099	0.547	25.8%	0.064	3.0%	4%	False	True	6,029

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.009
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2.335
2.618	2.262
1.618	2.217
1.000	2.189
0.618	2.172
HIGH	2.144
0.618	2.127
0.500	2.122
0.382	2.116
LOW	2.099
0.618	2.071
1.000	2.054
1.618	2.026
2.618	1.981
4.250	1.908

Fisher Pivots for day following 22-Feb-2016
Pivot	1 day	3 day
R1	2.123	2.175
PP	2.122	2.157
S1	2.122	2.140

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

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