NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 05-Jan-2016

Day Change Summary
	Previous	Current
	04-Jan-2016	05-Jan-2016	Change	Change %	Previous Week
Open	2.366	2.290	-0.076	-3.2%	2.114
High	2.375	2.346	-0.029	-1.2%	2.386
Low	2.239	2.255	0.016	0.7%	2.111
Close	2.334	2.325	-0.009	-0.4%	2.337
Range	0.136	0.091	-0.045	-33.1%	0.275
ATR	0.111	0.109	-0.001	-1.3%	0.000
Volume	135,238	123,923	-11,315	-8.4%	627,316

Daily Pivots for day following 05-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.582	2.544	2.375
R3	2.491	2.453	2.350
R2	2.400	2.400	2.342
R1	2.362	2.362	2.333	2.381
PP	2.309	2.309	2.309	2.318
S1	2.271	2.271	2.317	2.290
S2	2.218	2.218	2.308
S3	2.127	2.180	2.300
S4	2.036	2.089	2.275

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.103	2.995	2.488
R3	2.828	2.720	2.413
R2	2.553	2.553	2.387
R1	2.445	2.445	2.362	2.499
PP	2.278	2.278	2.278	2.305
S1	2.170	2.170	2.312	2.224
S2	2.003	2.003	2.287
S3	1.728	1.895	2.261
S4	1.453	1.620	2.186

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.386	2.188	0.198	8.5%	0.122	5.3%	69%	False	False	141,666
10	2.386	1.877	0.509	21.9%	0.118	5.1%	88%	False	False	123,746
20	2.386	1.802	0.584	25.1%	0.099	4.3%	90%	False	False	103,244
40	2.637	1.802	0.835	35.9%	0.090	3.9%	63%	False	False	64,580
60	2.920	1.802	1.118	48.1%	0.085	3.6%	47%	False	False	48,799
80	3.097	1.802	1.295	55.7%	0.078	3.3%	40%	False	False	39,196
100	3.282	1.802	1.480	63.7%	0.073	3.1%	35%	False	False	32,542
120	3.333	1.802	1.531	65.8%	0.070	3.0%	34%	False	False	27,742

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.019
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2.733
2.618	2.584
1.618	2.493
1.000	2.437
0.618	2.402
HIGH	2.346
0.618	2.311
0.500	2.301
0.382	2.290
LOW	2.255
0.618	2.199
1.000	2.164
1.618	2.108
2.618	2.017
4.250	1.868

Fisher Pivots for day following 05-Jan-2016
Pivot	1 day	3 day
R1	2.317	2.320
PP	2.309	2.314
S1	2.301	2.309

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

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