NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 13-Jan-2016

Day Change Summary
	Previous	Current
	12-Jan-2016	13-Jan-2016	Change	Change %	Previous Week
Open	2.362	2.263	-0.099	-4.2%	2.366
High	2.366	2.323	-0.043	-1.8%	2.495
Low	2.241	2.256	0.015	0.7%	2.239
Close	2.257	2.269	0.012	0.5%	2.472
Range	0.125	0.067	-0.058	-46.4%	0.256
ATR	0.118	0.114	-0.004	-3.1%	0.000
Volume	157,603	137,810	-19,793	-12.6%	803,808

Daily Pivots for day following 13-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.484	2.443	2.306
R3	2.417	2.376	2.287
R2	2.350	2.350	2.281
R1	2.309	2.309	2.275	2.330
PP	2.283	2.283	2.283	2.293
S1	2.242	2.242	2.263	2.263
S2	2.216	2.216	2.257
S3	2.149	2.175	2.251
S4	2.082	2.108	2.232

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.170	3.077	2.613
R3	2.914	2.821	2.542
R2	2.658	2.658	2.519
R1	2.565	2.565	2.495	2.612
PP	2.402	2.402	2.402	2.425
S1	2.309	2.309	2.449	2.356
S2	2.146	2.146	2.425
S3	1.890	2.053	2.402
S4	1.634	1.797	2.331

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.495	2.241	0.254	11.2%	0.119	5.2%	11%	False	False	164,124
10	2.495	2.188	0.307	13.5%	0.119	5.3%	26%	False	False	152,565
20	2.495	1.802	0.693	30.5%	0.113	5.0%	67%	False	False	130,863
40	2.637	1.802	0.835	36.8%	0.096	4.3%	56%	False	False	85,280
60	2.851	1.802	1.049	46.2%	0.091	4.0%	45%	False	False	63,940
80	2.989	1.802	1.187	52.3%	0.082	3.6%	39%	False	False	50,962
100	3.123	1.802	1.321	58.2%	0.076	3.4%	35%	False	False	42,107
120	3.282	1.802	1.480	65.2%	0.073	3.2%	32%	False	False	35,809

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	0.016
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	2.608
2.618	2.498
1.618	2.431
1.000	2.390
0.618	2.364
HIGH	2.323
0.618	2.297
0.500	2.290
0.382	2.282
LOW	2.256
0.618	2.215
1.000	2.189
1.618	2.148
2.618	2.081
4.250	1.971

Fisher Pivots for day following 13-Jan-2016
Pivot	1 day	3 day
R1	2.290	2.361
PP	2.283	2.330
S1	2.276	2.300

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

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