NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 15-Jan-2016

Day Change Summary
	Previous	Current
	14-Jan-2016	15-Jan-2016	Change	Change %	Previous Week
Open	2.274	2.144	-0.130	-5.7%	2.446
High	2.294	2.153	-0.141	-6.1%	2.480
Low	2.126	2.086	-0.040	-1.9%	2.086
Close	2.139	2.100	-0.039	-1.8%	2.100
Range	0.168	0.067	-0.101	-60.1%	0.394
ATR	0.118	0.114	-0.004	-3.1%	0.000
Volume	156,658	103,815	-52,843	-33.7%	702,728

Daily Pivots for day following 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.314	2.274	2.137
R3	2.247	2.207	2.118
R2	2.180	2.180	2.112
R1	2.140	2.140	2.106	2.127
PP	2.113	2.113	2.113	2.106
S1	2.073	2.073	2.094	2.060
S2	2.046	2.046	2.088
S3	1.979	2.006	2.082
S4	1.912	1.939	2.063

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.404	3.146	2.317
R3	3.010	2.752	2.208
R2	2.616	2.616	2.172
R1	2.358	2.358	2.136	2.290
PP	2.222	2.222	2.222	2.188
S1	1.964	1.964	2.064	1.896
S2	1.828	1.828	2.028
S3	1.434	1.570	1.992
S4	1.040	1.176	1.883

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.480	2.086	0.394	18.8%	0.110	5.3%	4%	False	True	140,545
10	2.495	2.086	0.409	19.5%	0.117	5.6%	3%	False	True	150,653
20	2.495	1.802	0.693	33.0%	0.115	5.5%	43%	False	False	134,580
40	2.605	1.802	0.803	38.2%	0.098	4.7%	37%	False	False	90,645
60	2.836	1.802	1.034	49.2%	0.094	4.5%	29%	False	False	67,912
80	2.989	1.802	1.187	56.5%	0.084	4.0%	25%	False	False	54,050
100	3.097	1.802	1.295	61.7%	0.077	3.7%	23%	False	False	44,593
120	3.282	1.802	1.480	70.5%	0.074	3.5%	20%	False	False	37,942

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.438
2.618	2.328
1.618	2.261
1.000	2.220
0.618	2.194
HIGH	2.153
0.618	2.127
0.500	2.120
0.382	2.112
LOW	2.086
0.618	2.045
1.000	2.019
1.618	1.978
2.618	1.911
4.250	1.801

Fisher Pivots for day following 15-Jan-2016
Pivot	1 day	3 day
R1	2.120	2.205
PP	2.113	2.170
S1	2.107	2.135

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

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