NYMEX Natural Gas Future February 2016

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

Day Change Summary
	Previous	Current
	21-Jan-2016	22-Jan-2016	Change	Change %	Previous Week
Open	2.135	2.149	0.014	0.7%	2.055
High	2.189	2.168	-0.021	-1.0%	2.189
Low	2.080	2.112	0.032	1.5%	2.044
Close	2.138	2.139	0.001	0.0%	2.139
Range	0.109	0.056	-0.053	-48.6%	0.145
ATR	0.113	0.109	-0.004	-3.6%	0.000
Volume	161,148	92,561	-68,587	-42.6%	492,902

Daily Pivots for day following 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.308	2.279	2.170
R3	2.252	2.223	2.154
R2	2.196	2.196	2.149
R1	2.167	2.167	2.144	2.154
PP	2.140	2.140	2.140	2.133
S1	2.111	2.111	2.134	2.098
S2	2.084	2.084	2.129
S3	2.028	2.055	2.124
S4	1.972	1.999	2.108

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.559	2.494	2.219
R3	2.414	2.349	2.179
R2	2.269	2.269	2.166
R1	2.204	2.204	2.152	2.237
PP	2.124	2.124	2.124	2.140
S1	2.059	2.059	2.126	2.092
S2	1.979	1.979	2.112
S3	1.834	1.914	2.099
S4	1.689	1.769	2.059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.189	2.044	0.145	6.8%	0.088	4.1%	66%	False	False	119,343
10	2.495	2.044	0.451	21.1%	0.104	4.9%	21%	False	False	135,953
20	2.495	1.933	0.562	26.3%	0.114	5.3%	37%	False	False	139,253
40	2.495	1.802	0.693	32.4%	0.096	4.5%	49%	False	False	100,634
60	2.637	1.802	0.835	39.0%	0.094	4.4%	40%	False	False	74,937
80	2.963	1.802	1.161	54.3%	0.086	4.0%	29%	False	False	59,599
100	3.097	1.802	1.295	60.5%	0.079	3.7%	26%	False	False	49,357
120	3.282	1.802	1.480	69.2%	0.075	3.5%	23%	False	False	41,940

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	2.406
2.618	2.315
1.618	2.259
1.000	2.224
0.618	2.203
HIGH	2.168
0.618	2.147
0.500	2.140
0.382	2.133
LOW	2.112
0.618	2.077
1.000	2.056
1.618	2.021
2.618	1.965
4.250	1.874

Fisher Pivots for day following 22-Jan-2016
Pivot	1 day	3 day
R1	2.140	2.135
PP	2.140	2.132
S1	2.139	2.128

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

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