NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 20-Jan-2016

Day Change Summary
	Previous	Current
	19-Jan-2016	20-Jan-2016	Change	Change %	Previous Week
Open	2.091	2.108	0.017	0.8%	2.447
High	2.199	2.154	-0.045	-2.0%	2.484
Low	2.080	2.082	0.002	0.1%	2.112
Close	2.108	2.123	0.015	0.7%	2.127
Range	0.119	0.072	-0.047	-39.5%	0.372
ATR	0.108	0.106	-0.003	-2.4%	0.000
Volume	90,129	71,481	-18,648	-20.7%	423,782

Daily Pivots for day following 20-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.336	2.301	2.163
R3	2.264	2.229	2.143
R2	2.192	2.192	2.136
R1	2.157	2.157	2.130	2.175
PP	2.120	2.120	2.120	2.128
S1	2.085	2.085	2.116	2.103
S2	2.048	2.048	2.110
S3	1.976	2.013	2.103
S4	1.904	1.941	2.083

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.357	3.114	2.332
R3	2.985	2.742	2.229
R2	2.613	2.613	2.195
R1	2.370	2.370	2.161	2.306
PP	2.241	2.241	2.241	2.209
S1	1.998	1.998	2.093	1.934
S2	1.869	1.869	2.059
S3	1.497	1.626	2.025
S4	1.125	1.254	1.922

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.324	2.080	0.244	11.5%	0.097	4.6%	18%	False	False	81,308
10	2.493	2.080	0.413	19.5%	0.109	5.1%	10%	False	False	84,373
20	2.493	1.973	0.520	24.5%	0.107	5.1%	29%	False	False	66,299
40	2.493	1.910	0.583	27.5%	0.091	4.3%	37%	False	False	58,569
60	2.695	1.910	0.785	37.0%	0.089	4.2%	27%	False	False	49,310
80	2.956	1.910	1.046	49.3%	0.081	3.8%	20%	False	False	42,282
100	3.062	1.910	1.152	54.3%	0.074	3.5%	18%	False	False	35,883
120	3.238	1.910	1.328	62.6%	0.071	3.4%	16%	False	False	31,191

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.460
2.618	2.342
1.618	2.270
1.000	2.226
0.618	2.198
HIGH	2.154
0.618	2.126
0.500	2.118
0.382	2.110
LOW	2.082
0.618	2.038
1.000	2.010
1.618	1.966
2.618	1.894
4.250	1.776

Fisher Pivots for day following 20-Jan-2016
Pivot	1 day	3 day
R1	2.121	2.140
PP	2.120	2.134
S1	2.118	2.129

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

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