NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 21-Jan-2016

Day Change Summary
	Previous	Current
	20-Jan-2016	21-Jan-2016	Change	Change %	Previous Week
Open	2.108	2.140	0.032	1.5%	2.447
High	2.154	2.192	0.038	1.8%	2.484
Low	2.082	2.093	0.011	0.5%	2.112
Close	2.123	2.139	0.016	0.8%	2.127
Range	0.072	0.099	0.027	37.5%	0.372
ATR	0.106	0.105	0.000	-0.5%	0.000
Volume	71,481	118,210	46,729	65.4%	423,782

Daily Pivots for day following 21-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.438	2.388	2.193
R3	2.339	2.289	2.166
R2	2.240	2.240	2.157
R1	2.190	2.190	2.148	2.166
PP	2.141	2.141	2.141	2.129
S1	2.091	2.091	2.130	2.067
S2	2.042	2.042	2.121
S3	1.943	1.992	2.112
S4	1.844	1.893	2.085

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	2.319	2.080	0.239	11.2%	0.106	4.9%	25%	False	False	88,104
10	2.493	2.080	0.413	19.3%	0.108	5.0%	14%	False	False	88,544
20	2.493	2.013	0.480	22.4%	0.107	5.0%	26%	False	False	69,146
40	2.493	1.910	0.583	27.3%	0.091	4.2%	39%	False	False	60,535
60	2.631	1.910	0.721	33.7%	0.090	4.2%	32%	False	False	50,894
80	2.956	1.910	1.046	48.9%	0.081	3.8%	22%	False	False	43,589
100	3.062	1.910	1.152	53.9%	0.075	3.5%	20%	False	False	36,986
120	3.238	1.910	1.328	62.1%	0.071	3.3%	17%	False	False	32,122

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.613
2.618	2.451
1.618	2.352
1.000	2.291
0.618	2.253
HIGH	2.192
0.618	2.154
0.500	2.143
0.382	2.131
LOW	2.093
0.618	2.032
1.000	1.994
1.618	1.933
2.618	1.834
4.250	1.672

Fisher Pivots for day following 21-Jan-2016
Pivot	1 day	3 day
R1	2.143	2.140
PP	2.141	2.139
S1	2.140	2.139

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

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