NYMEX Natural Gas Future March 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	2.140	2.147	0.007	0.3%	2.091
High	2.192	2.172	-0.020	-0.9%	2.199
Low	2.093	2.112	0.019	0.9%	2.080
Close	2.139	2.141	0.002	0.1%	2.141
Range	0.099	0.060	-0.039	-39.4%	0.119
ATR	0.105	0.102	-0.003	-3.1%	0.000
Volume	118,210	80,493	-37,717	-31.9%	360,313

Daily Pivots for day following 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.322	2.291	2.174
R3	2.262	2.231	2.158
R2	2.202	2.202	2.152
R1	2.171	2.171	2.147	2.157
PP	2.142	2.142	2.142	2.134
S1	2.111	2.111	2.136	2.097
S2	2.082	2.082	2.130
S3	2.022	2.051	2.125
S4	1.962	1.991	2.108

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.497	2.438	2.206
R3	2.378	2.319	2.174
R2	2.259	2.259	2.163
R1	2.200	2.200	2.152	2.230
PP	2.140	2.140	2.140	2.155
S1	2.081	2.081	2.130	2.111
S2	2.021	2.021	2.119
S3	1.902	1.962	2.108
S4	1.783	1.843	2.076

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.199	2.080	0.119	5.6%	0.087	4.0%	51%	False	False	86,167
10	2.493	2.080	0.413	19.3%	0.100	4.7%	15%	False	False	88,004
20	2.493	2.013	0.480	22.4%	0.106	5.0%	27%	False	False	71,535
40	2.493	1.910	0.583	27.2%	0.089	4.2%	40%	False	False	61,901
60	2.631	1.910	0.721	33.7%	0.089	4.2%	32%	False	False	51,669
80	2.927	1.910	1.017	47.5%	0.081	3.8%	23%	False	False	44,309
100	3.062	1.910	1.152	53.8%	0.075	3.5%	20%	False	False	37,742
120	3.238	1.910	1.328	62.0%	0.071	3.3%	17%	False	False	32,750

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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 6 trading days

Fibonacci Retracements and Extensions
4.250	2.427
2.618	2.329
1.618	2.269
1.000	2.232
0.618	2.209
HIGH	2.172
0.618	2.149
0.500	2.142
0.382	2.135
LOW	2.112
0.618	2.075
1.000	2.052
1.618	2.015
2.618	1.955
4.250	1.857

Fisher Pivots for day following 22-Jan-2016
Pivot	1 day	3 day
R1	2.142	2.140
PP	2.142	2.138
S1	2.141	2.137

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

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