NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 27-Jan-2016

Day Change Summary
	Previous	Current
	26-Jan-2016	27-Jan-2016	Change	Change %	Previous Week
Open	2.144	2.154	0.010	0.5%	2.091
High	2.216	2.210	-0.006	-0.3%	2.199
Low	2.115	2.131	0.016	0.8%	2.080
Close	2.158	2.157	-0.001	0.0%	2.141
Range	0.101	0.079	-0.022	-21.8%	0.119
ATR	0.101	0.100	-0.002	-1.6%	0.000
Volume	146,161	131,832	-14,329	-9.8%	360,313

Daily Pivots for day following 27-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.403	2.359	2.200
R3	2.324	2.280	2.179
R2	2.245	2.245	2.171
R1	2.201	2.201	2.164	2.223
PP	2.166	2.166	2.166	2.177
S1	2.122	2.122	2.150	2.144
S2	2.087	2.087	2.143
S3	2.008	2.043	2.135
S4	1.929	1.964	2.114

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	2.216	2.082	0.134	6.2%	0.086	4.0%	56%	False	False	118,908
10	2.324	2.080	0.244	11.3%	0.092	4.2%	32%	False	False	100,108
20	2.493	2.080	0.413	19.1%	0.103	4.8%	19%	False	False	85,194
40	2.493	1.910	0.583	27.0%	0.090	4.2%	42%	False	False	69,973
60	2.631	1.910	0.721	33.4%	0.088	4.1%	34%	False	False	56,811
80	2.887	1.910	0.977	45.3%	0.082	3.8%	25%	False	False	48,450
100	3.062	1.910	1.152	53.4%	0.076	3.5%	21%	False	False	41,453
120	3.238	1.910	1.328	61.6%	0.072	3.3%	19%	False	False	35,799

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.546
2.618	2.417
1.618	2.338
1.000	2.289
0.618	2.259
HIGH	2.210
0.618	2.180
0.500	2.171
0.382	2.161
LOW	2.131
0.618	2.082
1.000	2.052
1.618	2.003
2.618	1.924
4.250	1.795

Fisher Pivots for day following 27-Jan-2016
Pivot	1 day	3 day
R1	2.171	2.154
PP	2.166	2.152
S1	2.162	2.149

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

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