NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 03-Feb-2016

Day Change Summary
	Previous	Current
	02-Feb-2016	03-Feb-2016	Change	Change %	Previous Week
Open	2.136	2.036	-0.100	-4.7%	2.162
High	2.140	2.065	-0.075	-3.5%	2.315
Low	1.976	1.992	0.016	0.8%	2.082
Close	2.025	2.038	0.013	0.6%	2.298
Range	0.164	0.073	-0.091	-55.5%	0.233
ATR	0.114	0.111	-0.003	-2.6%	0.000
Volume	215,715	124,472	-91,243	-42.3%	761,301

Daily Pivots for day following 03-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.251	2.217	2.078
R3	2.178	2.144	2.058
R2	2.105	2.105	2.051
R1	2.071	2.071	2.045	2.088
PP	2.032	2.032	2.032	2.040
S1	1.998	1.998	2.031	2.015
S2	1.959	1.959	2.025
S3	1.886	1.925	2.018
S4	1.813	1.852	1.998

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.931	2.847	2.426
R3	2.698	2.614	2.362
R2	2.465	2.465	2.341
R1	2.381	2.381	2.319	2.423
PP	2.232	2.232	2.232	2.253
S1	2.148	2.148	2.277	2.190
S2	1.999	1.999	2.255
S3	1.766	1.915	2.234
S4	1.533	1.682	2.170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.315	1.976	0.339	16.6%	0.116	5.7%	18%	False	False	176,084
10	2.315	1.976	0.339	16.6%	0.101	4.9%	18%	False	False	147,496
20	2.493	1.976	0.517	25.4%	0.105	5.1%	12%	False	False	115,934
40	2.493	1.910	0.583	28.6%	0.097	4.8%	22%	False	False	86,737
60	2.631	1.910	0.721	35.4%	0.091	4.5%	18%	False	False	68,872
80	2.887	1.910	0.977	47.9%	0.086	4.2%	13%	False	False	58,162
100	3.062	1.910	1.152	56.5%	0.080	3.9%	11%	False	False	49,628
120	3.238	1.910	1.328	65.2%	0.075	3.7%	10%	False	False	42,782

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2.375
2.618	2.256
1.618	2.183
1.000	2.138
0.618	2.110
HIGH	2.065
0.618	2.037
0.500	2.029
0.382	2.020
LOW	1.992
0.618	1.947
1.000	1.919
1.618	1.874
2.618	1.801
4.250	1.682

Fisher Pivots for day following 03-Feb-2016
Pivot	1 day	3 day
R1	2.035	2.102
PP	2.032	2.081
S1	2.029	2.059

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

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