NYMEX Natural Gas Future April 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	2.211	2.124	-0.087	-3.9%	2.241
High	2.212	2.144	-0.068	-3.1%	2.347
Low	2.065	2.085	0.020	1.0%	2.163
Close	2.120	2.123	0.003	0.1%	2.332
Range	0.147	0.059	-0.088	-59.9%	0.184
ATR	0.097	0.094	-0.003	-2.8%	0.000
Volume	81,728	54,167	-27,561	-33.7%	251,767

Daily Pivots for day following 03-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.294	2.268	2.155
R3	2.235	2.209	2.139
R2	2.176	2.176	2.134
R1	2.150	2.150	2.128	2.134
PP	2.117	2.117	2.117	2.109
S1	2.091	2.091	2.118	2.075
S2	2.058	2.058	2.112
S3	1.999	2.032	2.107
S4	1.940	1.973	2.091

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.833	2.766	2.433
R3	2.649	2.582	2.383
R2	2.465	2.465	2.366
R1	2.398	2.398	2.349	2.432
PP	2.281	2.281	2.281	2.297
S1	2.214	2.214	2.315	2.248
S2	2.097	2.097	2.298
S3	1.913	2.030	2.281
S4	1.729	1.846	2.231

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.347	2.065	0.282	13.3%	0.096	4.5%	21%	False	False	67,469
10	2.347	2.065	0.282	13.3%	0.086	4.1%	21%	False	False	53,496
20	2.512	2.065	0.447	21.1%	0.089	4.2%	13%	False	False	46,957
40	2.512	2.017	0.495	23.3%	0.082	3.9%	21%	False	False	42,352
60	2.581	2.017	0.564	26.6%	0.077	3.6%	19%	False	False	36,703
80	2.746	2.017	0.729	34.3%	0.073	3.4%	15%	False	False	32,584
100	2.912	2.017	0.895	42.2%	0.067	3.2%	12%	False	False	28,565
120	3.056	2.017	1.039	48.9%	0.063	3.0%	10%	False	False	25,203

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	0.022
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	2.395
2.618	2.298
1.618	2.239
1.000	2.203
0.618	2.180
HIGH	2.144
0.618	2.121
0.500	2.115
0.382	2.108
LOW	2.085
0.618	2.049
1.000	2.026
1.618	1.990
2.618	1.931
4.250	1.834

Fisher Pivots for day following 03-Feb-2016
Pivot	1 day	3 day
R1	2.120	2.172
PP	2.117	2.156
S1	2.115	2.139

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

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