NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 14-Jan-2016

Day Change Summary
	Previous	Current
	13-Jan-2016	14-Jan-2016	Change	Change %	Previous Week
Open	2.375	2.394	0.019	0.8%	2.447
High	2.409	2.407	-0.002	-0.1%	2.544
Low	2.373	2.290	-0.083	-3.5%	2.344
Close	2.385	2.301	-0.084	-3.5%	2.534
Range	0.036	0.117	0.081	225.0%	0.200
ATR	0.083	0.085	0.002	3.0%	0.000
Volume	22,114	24,107	1,993	9.0%	118,310

Daily Pivots for day following 14-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.684	2.609	2.365
R3	2.567	2.492	2.333
R2	2.450	2.450	2.322
R1	2.375	2.375	2.312	2.354
PP	2.333	2.333	2.333	2.322
S1	2.258	2.258	2.290	2.237
S2	2.216	2.216	2.280
S3	2.099	2.141	2.269
S4	1.982	2.024	2.237

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.074	3.004	2.644
R3	2.874	2.804	2.589
R2	2.674	2.674	2.571
R1	2.604	2.604	2.552	2.639
PP	2.474	2.474	2.474	2.492
S1	2.404	2.404	2.516	2.439
S2	2.274	2.274	2.497
S3	2.074	2.204	2.479
S4	1.874	2.004	2.424

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.549	2.290	0.259	11.3%	0.086	3.7%	4%	False	True	23,561
10	2.549	2.290	0.259	11.3%	0.086	3.7%	4%	False	True	22,697
20	2.549	2.087	0.462	20.1%	0.083	3.6%	46%	False	False	19,039
40	2.585	2.087	0.498	21.6%	0.070	3.1%	43%	False	False	15,640
60	2.704	2.087	0.617	26.8%	0.067	2.9%	35%	False	False	12,562
80	2.809	2.087	0.722	31.4%	0.061	2.7%	30%	False	False	10,194

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 95 trading days

Fibonacci Retracements and Extensions
4.250	2.904
2.618	2.713
1.618	2.596
1.000	2.524
0.618	2.479
HIGH	2.407
0.618	2.362
0.500	2.349
0.382	2.335
LOW	2.290
0.618	2.218
1.000	2.173
1.618	2.101
2.618	1.984
4.250	1.793

Fisher Pivots for day following 14-Jan-2016
Pivot	1 day	3 day
R1	2.349	2.366
PP	2.333	2.344
S1	2.317	2.323

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

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