NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 19-Jan-2016

Day Change Summary
	Previous	Current
	15-Jan-2016	19-Jan-2016	Change	Change %	Previous Week
Open	2.310	2.222	-0.088	-3.8%	2.506
High	2.310	2.313	0.003	0.1%	2.549
Low	2.244	2.206	-0.038	-1.7%	2.244
Close	2.252	2.247	-0.005	-0.2%	2.252
Range	0.066	0.107	0.041	62.1%	0.305
ATR	0.084	0.085	0.002	2.0%	0.000
Volume	16,824	29,631	12,807	76.1%	112,606

Daily Pivots for day following 19-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.576	2.519	2.306
R3	2.469	2.412	2.276
R2	2.362	2.362	2.267
R1	2.305	2.305	2.257	2.334
PP	2.255	2.255	2.255	2.270
S1	2.198	2.198	2.237	2.227
S2	2.148	2.148	2.227
S3	2.041	2.091	2.218
S4	1.934	1.984	2.188

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.263	3.063	2.420
R3	2.958	2.758	2.336
R2	2.653	2.653	2.308
R1	2.453	2.453	2.280	2.401
PP	2.348	2.348	2.348	2.322
S1	2.148	2.148	2.224	2.096
S2	2.043	2.043	2.196
S3	1.738	1.843	2.168
S4	1.433	1.538	2.084

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.441	2.206	0.235	10.5%	0.081	3.6%	17%	False	True	24,059
10	2.549	2.206	0.343	15.3%	0.086	3.8%	12%	False	True	23,999
20	2.549	2.149	0.400	17.8%	0.083	3.7%	25%	False	False	19,086
40	2.549	2.087	0.462	20.6%	0.071	3.2%	35%	False	False	16,488
60	2.660	2.087	0.573	25.5%	0.069	3.1%	28%	False	False	13,227
80	2.809	2.087	0.722	32.1%	0.063	2.8%	22%	False	False	10,738

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.768
2.618	2.593
1.618	2.486
1.000	2.420
0.618	2.379
HIGH	2.313
0.618	2.272
0.500	2.260
0.382	2.247
LOW	2.206
0.618	2.140
1.000	2.099
1.618	2.033
2.618	1.926
4.250	1.751

Fisher Pivots for day following 19-Jan-2016
Pivot	1 day	3 day
R1	2.260	2.307
PP	2.255	2.287
S1	2.251	2.267

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

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