NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 22-Jan-2016

Day Change Summary
	Previous	Current
	21-Jan-2016	22-Jan-2016	Change	Change %	Previous Week
Open	2.300	2.283	-0.017	-0.7%	2.222
High	2.325	2.312	-0.013	-0.6%	2.325
Low	2.247	2.257	0.010	0.4%	2.206
Close	2.283	2.289	0.006	0.3%	2.289
Range	0.078	0.055	-0.023	-29.5%	0.119
ATR	0.084	0.082	-0.002	-2.5%	0.000
Volume	29,726	20,719	-9,007	-30.3%	98,444

Daily Pivots for day following 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.451	2.425	2.319
R3	2.396	2.370	2.304
R2	2.341	2.341	2.299
R1	2.315	2.315	2.294	2.328
PP	2.286	2.286	2.286	2.293
S1	2.260	2.260	2.284	2.273
S2	2.231	2.231	2.279
S3	2.176	2.205	2.274
S4	2.121	2.150	2.259

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.630	2.579	2.354
R3	2.511	2.460	2.322
R2	2.392	2.392	2.311
R1	2.341	2.341	2.300	2.367
PP	2.273	2.273	2.273	2.286
S1	2.222	2.222	2.278	2.248
S2	2.154	2.154	2.267
S3	2.035	2.103	2.256
S4	1.916	1.984	2.224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.325	2.206	0.119	5.2%	0.076	3.3%	70%	False	False	23,053
10	2.549	2.206	0.343	15.0%	0.081	3.5%	24%	False	False	23,307
20	2.549	2.164	0.385	16.8%	0.084	3.7%	32%	False	False	20,384
40	2.549	2.087	0.462	20.2%	0.069	3.0%	44%	False	False	17,540
60	2.602	2.087	0.515	22.5%	0.069	3.0%	39%	False	False	14,105
80	2.790	2.087	0.703	30.7%	0.063	2.8%	29%	False	False	11,510

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.016
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2.546
2.618	2.456
1.618	2.401
1.000	2.367
0.618	2.346
HIGH	2.312
0.618	2.291
0.500	2.285
0.382	2.278
LOW	2.257
0.618	2.223
1.000	2.202
1.618	2.168
2.618	2.113
4.250	2.023

Fisher Pivots for day following 22-Jan-2016
Pivot	1 day	3 day
R1	2.288	2.284
PP	2.286	2.278
S1	2.285	2.273

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

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