NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 18-Feb-2016

Day Change Summary
	Previous	Current
	17-Feb-2016	18-Feb-2016	Change	Change %	Previous Week
Open	2.051	2.078	0.027	1.3%	2.238
High	2.092	2.087	-0.005	-0.2%	2.281
Low	2.025	2.002	-0.023	-1.1%	2.084
Close	2.076	2.004	-0.072	-3.5%	2.095
Range	0.067	0.085	0.018	26.9%	0.197
ATR	0.082	0.082	0.000	0.3%	0.000
Volume	22,836	33,787	10,951	48.0%	263,243

Daily Pivots for day following 18-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.286	2.230	2.051
R3	2.201	2.145	2.027
R2	2.116	2.116	2.020
R1	2.060	2.060	2.012	2.046
PP	2.031	2.031	2.031	2.024
S1	1.975	1.975	1.996	1.961
S2	1.946	1.946	1.988
S3	1.861	1.890	1.981
S4	1.776	1.805	1.957

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.744	2.617	2.203
R3	2.547	2.420	2.149
R2	2.350	2.350	2.131
R1	2.223	2.223	2.113	2.188
PP	2.153	2.153	2.153	2.136
S1	2.026	2.026	2.077	1.991
S2	1.956	1.956	2.059
S3	1.759	1.829	2.041
S4	1.562	1.632	1.987

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.217	2.002	0.215	10.7%	0.083	4.1%	1%	False	True	37,699
10	2.281	2.002	0.279	13.9%	0.073	3.7%	1%	False	True	45,121
20	2.380	2.002	0.378	18.9%	0.076	3.8%	1%	False	True	40,340
40	2.549	2.002	0.547	27.3%	0.080	4.0%	0%	False	True	29,770
60	2.549	2.002	0.547	27.3%	0.073	3.6%	0%	False	True	24,593
80	2.637	2.002	0.635	31.7%	0.071	3.5%	0%	False	True	20,191
100	2.809	2.002	0.807	40.3%	0.065	3.3%	0%	False	True	16,817

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
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	2.448
2.618	2.310
1.618	2.225
1.000	2.172
0.618	2.140
HIGH	2.087
0.618	2.055
0.500	2.045
0.382	2.034
LOW	2.002
0.618	1.949
1.000	1.917
1.618	1.864
2.618	1.779
4.250	1.641

Fisher Pivots for day following 18-Feb-2016
Pivot	1 day	3 day
R1	2.045	2.052
PP	2.031	2.036
S1	2.018	2.020

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

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