NYMEX Natural Gas Future May 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Feb-2016 | 
                    19-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        2.078 | 
                        2.006 | 
                        -0.072 | 
                        -3.5% | 
                        2.069 | 
                     
                    
                        | High | 
                        2.087 | 
                        2.017 | 
                        -0.070 | 
                        -3.4% | 
                        2.102 | 
                     
                    
                        | Low | 
                        2.002 | 
                        1.940 | 
                        -0.062 | 
                        -3.1% | 
                        1.940 | 
                     
                    
                        | Close | 
                        2.004 | 
                        1.945 | 
                        -0.059 | 
                        -2.9% | 
                        1.945 | 
                     
                    
                        | Range | 
                        0.085 | 
                        0.077 | 
                        -0.008 | 
                        -9.4% | 
                        0.162 | 
                     
                    
                        | ATR | 
                        0.082 | 
                        0.082 | 
                        0.000 | 
                        -0.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        33,787 | 
                        34,026 | 
                        239 | 
                        0.7% | 
                        126,297 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2.198 | 
                2.149 | 
                1.987 | 
                 | 
             
            
                | R3 | 
                2.121 | 
                2.072 | 
                1.966 | 
                 | 
             
            
                | R2 | 
                2.044 | 
                2.044 | 
                1.959 | 
                 | 
             
            
                | R1 | 
                1.995 | 
                1.995 | 
                1.952 | 
                1.981 | 
             
            
                | PP | 
                1.967 | 
                1.967 | 
                1.967 | 
                1.961 | 
             
            
                | S1 | 
                1.918 | 
                1.918 | 
                1.938 | 
                1.904 | 
             
            
                | S2 | 
                1.890 | 
                1.890 | 
                1.931 | 
                 | 
             
            
                | S3 | 
                1.813 | 
                1.841 | 
                1.924 | 
                 | 
             
            
                | S4 | 
                1.736 | 
                1.764 | 
                1.903 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2.482 | 
                2.375 | 
                2.034 | 
                 | 
             
            
                | R3 | 
                2.320 | 
                2.213 | 
                1.990 | 
                 | 
             
            
                | R2 | 
                2.158 | 
                2.158 | 
                1.975 | 
                 | 
             
            
                | R1 | 
                2.051 | 
                2.051 | 
                1.960 | 
                2.024 | 
             
            
                | PP | 
                1.996 | 
                1.996 | 
                1.996 | 
                1.982 | 
             
            
                | S1 | 
                1.889 | 
                1.889 | 
                1.930 | 
                1.862 | 
             
            
                | S2 | 
                1.834 | 
                1.834 | 
                1.915 | 
                 | 
             
            
                | S3 | 
                1.672 | 
                1.727 | 
                1.900 | 
                 | 
             
            
                | S4 | 
                1.510 | 
                1.565 | 
                1.856 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                2.159 | 
                1.940 | 
                0.219 | 
                11.3% | 
                0.078 | 
                4.0% | 
                2% | 
                False | 
                True | 
                32,100 | 
                 
                
                | 10 | 
                2.281 | 
                1.940 | 
                0.341 | 
                17.5% | 
                0.074 | 
                3.8% | 
                1% | 
                False | 
                True | 
                44,977 | 
                 
                
                | 20 | 
                2.380 | 
                1.940 | 
                0.440 | 
                22.6% | 
                0.075 | 
                3.9% | 
                1% | 
                False | 
                True | 
                40,555 | 
                 
                
                | 40 | 
                2.549 | 
                1.940 | 
                0.609 | 
                31.3% | 
                0.080 | 
                4.1% | 
                1% | 
                False | 
                True | 
                30,233 | 
                 
                
                | 60 | 
                2.549 | 
                1.940 | 
                0.609 | 
                31.3% | 
                0.072 | 
                3.7% | 
                1% | 
                False | 
                True | 
                24,987 | 
                 
                
                | 80 | 
                2.602 | 
                1.940 | 
                0.662 | 
                34.0% | 
                0.071 | 
                3.7% | 
                1% | 
                False | 
                True | 
                20,558 | 
                 
                
                | 100 | 
                2.809 | 
                1.940 | 
                0.869 | 
                44.7% | 
                0.066 | 
                3.4% | 
                1% | 
                False | 
                True | 
                17,142 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2.344 | 
         
        
            | 
2.618             | 
            2.219 | 
         
        
            | 
1.618             | 
            2.142 | 
         
        
            | 
1.000             | 
            2.094 | 
         
        
            | 
0.618             | 
            2.065 | 
         
        
            | 
HIGH             | 
            2.017 | 
         
        
            | 
0.618             | 
            1.988 | 
         
        
            | 
0.500             | 
            1.979 | 
         
        
            | 
0.382             | 
            1.969 | 
         
        
            | 
LOW             | 
            1.940 | 
         
        
            | 
0.618             | 
            1.892 | 
         
        
            | 
1.000             | 
            1.863 | 
         
        
            | 
1.618             | 
            1.815 | 
         
        
            | 
2.618             | 
            1.738 | 
         
        
            | 
4.250             | 
            1.613 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.979 | 
                                2.016 | 
                             
                            
                                | PP | 
                                1.967 | 
                                1.992 | 
                             
                            
                                | S1 | 
                                1.956 | 
                                1.969 | 
                             
             
         |