NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 27-Apr-2016

Day Change Summary
	Previous	Current
	26-Apr-2016	27-Apr-2016	Change	Change %	Previous Week
Open	2.072	2.035	-0.037	-1.8%	1.882
High	2.082	2.064	-0.018	-0.9%	2.147
Low	1.993	1.950	-0.043	-2.2%	1.872
Close	2.032	1.995	-0.037	-1.8%	2.140
Range	0.089	0.114	0.025	28.1%	0.275
ATR	0.092	0.093	0.002	1.7%	0.000
Volume	55,326	13,067	-42,259	-76.4%	801,124

Daily Pivots for day following 27-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.345	2.284	2.058
R3	2.231	2.170	2.026
R2	2.117	2.117	2.016
R1	2.056	2.056	2.005	2.030
PP	2.003	2.003	2.003	1.990
S1	1.942	1.942	1.985	1.916
S2	1.889	1.889	1.974
S3	1.775	1.828	1.964
S4	1.661	1.714	1.932

Weekly Pivots for week ending 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.878	2.784	2.291
R3	2.603	2.509	2.216
R2	2.328	2.328	2.190
R1	2.234	2.234	2.165	2.281
PP	2.053	2.053	2.053	2.077
S1	1.959	1.959	2.115	2.006
S2	1.778	1.778	2.090
S3	1.503	1.684	2.064
S4	1.228	1.409	1.989

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.176	1.950	0.226	11.3%	0.101	5.0%	20%	False	True	87,587
10	2.176	1.872	0.304	15.2%	0.101	5.1%	40%	False	False	122,037
20	2.176	1.872	0.304	15.2%	0.091	4.6%	40%	False	False	140,760
40	2.176	1.731	0.445	22.3%	0.084	4.2%	59%	False	False	115,396
60	2.281	1.731	0.550	27.6%	0.081	4.0%	48%	False	False	92,295
80	2.549	1.731	0.818	41.0%	0.081	4.0%	32%	False	False	76,181
100	2.549	1.731	0.818	41.0%	0.078	3.9%	32%	False	False	64,110
120	2.602	1.731	0.871	43.7%	0.075	3.8%	30%	False	False	54,756

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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.549
2.618	2.362
1.618	2.248
1.000	2.178
0.618	2.134
HIGH	2.064
0.618	2.020
0.500	2.007
0.382	1.994
LOW	1.950
0.618	1.880
1.000	1.836
1.618	1.766
2.618	1.652
4.250	1.466

Fisher Pivots for day following 27-Apr-2016
Pivot	1 day	3 day
R1	2.007	2.063
PP	2.003	2.040
S1	1.999	2.018

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

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