I prefer coming on Newgrounds now for art, mostly because I feel less bombarded when I'm looking through it all. I feel more assaulted by art in all levels when I'm on DA, and I'm not entirely sure why.
I have to say that the art is quite good, the character design seems to be very well rounded, and the light and dark in the picture directs my view quite well.
However, I've noticed just a few things you might consider working on int he future:
The main thing that takes me is the amount of energy in the picture, though generally I do enjoy a very energetic picture, this one seems to have a clutter effect. Perhaps in the future avoid adding so much to an image, and try to focus the viewers attention a tad more.
Your use of color, though realistic and quite fitting for the image, doesn't help guide my view very much. It feels more like I'm to dart about the image, and finally focus on the main character in the end. Use more vibrant and eye pleasing colors on places you want your audience to focus on, which it appears you did with the cape of the female character, though you might make it brighter.
What was that saying, a match in pitch black is as bright as day, or something like that.
Remember your rain and light direction should generally be the same for all characters, unless there are two light sources, or two sources of rain. My reason for brining that up is the soldier on the far left side. It seems as though light appears to be coming from beneath him. I understand the effect you were going for, but perhaps doing so more subtly would be more appropriate.
In all, this is quite good. I've looked at some of your other art, and am excited to see more from you. Though some of your anatomy may need some work, generally your creations are quite interesting. Please do keep up the fantastic work.