NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 03-Dec-2015

Day Change Summary
	Previous	Current
	02-Dec-2015	03-Dec-2015	Change	Change %	Previous Week
Open	2.410	2.400	-0.010	-0.4%	2.398
High	2.424	2.413	-0.011	-0.5%	2.498
Low	2.389	2.367	-0.022	-0.9%	2.384
Close	2.399	2.397	-0.002	-0.1%	2.414
Range	0.035	0.046	0.011	31.4%	0.114
ATR	0.060	0.059	-0.001	-1.7%	0.000
Volume	6,331	3,920	-2,411	-38.1%	11,550

Daily Pivots for day following 03-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.530	2.510	2.422
R3	2.484	2.464	2.410
R2	2.438	2.438	2.405
R1	2.418	2.418	2.401	2.405
PP	2.392	2.392	2.392	2.386
S1	2.372	2.372	2.393	2.359
S2	2.346	2.346	2.389
S3	2.300	2.326	2.384
S4	2.254	2.280	2.372

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.774	2.708	2.477
R3	2.660	2.594	2.445
R2	2.546	2.546	2.435
R1	2.480	2.480	2.424	2.513
PP	2.432	2.432	2.432	2.449
S1	2.366	2.366	2.404	2.399
S2	2.318	2.318	2.393
S3	2.204	2.252	2.383
S4	2.090	2.138	2.351

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.450	2.367	0.083	3.5%	0.039	1.6%	36%	False	True	3,847
10	2.586	2.367	0.219	9.1%	0.057	2.4%	14%	False	True	3,720
20	2.642	2.367	0.275	11.5%	0.058	2.4%	11%	False	True	3,410
40	2.787	2.367	0.420	17.5%	0.053	2.2%	7%	False	True	3,034

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.609
2.618	2.533
1.618	2.487
1.000	2.459
0.618	2.441
HIGH	2.413
0.618	2.395
0.500	2.390
0.382	2.385
LOW	2.367
0.618	2.339
1.000	2.321
1.618	2.293
2.618	2.247
4.250	2.172

Fisher Pivots for day following 03-Dec-2015
Pivot	1 day	3 day
R1	2.395	2.409
PP	2.392	2.405
S1	2.390	2.401

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

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