NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 11-Dec-2015

Day Change Summary
	Previous	Current
	10-Dec-2015	11-Dec-2015	Change	Change %	Previous Week
Open	2.334	2.314	-0.020	-0.9%	2.378
High	2.367	2.320	-0.047	-2.0%	2.378
Low	2.315	2.287	-0.028	-1.2%	2.287
Close	2.327	2.311	-0.016	-0.7%	2.311
Range	0.052	0.033	-0.019	-36.5%	0.091
ATR	0.057	0.056	-0.001	-2.1%	0.000
Volume	9,495	9,261	-234	-2.5%	52,582

Daily Pivots for day following 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.405	2.391	2.329
R3	2.372	2.358	2.320
R2	2.339	2.339	2.317
R1	2.325	2.325	2.314	2.316
PP	2.306	2.306	2.306	2.301
S1	2.292	2.292	2.308	2.283
S2	2.273	2.273	2.305
S3	2.240	2.259	2.302
S4	2.207	2.226	2.293

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.598	2.546	2.361
R3	2.507	2.455	2.336
R2	2.416	2.416	2.328
R1	2.364	2.364	2.319	2.345
PP	2.325	2.325	2.325	2.316
S1	2.273	2.273	2.303	2.254
S2	2.234	2.234	2.294
S3	2.143	2.182	2.286
S4	2.052	2.091	2.261

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.378	2.287	0.091	3.9%	0.049	2.1%	26%	False	True	10,516
10	2.450	2.287	0.163	7.1%	0.043	1.9%	15%	False	True	7,293
20	2.642	2.287	0.355	15.4%	0.053	2.3%	7%	False	True	5,170
40	2.741	2.287	0.454	19.6%	0.054	2.3%	5%	False	True	4,202

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.460
2.618	2.406
1.618	2.373
1.000	2.353
0.618	2.340
HIGH	2.320
0.618	2.307
0.500	2.304
0.382	2.300
LOW	2.287
0.618	2.267
1.000	2.254
1.618	2.234
2.618	2.201
4.250	2.147

Fisher Pivots for day following 11-Dec-2015
Pivot	1 day	3 day
R1	2.309	2.333
PP	2.306	2.325
S1	2.304	2.318

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

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