NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 17-Dec-2015

Day Change Summary
	Previous	Current
	16-Dec-2015	17-Dec-2015	Change	Change %	Previous Week
Open	2.160	2.238	0.078	3.6%	2.378
High	2.269	2.279	0.010	0.4%	2.378
Low	2.147	2.221	0.074	3.4%	2.287
Close	2.206	2.238	0.032	1.5%	2.311
Range	0.122	0.058	-0.064	-52.5%	0.091
ATR	0.064	0.064	0.001	1.0%	0.000
Volume	9,882	12,996	3,114	31.5%	52,582

Daily Pivots for day following 17-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.420	2.387	2.270
R3	2.362	2.329	2.254
R2	2.304	2.304	2.249
R1	2.271	2.271	2.243	2.267
PP	2.246	2.246	2.246	2.244
S1	2.213	2.213	2.233	2.209
S2	2.188	2.188	2.227
S3	2.130	2.155	2.222
S4	2.072	2.097	2.206

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	2.320	2.147	0.173	7.7%	0.063	2.8%	53%	False	False	9,449
10	2.421	2.147	0.274	12.2%	0.055	2.5%	33%	False	False	9,343
20	2.586	2.147	0.439	19.6%	0.056	2.5%	21%	False	False	6,532
40	2.696	2.147	0.549	24.5%	0.058	2.6%	17%	False	False	4,976

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.526
2.618	2.431
1.618	2.373
1.000	2.337
0.618	2.315
HIGH	2.279
0.618	2.257
0.500	2.250
0.382	2.243
LOW	2.221
0.618	2.185
1.000	2.163
1.618	2.127
2.618	2.069
4.250	1.975

Fisher Pivots for day following 17-Dec-2015
Pivot	1 day	3 day
R1	2.250	2.230
PP	2.246	2.221
S1	2.242	2.213

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

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