NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 18-Dec-2015

Day Change Summary
	Previous	Current
	17-Dec-2015	18-Dec-2015	Change	Change %	Previous Week
Open	2.238	2.235	-0.003	-0.1%	2.262
High	2.279	2.258	-0.021	-0.9%	2.279
Low	2.221	2.185	-0.036	-1.6%	2.147
Close	2.238	2.248	0.010	0.4%	2.248
Range	0.058	0.073	0.015	25.9%	0.132
ATR	0.064	0.065	0.001	0.9%	0.000
Volume	12,996	5,921	-7,075	-54.4%	43,906

Daily Pivots for day following 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.449	2.422	2.288
R3	2.376	2.349	2.268
R2	2.303	2.303	2.261
R1	2.276	2.276	2.255	2.290
PP	2.230	2.230	2.230	2.237
S1	2.203	2.203	2.241	2.217
S2	2.157	2.157	2.235
S3	2.084	2.130	2.228
S4	2.011	2.057	2.208

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.621	2.566	2.321
R3	2.489	2.434	2.284
R2	2.357	2.357	2.272
R1	2.302	2.302	2.260	2.264
PP	2.225	2.225	2.225	2.205
S1	2.170	2.170	2.236	2.132
S2	2.093	2.093	2.224
S3	1.961	2.038	2.212
S4	1.829	1.906	2.175

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.279	2.147	0.132	5.9%	0.071	3.2%	77%	False	False	8,781
10	2.378	2.147	0.231	10.3%	0.060	2.7%	44%	False	False	9,648
20	2.501	2.147	0.354	15.7%	0.056	2.5%	29%	False	False	6,656
40	2.655	2.147	0.508	22.6%	0.059	2.6%	20%	False	False	5,070

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	0.013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.568
2.618	2.449
1.618	2.376
1.000	2.331
0.618	2.303
HIGH	2.258
0.618	2.230
0.500	2.222
0.382	2.213
LOW	2.185
0.618	2.140
1.000	2.112
1.618	2.067
2.618	1.994
4.250	1.875

Fisher Pivots for day following 18-Dec-2015
Pivot	1 day	3 day
R1	2.239	2.236
PP	2.230	2.225
S1	2.222	2.213

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

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