NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 22-Dec-2015

Day Change Summary
	Previous	Current
	21-Dec-2015	22-Dec-2015	Change	Change %	Previous Week
Open	2.275	2.291	0.016	0.7%	2.262
High	2.306	2.303	-0.003	-0.1%	2.279
Low	2.236	2.237	0.001	0.0%	2.147
Close	2.287	2.250	-0.037	-1.6%	2.248
Range	0.070	0.066	-0.004	-5.7%	0.132
ATR	0.065	0.065	0.000	0.1%	0.000
Volume	6,575	4,142	-2,433	-37.0%	43,906

Daily Pivots for day following 22-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.461	2.422	2.286
R3	2.395	2.356	2.268
R2	2.329	2.329	2.262
R1	2.290	2.290	2.256	2.277
PP	2.263	2.263	2.263	2.257
S1	2.224	2.224	2.244	2.211
S2	2.197	2.197	2.238
S3	2.131	2.158	2.232
S4	2.065	2.092	2.214

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	2.306	2.147	0.159	7.1%	0.078	3.5%	65%	False	False	7,903
10	2.378	2.147	0.231	10.3%	0.062	2.8%	45%	False	False	8,340
20	2.498	2.147	0.351	15.6%	0.054	2.4%	29%	False	False	6,782
40	2.642	2.147	0.495	22.0%	0.060	2.7%	21%	False	False	5,109

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.584
2.618	2.476
1.618	2.410
1.000	2.369
0.618	2.344
HIGH	2.303
0.618	2.278
0.500	2.270
0.382	2.262
LOW	2.237
0.618	2.196
1.000	2.171
1.618	2.130
2.618	2.064
4.250	1.957

Fisher Pivots for day following 22-Dec-2015
Pivot	1 day	3 day
R1	2.270	2.249
PP	2.263	2.247
S1	2.257	2.246

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

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