NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 24-Dec-2015

Day Change Summary
	Previous	Current
	23-Dec-2015	24-Dec-2015	Change	Change %	Previous Week
Open	2.273	2.269	-0.004	-0.2%	2.262
High	2.286	2.321	0.035	1.5%	2.279
Low	2.225	2.267	0.042	1.9%	2.147
Close	2.277	2.310	0.033	1.4%	2.248
Range	0.061	0.054	-0.007	-11.5%	0.132
ATR	0.065	0.064	-0.001	-1.2%	0.000
Volume	5,869	2,300	-3,569	-60.8%	43,906

Daily Pivots for day following 24-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.461	2.440	2.340
R3	2.407	2.386	2.325
R2	2.353	2.353	2.320
R1	2.332	2.332	2.315	2.343
PP	2.299	2.299	2.299	2.305
S1	2.278	2.278	2.305	2.289
S2	2.245	2.245	2.300
S3	2.191	2.224	2.295
S4	2.137	2.170	2.280

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	2.321	2.185	0.136	5.9%	0.065	2.8%	92%	True	False	4,961
10	2.321	2.147	0.174	7.5%	0.064	2.8%	94%	True	False	7,205
20	2.450	2.147	0.303	13.1%	0.054	2.3%	54%	False	False	6,874
40	2.642	2.147	0.495	21.4%	0.059	2.5%	33%	False	False	5,171
60	2.787	2.147	0.640	27.7%	0.053	2.3%	25%	False	False	4,185

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	2.551
2.618	2.462
1.618	2.408
1.000	2.375
0.618	2.354
HIGH	2.321
0.618	2.300
0.500	2.294
0.382	2.288
LOW	2.267
0.618	2.234
1.000	2.213
1.618	2.180
2.618	2.126
4.250	2.038

Fisher Pivots for day following 24-Dec-2015
Pivot	1 day	3 day
R1	2.305	2.298
PP	2.299	2.285
S1	2.294	2.273

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

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