NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 29-Dec-2015

Day Change Summary
	Previous	Current
	28-Dec-2015	29-Dec-2015	Change	Change %	Previous Week
Open	2.335	2.429	0.094	4.0%	2.275
High	2.438	2.510	0.072	3.0%	2.321
Low	2.327	2.422	0.095	4.1%	2.225
Close	2.430	2.491	0.061	2.5%	2.310
Range	0.111	0.088	-0.023	-20.7%	0.096
ATR	0.069	0.070	0.001	2.0%	0.000
Volume	9,555	12,378	2,823	29.5%	18,886

Daily Pivots for day following 29-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.738	2.703	2.539
R3	2.650	2.615	2.515
R2	2.562	2.562	2.507
R1	2.527	2.527	2.499	2.545
PP	2.474	2.474	2.474	2.483
S1	2.439	2.439	2.483	2.457
S2	2.386	2.386	2.475
S3	2.298	2.351	2.467
S4	2.210	2.263	2.443

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.573	2.538	2.363
R3	2.477	2.442	2.336
R2	2.381	2.381	2.328
R1	2.346	2.346	2.319	2.364
PP	2.285	2.285	2.285	2.294
S1	2.250	2.250	2.301	2.268
S2	2.189	2.189	2.292
S3	2.093	2.154	2.284
S4	1.997	2.058	2.257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.510	2.225	0.285	11.4%	0.076	3.1%	93%	True	False	6,848
10	2.510	2.147	0.363	14.6%	0.076	3.0%	95%	True	False	7,825
20	2.510	2.147	0.363	14.6%	0.060	2.4%	95%	True	False	7,748
40	2.642	2.147	0.495	19.9%	0.059	2.4%	69%	False	False	5,493
60	2.787	2.147	0.640	25.7%	0.055	2.2%	54%	False	False	4,482

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	0.013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.884
2.618	2.740
1.618	2.652
1.000	2.598
0.618	2.564
HIGH	2.510
0.618	2.476
0.500	2.466
0.382	2.456
LOW	2.422
0.618	2.368
1.000	2.334
1.618	2.280
2.618	2.192
4.250	2.048

Fisher Pivots for day following 29-Dec-2015
Pivot	1 day	3 day
R1	2.483	2.457
PP	2.474	2.423
S1	2.466	2.389

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

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