NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 31-Dec-2015

Day Change Summary
	Previous	Current
	30-Dec-2015	31-Dec-2015	Change	Change %	Previous Week
Open	2.456	2.428	-0.028	-1.1%	2.275
High	2.460	2.499	0.039	1.6%	2.321
Low	2.362	2.424	0.062	2.6%	2.225
Close	2.381	2.468	0.087	3.7%	2.310
Range	0.098	0.075	-0.023	-23.5%	0.096
ATR	0.074	0.078	0.003	4.2%	0.000
Volume	10,151	6,825	-3,326	-32.8%	18,886

Daily Pivots for day following 31-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.689	2.653	2.509
R3	2.614	2.578	2.489
R2	2.539	2.539	2.482
R1	2.503	2.503	2.475	2.521
PP	2.464	2.464	2.464	2.473
S1	2.428	2.428	2.461	2.446
S2	2.389	2.389	2.454
S3	2.314	2.353	2.447
S4	2.239	2.278	2.427

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	2.267	0.243	9.8%	0.085	3.5%	83%	False	False	8,241
10	2.510	2.185	0.325	13.2%	0.075	3.1%	87%	False	False	7,671
20	2.510	2.147	0.363	14.7%	0.065	2.6%	88%	False	False	8,053
40	2.642	2.147	0.495	20.1%	0.061	2.5%	65%	False	False	5,683
60	2.787	2.147	0.640	25.9%	0.057	2.3%	50%	False	False	4,706

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	2.818
2.618	2.695
1.618	2.620
1.000	2.574
0.618	2.545
HIGH	2.499
0.618	2.470
0.500	2.462
0.382	2.453
LOW	2.424
0.618	2.378
1.000	2.349
1.618	2.303
2.618	2.228
4.250	2.105

Fisher Pivots for day following 31-Dec-2015
Pivot	1 day	3 day
R1	2.466	2.457
PP	2.464	2.447
S1	2.462	2.436

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

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