NYMEX Natural Gas Future July 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	2.493	2.470	-0.023	-0.9%	2.323
High	2.500	2.539	0.039	1.6%	2.371
Low	2.407	2.466	0.059	2.5%	2.283
Close	2.426	2.509	0.083	3.4%	2.359
Range	0.093	0.073	-0.020	-21.5%	0.088
ATR	0.071	0.074	0.003	4.2%	0.000
Volume	8,184	5,410	-2,774	-33.9%	22,811

Daily Pivots for day following 31-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.724	2.689	2.549
R3	2.651	2.616	2.529
R2	2.578	2.578	2.522
R1	2.543	2.543	2.516	2.561
PP	2.505	2.505	2.505	2.513
S1	2.470	2.470	2.502	2.488
S2	2.432	2.432	2.496
S3	2.359	2.397	2.489
S4	2.286	2.324	2.469

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.602	2.568	2.407
R3	2.514	2.480	2.383
R2	2.426	2.426	2.375
R1	2.392	2.392	2.367	2.409
PP	2.338	2.338	2.338	2.346
S1	2.304	2.304	2.351	2.321
S2	2.250	2.250	2.343
S3	2.162	2.216	2.335
S4	2.074	2.128	2.311

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.558	2.326	0.232	9.2%	0.080	3.2%	79%	False	False	7,294
10	2.558	2.281	0.277	11.0%	0.069	2.7%	82%	False	False	7,609
20	2.558	2.206	0.352	14.0%	0.062	2.5%	86%	False	False	7,569
40	2.684	2.206	0.478	19.1%	0.059	2.3%	63%	False	False	5,147

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	2.849
2.618	2.730
1.618	2.657
1.000	2.612
0.618	2.584
HIGH	2.539
0.618	2.511
0.500	2.503
0.382	2.494
LOW	2.466
0.618	2.421
1.000	2.393
1.618	2.348
2.618	2.275
4.250	2.156

Fisher Pivots for day following 31-Dec-2015
Pivot	1 day	3 day
R1	2.507	2.500
PP	2.505	2.491
S1	2.503	2.483

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

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