NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 17-Dec-2015

Day Change Summary
	Previous	Current
	16-Dec-2015	17-Dec-2015	Change	Change %	Previous Week
Open	2.250	2.325	0.075	3.3%	2.446
High	2.358	2.370	0.012	0.5%	2.457
Low	2.237	2.314	0.077	3.4%	2.376
Close	2.296	2.331	0.035	1.5%	2.399
Range	0.121	0.056	-0.065	-53.7%	0.081
ATR
Volume	4,675	3,828	-847	-18.1%	26,806

Daily Pivots for day following 17-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.506	2.475	2.362
R3	2.450	2.419	2.346
R2	2.394	2.394	2.341
R1	2.363	2.363	2.336	2.379
PP	2.338	2.338	2.338	2.346
S1	2.307	2.307	2.326	2.323
S2	2.282	2.282	2.321
S3	2.226	2.251	2.316
S4	2.170	2.195	2.300

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.654	2.607	2.444
R3	2.573	2.526	2.421
R2	2.492	2.492	2.414
R1	2.445	2.445	2.406	2.428
PP	2.411	2.411	2.411	2.402
S1	2.364	2.364	2.392	2.347
S2	2.330	2.330	2.384
S3	2.249	2.283	2.377
S4	2.168	2.202	2.354

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.408	2.237	0.171	7.3%	0.061	2.6%	55%	False	False	3,325
10	2.486	2.237	0.249	10.7%	0.054	2.3%	38%	False	False	4,230

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	0.008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.608
2.618	2.517
1.618	2.461
1.000	2.426
0.618	2.405
HIGH	2.370
0.618	2.349
0.500	2.342
0.382	2.335
LOW	2.314
0.618	2.279
1.000	2.258
1.618	2.223
2.618	2.167
4.250	2.076

Fisher Pivots for day following 17-Dec-2015
Pivot	1 day	3 day
R1	2.342	2.322
PP	2.338	2.313
S1	2.335	2.304

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

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