NYMEX Natural Gas Future August 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	2.354	2.360	0.006	0.3%	2.344
High	2.363	2.394	0.031	1.3%	2.370
Low	2.311	2.359	0.048	2.1%	2.237
Close	2.355	2.383	0.028	1.2%	2.343
Range	0.052	0.035	-0.017	-32.7%	0.133
ATR	0.059	0.058	-0.001	-2.4%	0.000
Volume	3,155	1,041	-2,114	-67.0%	16,982

Daily Pivots for day following 24-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.484	2.468	2.402
R3	2.449	2.433	2.393
R2	2.414	2.414	2.389
R1	2.398	2.398	2.386	2.406
PP	2.379	2.379	2.379	2.383
S1	2.363	2.363	2.380	2.371
S2	2.344	2.344	2.377
S3	2.309	2.328	2.373
S4	2.274	2.293	2.364

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.716	2.662	2.416
R3	2.583	2.529	2.380
R2	2.450	2.450	2.367
R1	2.396	2.396	2.355	2.357
PP	2.317	2.317	2.317	2.297
S1	2.263	2.263	2.331	2.224
S2	2.184	2.184	2.319
S3	2.051	2.130	2.306
S4	1.918	1.997	2.270

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.394	2.308	0.086	3.6%	0.052	2.2%	87%	True	False	2,900
10	2.408	2.237	0.171	7.2%	0.057	2.4%	85%	False	False	3,112

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	0.009
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2.543
2.618	2.486
1.618	2.451
1.000	2.429
0.618	2.416
HIGH	2.394
0.618	2.381
0.500	2.377
0.382	2.372
LOW	2.359
0.618	2.337
1.000	2.324
1.618	2.302
2.618	2.267
4.250	2.210

Fisher Pivots for day following 24-Dec-2015
Pivot	1 day	3 day
R1	2.381	2.373
PP	2.379	2.363
S1	2.377	2.353

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

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