NYMEX Natural Gas Future August 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	2.430	2.514	0.084	3.5%	2.354
High	2.501	2.576	0.075	3.0%	2.394
Low	2.402	2.513	0.111	4.6%	2.311
Close	2.497	2.551	0.054	2.2%	2.383
Range	0.099	0.063	-0.036	-36.4%	0.083
ATR	0.062	0.063	0.001	2.0%	0.000
Volume	3,292	5,756	2,464	74.8%	11,019

Daily Pivots for day following 29-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.736	2.706	2.586
R3	2.673	2.643	2.568
R2	2.610	2.610	2.563
R1	2.580	2.580	2.557	2.595
PP	2.547	2.547	2.547	2.554
S1	2.517	2.517	2.545	2.532
S2	2.484	2.484	2.539
S3	2.421	2.454	2.534
S4	2.358	2.391	2.516

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.612	2.580	2.429
R3	2.529	2.497	2.406
R2	2.446	2.446	2.398
R1	2.414	2.414	2.391	2.430
PP	2.363	2.363	2.363	2.371
S1	2.331	2.331	2.375	2.347
S2	2.280	2.280	2.368
S3	2.197	2.248	2.360
S4	2.114	2.165	2.337

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.576	2.311	0.265	10.4%	0.063	2.5%	91%	True	False	3,102
10	2.576	2.237	0.339	13.3%	0.065	2.6%	93%	True	False	3,457

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	0.011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.844
2.618	2.741
1.618	2.678
1.000	2.639
0.618	2.615
HIGH	2.576
0.618	2.552
0.500	2.545
0.382	2.537
LOW	2.513
0.618	2.474
1.000	2.450
1.618	2.411
2.618	2.348
4.250	2.245

Fisher Pivots for day following 29-Dec-2015
Pivot	1 day	3 day
R1	2.549	2.523
PP	2.547	2.495
S1	2.545	2.468

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

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