NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 07-Dec-2015

Day Change Summary
	Previous	Current
	04-Dec-2015	07-Dec-2015	Change	Change %	Previous Week
Open	2.198	2.159	-0.039	-1.8%	2.175
High	2.211	2.162	-0.049	-2.2%	2.259
Low	2.167	2.060	-0.107	-4.9%	2.131
Close	2.186	2.067	-0.119	-5.4%	2.186
Range	0.044	0.102	0.058	131.8%	0.128
ATR	0.084	0.087	0.003	3.6%	0.000
Volume	85,242	188,741	103,499	121.4%	595,442

Daily Pivots for day following 07-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.402	2.337	2.123
R3	2.300	2.235	2.095
R2	2.198	2.198	2.086
R1	2.133	2.133	2.076	2.115
PP	2.096	2.096	2.096	2.087
S1	2.031	2.031	2.058	2.013
S2	1.994	1.994	2.048
S3	1.892	1.929	2.039
S4	1.790	1.827	2.011

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.576	2.509	2.256
R3	2.448	2.381	2.221
R2	2.320	2.320	2.209
R1	2.253	2.253	2.198	2.287
PP	2.192	2.192	2.192	2.209
S1	2.125	2.125	2.174	2.159
S2	2.064	2.064	2.163
S3	1.936	1.997	2.151
S4	1.808	1.869	2.116

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.259	2.060	0.199	9.6%	0.071	3.4%	4%	False	True	138,165
10	2.351	2.060	0.291	14.1%	0.081	3.9%	2%	False	True	119,973
20	2.600	2.060	0.540	26.1%	0.087	4.2%	1%	False	True	111,006
40	2.918	2.060	0.858	41.5%	0.082	4.0%	1%	False	True	84,118
60	3.103	2.060	1.043	50.5%	0.075	3.6%	1%	False	True	67,567
80	3.222	2.060	1.162	56.2%	0.070	3.4%	1%	False	True	55,989
100	3.343	2.060	1.283	62.1%	0.069	3.3%	1%	False	True	48,767
120	3.343	2.060	1.283	62.1%	0.069	3.3%	1%	False	True	43,268

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2.596
2.618	2.429
1.618	2.327
1.000	2.264
0.618	2.225
HIGH	2.162
0.618	2.123
0.500	2.111
0.382	2.099
LOW	2.060
0.618	1.997
1.000	1.958
1.618	1.895
2.618	1.793
4.250	1.627

Fisher Pivots for day following 07-Dec-2015
Pivot	1 day	3 day
R1	2.111	2.136
PP	2.096	2.113
S1	2.082	2.090

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

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