NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 08-Dec-2015

Day Change Summary
	Previous	Current
	07-Dec-2015	08-Dec-2015	Change	Change %	Previous Week
Open	2.159	2.068	-0.091	-4.2%	2.175
High	2.162	2.093	-0.069	-3.2%	2.259
Low	2.060	2.014	-0.046	-2.2%	2.131
Close	2.067	2.070	0.003	0.1%	2.186
Range	0.102	0.079	-0.023	-22.5%	0.128
ATR	0.087	0.086	-0.001	-0.6%	0.000
Volume	188,741	172,495	-16,246	-8.6%	595,442

Daily Pivots for day following 08-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.296	2.262	2.113
R3	2.217	2.183	2.092
R2	2.138	2.138	2.084
R1	2.104	2.104	2.077	2.121
PP	2.059	2.059	2.059	2.068
S1	2.025	2.025	2.063	2.042
S2	1.980	1.980	2.056
S3	1.901	1.946	2.048
S4	1.822	1.867	2.027

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	2.225	2.014	0.211	10.2%	0.074	3.6%	27%	False	True	144,611
10	2.347	2.014	0.333	16.1%	0.077	3.7%	17%	False	True	125,088
20	2.600	2.014	0.586	28.3%	0.085	4.1%	10%	False	True	114,664
40	2.918	2.014	0.904	43.7%	0.083	4.0%	6%	False	True	86,991
60	3.103	2.014	1.089	52.6%	0.075	3.6%	5%	False	True	69,987
80	3.182	2.014	1.168	56.4%	0.071	3.4%	5%	False	True	58,001
100	3.343	2.014	1.329	64.2%	0.069	3.4%	4%	False	True	50,386
120	3.343	2.014	1.329	64.2%	0.069	3.3%	4%	False	True	44,585

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	0.018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.429
2.618	2.300
1.618	2.221
1.000	2.172
0.618	2.142
HIGH	2.093
0.618	2.063
0.500	2.054
0.382	2.044
LOW	2.014
0.618	1.965
1.000	1.935
1.618	1.886
2.618	1.807
4.250	1.678

Fisher Pivots for day following 08-Dec-2015
Pivot	1 day	3 day
R1	2.065	2.113
PP	2.059	2.098
S1	2.054	2.084

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

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