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 |  | 
    
        
        |  | 
    
        | 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 |  |