NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 10-Dec-2015

Day Change Summary
	Previous	Current
	09-Dec-2015	10-Dec-2015	Change	Change %	Previous Week
Open	2.080	2.065	-0.015	-0.7%	2.175
High	2.118	2.099	-0.019	-0.9%	2.259
Low	2.048	1.999	-0.049	-2.4%	2.131
Close	2.062	2.015	-0.047	-2.3%	2.186
Range	0.070	0.100	0.030	42.9%	0.128
ATR	0.085	0.086	0.001	1.3%	0.000
Volume	153,581	186,400	32,819	21.4%	595,442

Daily Pivots for day following 10-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.338	2.276	2.070
R3	2.238	2.176	2.043
R2	2.138	2.138	2.033
R1	2.076	2.076	2.024	2.057
PP	2.038	2.038	2.038	2.028
S1	1.976	1.976	2.006	1.957
S2	1.938	1.938	1.997
S3	1.838	1.876	1.988
S4	1.738	1.776	1.960

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	2.211	1.999	0.212	10.5%	0.079	3.9%	8%	False	True	157,291
10	2.305	1.999	0.306	15.2%	0.078	3.9%	5%	False	True	136,512
20	2.600	1.999	0.601	29.8%	0.087	4.3%	3%	False	True	121,482
40	2.918	1.999	0.919	45.6%	0.085	4.2%	2%	False	True	92,719
60	3.015	1.999	1.016	50.4%	0.076	3.8%	2%	False	True	74,940
80	3.146	1.999	1.147	56.9%	0.071	3.5%	1%	False	True	61,791
100	3.343	1.999	1.344	66.7%	0.070	3.5%	1%	False	True	53,513
120	3.343	1.999	1.344	66.7%	0.069	3.4%	1%	False	True	47,213

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.524
2.618	2.361
1.618	2.261
1.000	2.199
0.618	2.161
HIGH	2.099
0.618	2.061
0.500	2.049
0.382	2.037
LOW	1.999
0.618	1.937
1.000	1.899
1.618	1.837
2.618	1.737
4.250	1.574

Fisher Pivots for day following 10-Dec-2015
Pivot	1 day	3 day
R1	2.049	2.059
PP	2.038	2.044
S1	2.026	2.030

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

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