NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Dec-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Dec-2015 | 11-Dec-2015 | Change | Change % | Previous Week |  
                        | Open | 2.065 | 2.003 | -0.062 | -3.0% | 2.159 |  
                        | High | 2.099 | 2.011 | -0.088 | -4.2% | 2.162 |  
                        | Low | 1.999 | 1.959 | -0.040 | -2.0% | 1.959 |  
                        | Close | 2.015 | 1.990 | -0.025 | -1.2% | 1.990 |  
                        | Range | 0.100 | 0.052 | -0.048 | -48.0% | 0.203 |  
                        | ATR | 0.086 | 0.084 | -0.002 | -2.5% | 0.000 |  
                        | Volume | 186,400 | 168,113 | -18,287 | -9.8% | 869,330 |  | 
    
| 
        
            | Daily Pivots for day following 11-Dec-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2.143 | 2.118 | 2.019 |  |  
                | R3 | 2.091 | 2.066 | 2.004 |  |  
                | R2 | 2.039 | 2.039 | 2.000 |  |  
                | R1 | 2.014 | 2.014 | 1.995 | 2.001 |  
                | PP | 1.987 | 1.987 | 1.987 | 1.980 |  
                | S1 | 1.962 | 1.962 | 1.985 | 1.949 |  
                | S2 | 1.935 | 1.935 | 1.980 |  |  
                | S3 | 1.883 | 1.910 | 1.976 |  |  
                | S4 | 1.831 | 1.858 | 1.961 |  |  | 
        
            | Weekly Pivots for week ending 11-Dec-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2.646 | 2.521 | 2.102 |  |  
                | R3 | 2.443 | 2.318 | 2.046 |  |  
                | R2 | 2.240 | 2.240 | 2.027 |  |  
                | R1 | 2.115 | 2.115 | 2.009 | 2.076 |  
                | PP | 2.037 | 2.037 | 2.037 | 2.018 |  
                | S1 | 1.912 | 1.912 | 1.971 | 1.873 |  
                | S2 | 1.834 | 1.834 | 1.953 |  |  
                | S3 | 1.631 | 1.709 | 1.934 |  |  
                | S4 | 1.428 | 1.506 | 1.878 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 2.162 | 1.959 | 0.203 | 10.2% | 0.081 | 4.1% | 15% | False | True | 173,866 |  
                | 10 | 2.259 | 1.959 | 0.300 | 15.1% | 0.073 | 3.7% | 10% | False | True | 146,477 |  
                | 20 | 2.600 | 1.959 | 0.641 | 32.2% | 0.086 | 4.3% | 5% | False | True | 124,891 |  
                | 40 | 2.842 | 1.959 | 0.883 | 44.4% | 0.084 | 4.2% | 4% | False | True | 95,251 |  
                | 60 | 3.005 | 1.959 | 1.046 | 52.6% | 0.076 | 3.8% | 3% | False | True | 77,504 |  
                | 80 | 3.146 | 1.959 | 1.187 | 59.6% | 0.072 | 3.6% | 3% | False | True | 63,508 |  
                | 100 | 3.343 | 1.959 | 1.384 | 69.5% | 0.070 | 3.5% | 2% | False | True | 55,033 |  
                | 120 | 3.343 | 1.959 | 1.384 | 69.5% | 0.069 | 3.5% | 2% | False | True | 48,522 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 2.232 |  
            | 2.618 | 2.147 |  
            | 1.618 | 2.095 |  
            | 1.000 | 2.063 |  
            | 0.618 | 2.043 |  
            | HIGH | 2.011 |  
            | 0.618 | 1.991 |  
            | 0.500 | 1.985 |  
            | 0.382 | 1.979 |  
            | LOW | 1.959 |  
            | 0.618 | 1.927 |  
            | 1.000 | 1.907 |  
            | 1.618 | 1.875 |  
            | 2.618 | 1.823 |  
            | 4.250 | 1.738 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Dec-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1.988 | 2.039 |  
                                | PP | 1.987 | 2.022 |  
                                | S1 | 1.985 | 2.006 |  |