NYMEX Natural Gas Future February 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	2.253	2.238	-0.015	-0.7%	2.228
High	2.264	2.238	-0.026	-1.1%	2.310
Low	2.226	2.128	-0.098	-4.4%	2.186
Close	2.247	2.132	-0.115	-5.1%	2.247
Range	0.038	0.110	0.072	189.5%	0.124
ATR	0.079	0.082	0.003	3.6%	0.000
Volume	34,272	79,578	45,306	132.2%	163,895

Daily Pivots for day following 07-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.496	2.424	2.193
R3	2.386	2.314	2.162
R2	2.276	2.276	2.152
R1	2.204	2.204	2.142	2.185
PP	2.166	2.166	2.166	2.157
S1	2.094	2.094	2.122	2.075
S2	2.056	2.056	2.112
S3	1.946	1.984	2.102
S4	1.836	1.874	2.072

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.620	2.557	2.315
R3	2.496	2.433	2.281
R2	2.372	2.372	2.270
R1	2.309	2.309	2.258	2.341
PP	2.248	2.248	2.248	2.263
S1	2.185	2.185	2.236	2.217
S2	2.124	2.124	2.224
S3	2.000	2.061	2.213
S4	1.876	1.937	2.179

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.310	2.128	0.182	8.5%	0.069	3.3%	2%	False	True	44,509
10	2.395	2.128	0.267	12.5%	0.078	3.7%	1%	False	True	31,972
20	2.637	2.128	0.509	23.9%	0.083	3.9%	1%	False	True	28,712
40	2.920	2.128	0.792	37.1%	0.079	3.7%	1%	False	True	23,308
60	3.097	2.128	0.969	45.5%	0.071	3.3%	0%	False	True	19,043
80	3.212	2.128	1.084	50.8%	0.066	3.1%	0%	False	True	15,793
100	3.333	2.128	1.205	56.5%	0.065	3.0%	0%	False	True	13,403
120	3.333	2.128	1.205	56.5%	0.064	3.0%	0%	False	True	11,685

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	0.016
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2.706
2.618	2.526
1.618	2.416
1.000	2.348
0.618	2.306
HIGH	2.238
0.618	2.196
0.500	2.183
0.382	2.170
LOW	2.128
0.618	2.060
1.000	2.018
1.618	1.950
2.618	1.840
4.250	1.661

Fisher Pivots for day following 07-Dec-2015
Pivot	1 day	3 day
R1	2.183	2.196
PP	2.166	2.175
S1	2.149	2.153

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

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