NYMEX Natural Gas Future February 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	2.238	2.127	-0.111	-5.0%	2.228
High	2.238	2.147	-0.091	-4.1%	2.310
Low	2.128	2.076	-0.052	-2.4%	2.186
Close	2.132	2.127	-0.005	-0.2%	2.247
Range	0.110	0.071	-0.039	-35.5%	0.124
ATR	0.082	0.081	-0.001	-1.0%	0.000
Volume	79,578	66,979	-12,599	-15.8%	163,895

Daily Pivots for day following 08-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.330	2.299	2.166
R3	2.259	2.228	2.147
R2	2.188	2.188	2.140
R1	2.157	2.157	2.134	2.163
PP	2.117	2.117	2.117	2.119
S1	2.086	2.086	2.120	2.092
S2	2.046	2.046	2.114
S3	1.975	2.015	2.107
S4	1.904	1.944	2.088

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	2.276	2.076	0.200	9.4%	0.071	3.3%	26%	False	True	50,285
10	2.395	2.076	0.319	15.0%	0.073	3.4%	16%	False	True	36,677
20	2.637	2.076	0.561	26.4%	0.080	3.8%	9%	False	True	31,031
40	2.920	2.076	0.844	39.7%	0.079	3.7%	6%	False	True	24,656
60	3.097	2.076	1.021	48.0%	0.072	3.4%	5%	False	True	20,005
80	3.178	2.076	1.102	51.8%	0.066	3.1%	5%	False	True	16,580
100	3.333	2.076	1.257	59.1%	0.065	3.0%	4%	False	True	14,051
120	3.333	2.076	1.257	59.1%	0.064	3.0%	4%	False	True	12,215

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	0.014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.449
2.618	2.333
1.618	2.262
1.000	2.218
0.618	2.191
HIGH	2.147
0.618	2.120
0.500	2.112
0.382	2.103
LOW	2.076
0.618	2.032
1.000	2.005
1.618	1.961
2.618	1.890
4.250	1.774

Fisher Pivots for day following 08-Dec-2015
Pivot	1 day	3 day
R1	2.122	2.170
PP	2.117	2.156
S1	2.112	2.141

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

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