NYMEX Natural Gas Future February 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	2.144	2.122	-0.022	-1.0%	2.228
High	2.171	2.150	-0.021	-1.0%	2.310
Low	2.098	2.062	-0.036	-1.7%	2.186
Close	2.117	2.075	-0.042	-2.0%	2.247
Range	0.073	0.088	0.015	20.5%	0.124
ATR	0.081	0.081	0.001	0.6%	0.000
Volume	75,272	83,167	7,895	10.5%	163,895

Daily Pivots for day following 10-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.360	2.305	2.123
R3	2.272	2.217	2.099
R2	2.184	2.184	2.091
R1	2.129	2.129	2.083	2.113
PP	2.096	2.096	2.096	2.087
S1	2.041	2.041	2.067	2.025
S2	2.008	2.008	2.059
S3	1.920	1.953	2.051
S4	1.832	1.865	2.027

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	2.264	2.062	0.202	9.7%	0.076	3.7%	6%	False	True	67,853
10	2.348	2.062	0.286	13.8%	0.074	3.6%	5%	False	True	48,084
20	2.637	2.062	0.575	27.7%	0.082	4.0%	2%	False	True	36,093
40	2.920	2.062	0.858	41.3%	0.081	3.9%	2%	False	True	27,915
60	3.013	2.062	0.951	45.8%	0.072	3.5%	1%	False	True	22,373
80	3.141	2.062	1.079	52.0%	0.067	3.2%	1%	False	True	18,432
100	3.333	2.062	1.271	61.3%	0.065	3.1%	1%	False	True	15,581
120	3.333	2.062	1.271	61.3%	0.064	3.1%	1%	False	True	13,491

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	0.015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.524
2.618	2.380
1.618	2.292
1.000	2.238
0.618	2.204
HIGH	2.150
0.618	2.116
0.500	2.106
0.382	2.096
LOW	2.062
0.618	2.008
1.000	1.974
1.618	1.920
2.618	1.832
4.250	1.688

Fisher Pivots for day following 10-Dec-2015
Pivot	1 day	3 day
R1	2.106	2.117
PP	2.096	2.103
S1	2.085	2.089

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

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