NYMEX Natural Gas Future February 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	2.122	2.061	-0.061	-2.9%	2.238
High	2.150	2.066	-0.084	-3.9%	2.238
Low	2.062	2.022	-0.040	-1.9%	2.022
Close	2.075	2.050	-0.025	-1.2%	2.050
Range	0.088	0.044	-0.044	-50.0%	0.216
ATR	0.081	0.079	-0.002	-2.5%	0.000
Volume	83,167	71,483	-11,684	-14.0%	376,479

Daily Pivots for day following 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.178	2.158	2.074
R3	2.134	2.114	2.062
R2	2.090	2.090	2.058
R1	2.070	2.070	2.054	2.058
PP	2.046	2.046	2.046	2.040
S1	2.026	2.026	2.046	2.014
S2	2.002	2.002	2.042
S3	1.958	1.982	2.038
S4	1.914	1.938	2.026

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.751	2.617	2.169
R3	2.535	2.401	2.109
R2	2.319	2.319	2.090
R1	2.185	2.185	2.070	2.144
PP	2.103	2.103	2.103	2.083
S1	1.969	1.969	2.030	1.928
S2	1.887	1.887	2.010
S3	1.671	1.753	1.991
S4	1.455	1.537	1.931

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.238	2.022	0.216	10.5%	0.077	3.8%	13%	False	True	75,295
10	2.310	2.022	0.288	14.0%	0.070	3.4%	10%	False	True	54,037
20	2.637	2.022	0.615	30.0%	0.081	4.0%	5%	False	True	38,237
40	2.851	2.022	0.829	40.4%	0.080	3.9%	3%	False	True	29,243
60	3.004	2.022	0.982	47.9%	0.072	3.5%	3%	False	True	23,475
80	3.141	2.022	1.119	54.6%	0.067	3.3%	3%	False	True	19,265
100	3.333	2.022	1.311	64.0%	0.065	3.2%	2%	False	True	16,253
120	3.333	2.022	1.311	64.0%	0.064	3.1%	2%	False	True	14,074

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	2.253
2.618	2.181
1.618	2.137
1.000	2.110
0.618	2.093
HIGH	2.066
0.618	2.049
0.500	2.044
0.382	2.039
LOW	2.022
0.618	1.995
1.000	1.978
1.618	1.951
2.618	1.907
4.250	1.835

Fisher Pivots for day following 11-Dec-2015
Pivot	1 day	3 day
R1	2.048	2.097
PP	2.046	2.081
S1	2.044	2.066

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

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