NYMEX Natural Gas Future March 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	2.165	2.117	-0.048	-2.2%	2.252
High	2.197	2.119	-0.078	-3.6%	2.252
Low	2.118	2.081	-0.037	-1.7%	2.081
Close	2.129	2.107	-0.022	-1.0%	2.107
Range	0.079	0.038	-0.041	-51.9%	0.171
ATR	0.077	0.075	-0.002	-2.7%	0.000
Volume	79,820	65,356	-14,464	-18.1%	362,872

Daily Pivots for day following 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.216	2.200	2.128
R3	2.178	2.162	2.117
R2	2.140	2.140	2.114
R1	2.124	2.124	2.110	2.113
PP	2.102	2.102	2.102	2.097
S1	2.086	2.086	2.104	2.075
S2	2.064	2.064	2.100
S3	2.026	2.048	2.097
S4	1.988	2.010	2.086

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.660	2.554	2.201
R3	2.489	2.383	2.154
R2	2.318	2.318	2.138
R1	2.212	2.212	2.123	2.180
PP	2.147	2.147	2.147	2.130
S1	2.041	2.041	2.091	2.009
S2	1.976	1.976	2.076
S3	1.805	1.870	2.060
S4	1.634	1.699	2.013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.252	2.081	0.171	8.1%	0.067	3.2%	15%	False	True	72,574
10	2.338	2.081	0.257	12.2%	0.063	3.0%	10%	False	True	57,273
20	2.631	2.081	0.550	26.1%	0.076	3.6%	5%	False	True	42,635
40	2.820	2.081	0.739	35.1%	0.076	3.6%	4%	False	True	35,864
60	2.967	2.081	0.886	42.1%	0.069	3.3%	3%	False	True	30,059
80	3.099	2.081	1.018	48.3%	0.064	3.1%	3%	False	True	24,864
100	3.290	2.081	1.209	57.4%	0.063	3.0%	2%	False	True	21,392

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	0.015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.281
2.618	2.218
1.618	2.180
1.000	2.157
0.618	2.142
HIGH	2.119
0.618	2.104
0.500	2.100
0.382	2.096
LOW	2.081
0.618	2.058
1.000	2.043
1.618	2.020
2.618	1.982
4.250	1.920

Fisher Pivots for day following 11-Dec-2015
Pivot	1 day	3 day
R1	2.105	2.147
PP	2.102	2.133
S1	2.100	2.120

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

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