NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 15-Dec-2015

Day Change Summary
	Previous	Current
	14-Dec-2015	15-Dec-2015	Change	Change %	Previous Week
Open	2.038	2.025	-0.013	-0.6%	2.252
High	2.041	2.026	-0.015	-0.7%	2.252
Low	1.992	1.931	-0.061	-3.1%	2.081
Close	2.018	1.950	-0.068	-3.4%	2.107
Range	0.049	0.095	0.046	93.9%	0.171
ATR	0.078	0.079	0.001	1.6%	0.000
Volume	43,343	55,084	11,741	27.1%	362,872

Daily Pivots for day following 15-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.254	2.197	2.002
R3	2.159	2.102	1.976
R2	2.064	2.064	1.967
R1	2.007	2.007	1.959	1.988
PP	1.969	1.969	1.969	1.960
S1	1.912	1.912	1.941	1.893
S2	1.874	1.874	1.933
S3	1.779	1.817	1.924
S4	1.684	1.722	1.898

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	2.212	1.931	0.281	14.4%	0.065	3.4%	7%	False	True	62,289
10	2.304	1.931	0.373	19.1%	0.064	3.3%	5%	False	True	59,821
20	2.605	1.931	0.674	34.6%	0.076	3.9%	3%	False	True	44,659
40	2.820	1.931	0.889	45.6%	0.078	4.0%	2%	False	True	37,600
60	2.956	1.931	1.025	52.6%	0.070	3.6%	2%	False	True	31,319
80	3.062	1.931	1.131	58.0%	0.064	3.3%	2%	False	True	25,916
100	3.238	1.931	1.307	67.0%	0.063	3.2%	1%	False	True	22,254

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	0.013
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	2.430
2.618	2.275
1.618	2.180
1.000	2.121
0.618	2.085
HIGH	2.026
0.618	1.990
0.500	1.979
0.382	1.967
LOW	1.931
0.618	1.872
1.000	1.836
1.618	1.777
2.618	1.682
4.250	1.527

Fisher Pivots for day following 15-Dec-2015
Pivot	1 day	3 day
R1	1.979	2.025
PP	1.969	2.000
S1	1.960	1.975

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

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