NYMEX Natural Gas Future April 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	2.236	2.190	-0.046	-2.1%	2.287
High	2.261	2.200	-0.061	-2.7%	2.287
Low	2.197	2.163	-0.034	-1.5%	2.163
Close	2.208	2.192	-0.016	-0.7%	2.192
Range	0.064	0.037	-0.027	-42.2%	0.124
ATR	0.065	0.064	-0.001	-2.2%	0.000
Volume	44,793	42,470	-2,323	-5.2%	218,112

Daily Pivots for day following 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.296	2.281	2.212
R3	2.259	2.244	2.202
R2	2.222	2.222	2.199
R1	2.207	2.207	2.195	2.215
PP	2.185	2.185	2.185	2.189
S1	2.170	2.170	2.189	2.178
S2	2.148	2.148	2.185
S3	2.111	2.133	2.182
S4	2.074	2.096	2.172

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.586	2.513	2.260
R3	2.462	2.389	2.226
R2	2.338	2.338	2.215
R1	2.265	2.265	2.203	2.240
PP	2.214	2.214	2.214	2.201
S1	2.141	2.141	2.181	2.116
S2	2.090	2.090	2.169
S3	1.966	2.017	2.158
S4	1.842	1.893	2.124

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.287	2.163	0.124	5.7%	0.055	2.5%	23%	False	True	43,622
10	2.364	2.163	0.201	9.2%	0.051	2.3%	14%	False	True	36,776
20	2.581	2.163	0.418	19.1%	0.064	2.9%	7%	False	True	29,718
40	2.691	2.163	0.528	24.1%	0.064	2.9%	5%	False	True	26,336
60	2.833	2.163	0.670	30.6%	0.058	2.7%	4%	False	True	22,243
80	2.948	2.163	0.785	35.8%	0.054	2.5%	4%	False	True	18,906

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	2.357
2.618	2.297
1.618	2.260
1.000	2.237
0.618	2.223
HIGH	2.200
0.618	2.186
0.500	2.182
0.382	2.177
LOW	2.163
0.618	2.140
1.000	2.126
1.618	2.103
2.618	2.066
4.250	2.006

Fisher Pivots for day following 11-Dec-2015
Pivot	1 day	3 day
R1	2.189	2.219
PP	2.185	2.210
S1	2.182	2.201

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

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