NYMEX Natural Gas Future April 2016

Trading Metrics calculated at close of trading on 17-Dec-2015

Day Change Summary
	Previous	Current
	16-Dec-2015	17-Dec-2015	Change	Change %	Previous Week
Open	2.036	2.092	0.056	2.8%	2.287
High	2.115	2.133	0.018	0.9%	2.287
Low	2.017	2.074	0.057	2.8%	2.163
Close	2.057	2.091	0.034	1.7%	2.192
Range	0.098	0.059	-0.039	-39.8%	0.124
ATR	0.070	0.070	0.000	0.7%	0.000
Volume	45,055	54,743	9,688	21.5%	218,112

Daily Pivots for day following 17-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.276	2.243	2.123
R3	2.217	2.184	2.107
R2	2.158	2.158	2.102
R1	2.125	2.125	2.096	2.112
PP	2.099	2.099	2.099	2.093
S1	2.066	2.066	2.086	2.053
S2	2.040	2.040	2.080
S3	1.981	2.007	2.075
S4	1.922	1.948	2.059

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	2.200	2.017	0.183	8.8%	0.064	3.0%	40%	False	False	40,135
10	2.330	2.017	0.313	15.0%	0.059	2.8%	24%	False	False	39,649
20	2.519	2.017	0.502	24.0%	0.065	3.1%	15%	False	False	33,121
40	2.644	2.017	0.627	30.0%	0.067	3.2%	12%	False	False	28,557
60	2.811	2.017	0.794	38.0%	0.061	2.9%	9%	False	False	24,283
80	2.912	2.017	0.895	42.8%	0.055	2.6%	8%	False	False	20,521

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	2.384
2.618	2.287
1.618	2.228
1.000	2.192
0.618	2.169
HIGH	2.133
0.618	2.110
0.500	2.104
0.382	2.097
LOW	2.074
0.618	2.038
1.000	2.015
1.618	1.979
2.618	1.920
4.250	1.823

Fisher Pivots for day following 17-Dec-2015
Pivot	1 day	3 day
R1	2.104	2.086
PP	2.099	2.080
S1	2.095	2.075

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

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