NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 04-Dec-2015

Day Change Summary
	Previous	Current
	03-Dec-2015	04-Dec-2015	Change	Change %	Previous Week
Open	2.338	2.358	0.020	0.9%	2.343
High	2.368	2.374	0.006	0.3%	2.404
Low	2.324	2.344	0.020	0.9%	2.324
Close	2.349	2.360	0.011	0.5%	2.360
Range	0.044	0.030	-0.014	-31.8%	0.080
ATR	0.062	0.060	-0.002	-3.7%	0.000
Volume	11,351	7,931	-3,420	-30.1%	54,842

Daily Pivots for day following 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.449	2.435	2.377
R3	2.419	2.405	2.368
R2	2.389	2.389	2.366
R1	2.375	2.375	2.363	2.382
PP	2.359	2.359	2.359	2.363
S1	2.345	2.345	2.357	2.352
S2	2.329	2.329	2.355
S3	2.299	2.315	2.352
S4	2.269	2.285	2.344

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.603	2.561	2.404
R3	2.523	2.481	2.382
R2	2.443	2.443	2.375
R1	2.401	2.401	2.367	2.422
PP	2.363	2.363	2.363	2.373
S1	2.321	2.321	2.353	2.342
S2	2.283	2.283	2.345
S3	2.203	2.241	2.338
S4	2.123	2.161	2.316

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.404	2.324	0.080	3.4%	0.041	1.8%	45%	False	False	10,968
10	2.470	2.324	0.146	6.2%	0.058	2.4%	25%	False	False	9,266
20	2.602	2.324	0.278	11.8%	0.059	2.5%	13%	False	False	8,463
40	2.760	2.324	0.436	18.5%	0.057	2.4%	8%	False	False	6,558
60	2.907	2.324	0.583	24.7%	0.052	2.2%	6%	False	False	5,267

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	2.502
2.618	2.453
1.618	2.423
1.000	2.404
0.618	2.393
HIGH	2.374
0.618	2.363
0.500	2.359
0.382	2.355
LOW	2.344
0.618	2.325
1.000	2.314
1.618	2.295
2.618	2.265
4.250	2.217

Fisher Pivots for day following 04-Dec-2015
Pivot	1 day	3 day
R1	2.360	2.358
PP	2.359	2.357
S1	2.359	2.355

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

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