NYMEX Natural Gas Future May 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	2.282	2.262	-0.020	-0.9%	2.331
High	2.318	2.263	-0.055	-2.4%	2.332
Low	2.258	2.227	-0.031	-1.4%	2.227
Close	2.270	2.254	-0.016	-0.7%	2.254
Range	0.060	0.036	-0.024	-40.0%	0.105
ATR	0.060	0.059	-0.001	-2.0%	0.000
Volume	16,969	21,851	4,882	28.8%	100,833

Daily Pivots for day following 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.356	2.341	2.274
R3	2.320	2.305	2.264
R2	2.284	2.284	2.261
R1	2.269	2.269	2.257	2.259
PP	2.248	2.248	2.248	2.243
S1	2.233	2.233	2.251	2.223
S2	2.212	2.212	2.247
S3	2.176	2.197	2.244
S4	2.140	2.161	2.234

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.586	2.525	2.312
R3	2.481	2.420	2.283
R2	2.376	2.376	2.273
R1	2.315	2.315	2.264	2.293
PP	2.271	2.271	2.271	2.260
S1	2.210	2.210	2.244	2.188
S2	2.166	2.166	2.235
S3	2.061	2.105	2.225
S4	1.956	2.000	2.196

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.332	2.227	0.105	4.7%	0.050	2.2%	26%	False	True	20,166
10	2.404	2.227	0.177	7.9%	0.046	2.0%	15%	False	True	15,567
20	2.602	2.227	0.375	16.6%	0.057	2.5%	7%	False	True	11,397
40	2.704	2.227	0.477	21.2%	0.058	2.6%	6%	False	True	8,698
60	2.831	2.227	0.604	26.8%	0.053	2.4%	4%	False	True	6,801

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	0.012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.416
2.618	2.357
1.618	2.321
1.000	2.299
0.618	2.285
HIGH	2.263
0.618	2.249
0.500	2.245
0.382	2.241
LOW	2.227
0.618	2.205
1.000	2.191
1.618	2.169
2.618	2.133
4.250	2.074

Fisher Pivots for day following 11-Dec-2015
Pivot	1 day	3 day
R1	2.251	2.278
PP	2.248	2.270
S1	2.245	2.262

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

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