NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 14-Dec-2015

Day Change Summary
	Previous	Current
	11-Dec-2015	14-Dec-2015	Change	Change %	Previous Week
Open	2.262	2.194	-0.068	-3.0%	2.331
High	2.263	2.201	-0.062	-2.7%	2.332
Low	2.227	2.158	-0.069	-3.1%	2.227
Close	2.254	2.174	-0.080	-3.5%	2.254
Range	0.036	0.043	0.007	19.4%	0.105
ATR	0.059	0.061	0.003	4.6%	0.000
Volume	21,851	14,362	-7,489	-34.3%	100,833

Daily Pivots for day following 14-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.307	2.283	2.198
R3	2.264	2.240	2.186
R2	2.221	2.221	2.182
R1	2.197	2.197	2.178	2.188
PP	2.178	2.178	2.178	2.173
S1	2.154	2.154	2.170	2.145
S2	2.135	2.135	2.166
S3	2.092	2.111	2.162
S4	2.049	2.068	2.150

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	2.329	2.158	0.171	7.9%	0.049	2.3%	9%	False	True	19,387
10	2.404	2.158	0.246	11.3%	0.045	2.1%	7%	False	True	16,347
20	2.602	2.158	0.444	20.4%	0.057	2.6%	4%	False	True	11,820
40	2.704	2.158	0.546	25.1%	0.058	2.7%	3%	False	True	9,004
60	2.809	2.158	0.651	29.9%	0.053	2.4%	2%	False	True	7,022

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.384
2.618	2.314
1.618	2.271
1.000	2.244
0.618	2.228
HIGH	2.201
0.618	2.185
0.500	2.180
0.382	2.174
LOW	2.158
0.618	2.131
1.000	2.115
1.618	2.088
2.618	2.045
4.250	1.975

Fisher Pivots for day following 14-Dec-2015
Pivot	1 day	3 day
R1	2.180	2.238
PP	2.178	2.217
S1	2.176	2.195

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

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