NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 15-Dec-2015

Day Change Summary
	Previous	Current
	14-Dec-2015	15-Dec-2015	Change	Change %	Previous Week
Open	2.194	2.176	-0.018	-0.8%	2.331
High	2.201	2.177	-0.024	-1.1%	2.332
Low	2.158	2.107	-0.051	-2.4%	2.227
Close	2.174	2.119	-0.055	-2.5%	2.254
Range	0.043	0.070	0.027	62.8%	0.105
ATR	0.061	0.062	0.001	1.0%	0.000
Volume	14,362	15,315	953	6.6%	100,833

Daily Pivots for day following 15-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.344	2.302	2.158
R3	2.274	2.232	2.138
R2	2.204	2.204	2.132
R1	2.162	2.162	2.125	2.148
PP	2.134	2.134	2.134	2.128
S1	2.092	2.092	2.113	2.078
S2	2.064	2.064	2.106
S3	1.994	2.022	2.100
S4	1.924	1.952	2.081

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	2.107	0.222	10.5%	0.052	2.5%	5%	False	True	17,069
10	2.386	2.107	0.279	13.2%	0.048	2.3%	4%	False	True	16,515
20	2.585	2.107	0.478	22.6%	0.058	2.7%	3%	False	True	12,241
40	2.704	2.107	0.597	28.2%	0.060	2.8%	2%	False	True	9,324
60	2.809	2.107	0.702	33.1%	0.054	2.5%	2%	False	True	7,245

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	2.475
2.618	2.360
1.618	2.290
1.000	2.247
0.618	2.220
HIGH	2.177
0.618	2.150
0.500	2.142
0.382	2.134
LOW	2.107
0.618	2.064
1.000	2.037
1.618	1.994
2.618	1.924
4.250	1.810

Fisher Pivots for day following 15-Dec-2015
Pivot	1 day	3 day
R1	2.142	2.185
PP	2.134	2.163
S1	2.127	2.141

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

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