NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 16-Dec-2015

Day Change Summary
	Previous	Current
	15-Dec-2015	16-Dec-2015	Change	Change %	Previous Week
Open	2.176	2.103	-0.073	-3.4%	2.331
High	2.177	2.200	0.023	1.1%	2.332
Low	2.107	2.087	-0.020	-0.9%	2.227
Close	2.119	2.139	0.020	0.9%	2.254
Range	0.070	0.113	0.043	61.4%	0.105
ATR	0.062	0.066	0.004	5.9%	0.000
Volume	15,315	22,871	7,556	49.3%	100,833

Daily Pivots for day following 16-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.481	2.423	2.201
R3	2.368	2.310	2.170
R2	2.255	2.255	2.160
R1	2.197	2.197	2.149	2.226
PP	2.142	2.142	2.142	2.157
S1	2.084	2.084	2.129	2.113
S2	2.029	2.029	2.118
S3	1.916	1.971	2.108
S4	1.803	1.858	2.077

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	2.318	2.087	0.231	10.8%	0.064	3.0%	23%	False	True	18,273
10	2.374	2.087	0.287	13.4%	0.055	2.6%	18%	False	True	17,266
20	2.584	2.087	0.497	23.2%	0.060	2.8%	10%	False	True	13,121
40	2.692	2.087	0.605	28.3%	0.062	2.9%	9%	False	True	9,834
60	2.809	2.087	0.722	33.8%	0.055	2.6%	7%	False	True	7,607

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	2.680
2.618	2.496
1.618	2.383
1.000	2.313
0.618	2.270
HIGH	2.200
0.618	2.157
0.500	2.144
0.382	2.130
LOW	2.087
0.618	2.017
1.000	1.974
1.618	1.904
2.618	1.791
4.250	1.607

Fisher Pivots for day following 16-Dec-2015
Pivot	1 day	3 day
R1	2.144	2.144
PP	2.142	2.142
S1	2.141	2.141

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

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