NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 17-Dec-2015

Day Change Summary
	Previous	Current
	16-Dec-2015	17-Dec-2015	Change	Change %	Previous Week
Open	2.103	2.167	0.064	3.0%	2.331
High	2.200	2.213	0.013	0.6%	2.332
Low	2.087	2.153	0.066	3.2%	2.227
Close	2.139	2.171	0.032	1.5%	2.254
Range	0.113	0.060	-0.053	-46.9%	0.105
ATR	0.066	0.066	0.001	0.9%	0.000
Volume	22,871	22,651	-220	-1.0%	100,833

Daily Pivots for day following 17-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.359	2.325	2.204
R3	2.299	2.265	2.188
R2	2.239	2.239	2.182
R1	2.205	2.205	2.177	2.222
PP	2.179	2.179	2.179	2.188
S1	2.145	2.145	2.166	2.162
S2	2.119	2.119	2.160
S3	2.059	2.085	2.155
S4	1.999	2.025	2.138

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	2.263	2.087	0.176	8.1%	0.064	3.0%	48%	False	False	19,410
10	2.374	2.087	0.287	13.2%	0.057	2.6%	29%	False	False	18,396
20	2.548	2.087	0.461	21.2%	0.060	2.7%	18%	False	False	13,891
40	2.660	2.087	0.573	26.4%	0.062	2.8%	15%	False	False	10,298
60	2.809	2.087	0.722	33.3%	0.056	2.6%	12%	False	False	7,956

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	2.468
2.618	2.370
1.618	2.310
1.000	2.273
0.618	2.250
HIGH	2.213
0.618	2.190
0.500	2.183
0.382	2.176
LOW	2.153
0.618	2.116
1.000	2.093
1.618	2.056
2.618	1.996
4.250	1.898

Fisher Pivots for day following 17-Dec-2015
Pivot	1 day	3 day
R1	2.183	2.164
PP	2.179	2.157
S1	2.175	2.150

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

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