NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 18-Dec-2015

Day Change Summary
	Previous	Current
	17-Dec-2015	18-Dec-2015	Change	Change %	Previous Week
Open	2.167	2.150	-0.017	-0.8%	2.194
High	2.213	2.197	-0.016	-0.7%	2.213
Low	2.153	2.149	-0.004	-0.2%	2.087
Close	2.171	2.180	0.009	0.4%	2.180
Range	0.060	0.048	-0.012	-20.0%	0.126
ATR	0.066	0.065	-0.001	-2.0%	0.000
Volume	22,651	16,096	-6,555	-28.9%	91,295

Daily Pivots for day following 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.319	2.298	2.206
R3	2.271	2.250	2.193
R2	2.223	2.223	2.189
R1	2.202	2.202	2.184	2.213
PP	2.175	2.175	2.175	2.181
S1	2.154	2.154	2.176	2.165
S2	2.127	2.127	2.171
S3	2.079	2.106	2.167
S4	2.031	2.058	2.154

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.538	2.485	2.249
R3	2.412	2.359	2.215
R2	2.286	2.286	2.203
R1	2.233	2.233	2.192	2.197
PP	2.160	2.160	2.160	2.142
S1	2.107	2.107	2.168	2.071
S2	2.034	2.034	2.157
S3	1.908	1.981	2.145
S4	1.782	1.855	2.111

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.213	2.087	0.126	5.8%	0.067	3.1%	74%	False	False	18,259
10	2.332	2.087	0.245	11.2%	0.058	2.7%	38%	False	False	19,212
20	2.470	2.087	0.383	17.6%	0.058	2.7%	24%	False	False	14,239
40	2.637	2.087	0.550	25.2%	0.062	2.9%	17%	False	False	10,613
60	2.809	2.087	0.722	33.1%	0.056	2.6%	13%	False	False	8,182

Crabel Price Patterns
NR	True
NR4	True
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	True
Bull Hook	False
Stretch	0.011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.401
2.618	2.323
1.618	2.275
1.000	2.245
0.618	2.227
HIGH	2.197
0.618	2.179
0.500	2.173
0.382	2.167
LOW	2.149
0.618	2.119
1.000	2.101
1.618	2.071
2.618	2.023
4.250	1.945

Fisher Pivots for day following 18-Dec-2015
Pivot	1 day	3 day
R1	2.178	2.170
PP	2.175	2.160
S1	2.173	2.150

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

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