NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 29-Dec-2015

Day Change Summary
	Previous	Current
	28-Dec-2015	29-Dec-2015	Change	Change %	Previous Week
Open	2.303	2.383	0.080	3.5%	2.215
High	2.390	2.466	0.076	3.2%	2.270
Low	2.275	2.383	0.108	4.7%	2.164
Close	2.383	2.451	0.068	2.9%	2.258
Range	0.115	0.083	-0.032	-27.8%	0.106
ATR	0.070	0.071	0.001	1.3%	0.000
Volume	14,798	17,233	2,435	16.5%	46,097

Daily Pivots for day following 29-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.682	2.650	2.497
R3	2.599	2.567	2.474
R2	2.516	2.516	2.466
R1	2.484	2.484	2.459	2.500
PP	2.433	2.433	2.433	2.442
S1	2.401	2.401	2.443	2.417
S2	2.350	2.350	2.436
S3	2.267	2.318	2.428
S4	2.184	2.235	2.405

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.549	2.509	2.316
R3	2.443	2.403	2.287
R2	2.337	2.337	2.277
R1	2.297	2.297	2.268	2.317
PP	2.231	2.231	2.231	2.241
S1	2.191	2.191	2.248	2.211
S2	2.125	2.125	2.239
S3	2.019	2.085	2.229
S4	1.913	1.979	2.200

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.466	2.164	0.302	12.3%	0.079	3.2%	95%	True	False	12,525
10	2.466	2.087	0.379	15.5%	0.076	3.1%	96%	True	False	15,506
20	2.466	2.087	0.379	15.5%	0.061	2.5%	96%	True	False	15,926
40	2.602	2.087	0.515	21.0%	0.061	2.5%	71%	False	False	11,519
60	2.760	2.087	0.673	27.5%	0.058	2.4%	54%	False	False	9,153
80	2.907	2.087	0.820	33.5%	0.054	2.2%	44%	False	False	7,413

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	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.819
2.618	2.683
1.618	2.600
1.000	2.549
0.618	2.517
HIGH	2.466
0.618	2.434
0.500	2.425
0.382	2.415
LOW	2.383
0.618	2.332
1.000	2.300
1.618	2.249
2.618	2.166
4.250	2.030

Fisher Pivots for day following 29-Dec-2015
Pivot	1 day	3 day
R1	2.442	2.412
PP	2.433	2.374
S1	2.425	2.335

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

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