NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 30-Dec-2015

Day Change Summary
	Previous	Current
	29-Dec-2015	30-Dec-2015	Change	Change %	Previous Week
Open	2.383	2.418	0.035	1.5%	2.215
High	2.466	2.423	-0.043	-1.7%	2.270
Low	2.383	2.320	-0.063	-2.6%	2.164
Close	2.451	2.338	-0.113	-4.6%	2.258
Range	0.083	0.103	0.020	24.1%	0.106
ATR	0.071	0.076	0.004	6.0%	0.000
Volume	17,233	14,077	-3,156	-18.3%	46,097

Daily Pivots for day following 30-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.669	2.607	2.395
R3	2.566	2.504	2.366
R2	2.463	2.463	2.357
R1	2.401	2.401	2.347	2.381
PP	2.360	2.360	2.360	2.350
S1	2.298	2.298	2.329	2.278
S2	2.257	2.257	2.319
S3	2.154	2.195	2.310
S4	2.051	2.092	2.281

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	12.9%	0.087	3.7%	58%	False	False	13,091
10	2.466	2.087	0.379	16.2%	0.080	3.4%	66%	False	False	15,382
20	2.466	2.087	0.379	16.2%	0.064	2.7%	66%	False	False	15,948
40	2.602	2.087	0.515	22.0%	0.063	2.7%	49%	False	False	11,720
60	2.760	2.087	0.673	28.8%	0.059	2.5%	37%	False	False	9,340
80	2.907	2.087	0.820	35.1%	0.055	2.3%	31%	False	False	7,575

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.861
2.618	2.693
1.618	2.590
1.000	2.526
0.618	2.487
HIGH	2.423
0.618	2.384
0.500	2.372
0.382	2.359
LOW	2.320
0.618	2.256
1.000	2.217
1.618	2.153
2.618	2.050
4.250	1.882

Fisher Pivots for day following 30-Dec-2015
Pivot	1 day	3 day
R1	2.372	2.371
PP	2.360	2.360
S1	2.349	2.349

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

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