NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 31-Dec-2015

Day Change Summary
	Previous	Current
	30-Dec-2015	31-Dec-2015	Change	Change %	Previous Week
Open	2.418	2.384	-0.034	-1.4%	2.215
High	2.423	2.455	0.032	1.3%	2.270
Low	2.320	2.384	0.064	2.8%	2.164
Close	2.338	2.424	0.086	3.7%	2.258
Range	0.103	0.071	-0.032	-31.1%	0.106
ATR	0.076	0.079	0.003	3.9%	0.000
Volume	14,077	12,883	-1,194	-8.5%	46,097

Daily Pivots for day following 31-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.634	2.600	2.463
R3	2.563	2.529	2.444
R2	2.492	2.492	2.437
R1	2.458	2.458	2.431	2.475
PP	2.421	2.421	2.421	2.430
S1	2.387	2.387	2.417	2.404
S2	2.350	2.350	2.411
S3	2.279	2.316	2.404
S4	2.208	2.245	2.385

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	2.204	0.262	10.8%	0.088	3.6%	84%	False	False	13,091
10	2.466	2.149	0.317	13.1%	0.075	3.1%	87%	False	False	14,383
20	2.466	2.087	0.379	15.6%	0.065	2.7%	89%	False	False	15,824
40	2.602	2.087	0.515	21.2%	0.064	2.6%	65%	False	False	11,905
60	2.760	2.087	0.673	27.8%	0.060	2.5%	50%	False	False	9,477
80	2.907	2.087	0.820	33.8%	0.055	2.3%	41%	False	False	7,715

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	False
Bull Hook	False
Stretch	0.013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.757
2.618	2.641
1.618	2.570
1.000	2.526
0.618	2.499
HIGH	2.455
0.618	2.428
0.500	2.420
0.382	2.411
LOW	2.384
0.618	2.340
1.000	2.313
1.618	2.269
2.618	2.198
4.250	2.082

Fisher Pivots for day following 31-Dec-2015
Pivot	1 day	3 day
R1	2.423	2.414
PP	2.421	2.403
S1	2.420	2.393

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

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