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The following five nutrients are essential for maintaining
a balanced diet for a small ruminant:
Energy (carbohydrates, fats)
ENERGY - Insufficient energy probably limits performance of sheep more than any other nutritional deficiency. It may result from inadequate amounts of feed or from feeds of low quality

PROTEIN - In most situations the amount of protein supplied in the diet is more critical than protein quality. Ruminants have the ability to convert low quality protein sources to high quality proteins by bacterial action. Green pastures, when comprising the complete diet, will provide adequate protein for most classes of sheep. When ranges are mature and bleached, or have been dry for an extended period of time, and when grass hay or high grain rations are fed, additional protein may be needed. High protein feeds are often added to creep rations because they are usually extremely palatable and stimulate appetite and digestive activity. In isolated instances, it may be beneficial to feed proteins with a high bypass value.

MINERALS - There are 15 minerals that have been demonstrated to be essential in sheep nutrition. They are: sodium, chlorine, calcium, phosphorus, magnesium, potassium, sulfur, cobalt, copper, iodine, iron, manganese, molybdenum, selenium and zinc. Although relatively precise requirements have been published for the different minerals, it should be recognized that in practice the true dietary requirements vary greatly depending on the nature and amount of these and associated minerals in the diet. A number of mineral balances (e.g. calcium and phosphorus, copper to molybdenum, selenium and vitamin E) must be considered when establishing the actual requirements under specific conditions. Most of these are met under normal grazing and feeding habits.  Under normal grazing situations minerals most likely to be deficient are salt (sodium chloride) and phosphorus.  Selenium has been shown to be deficient in certain areas of Montana and the U.S.

VITAMINS -Mature sheep require all of the fat-soluble vitamins: A, D, E and K. They usually do not require the B vitamins since these are synthesized in the rumen. Normally, the forage and feed supply all of the vitamins in adequate amounts. Vitamin A can become deficient if sheep have been grazing on dry or winter pastures for an extended period of time. Sheep, however, store Vitamin A for a considerable time, and if ewes have been on green forage or have had access to high-quality legume hay, Vitamin A is usually not deficient. Vitamin D deficiencies may develop in confined sheep. Sheep raised outside will usually have sufficient vitamin D as sunlight builds a store of this vitamin in the body

WATER -The Quality of water is more important for sheep than other species.  
Intake is affected by:– type of feed consumed– environmental temperature– stage of production– rain, dew or snowfall. Sheep need - 1 gal water for 4 lb of 90% dry matter consumed  There are many factors affecting the amount of free water a sheep needs to drink on a daily basis. Some of the most important factors are: production stage of the sheep, what feeds they are consuming, what the water content of the feed is, and environmental temperature. A sheep eating a high grain diet during the summer the summer will drink more water than a sheep consumimg lush early spring pasture when it is cooler.
In general, sheep will drink from 1/2 to 1 gallon of water daily, depending on animal size and the aforementioned factors. However, in the winter if snow is available ( not hard or crusted ) , sheep will consume enough snow to meet much of their water requirements. In fact, it is an advantage for sheep as compared to cattle that sheep can satisfy much of their free water needs from snow. This is assuming that little to no production is expected from the ewes, i.e. they require maintenance nutrition only ( not lactating, in late gestation, or in a growth stage ).
Information about from Montana Farm Flock Sheep Production Handbook and from The Basics of Feeding Sheep