NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 19-Nov-2015

Day Change Summary
	Previous	Current
	18-Nov-2015	19-Nov-2015	Change	Change %	Previous Week
Open	2.572	2.512	-0.060	-2.3%	2.529
High	2.584	2.548	-0.036	-1.4%	2.570
Low	2.524	2.468	-0.056	-2.2%	2.448
Close	2.536	2.478	-0.058	-2.3%	2.560
Range	0.060	0.080	0.020	33.3%	0.122
ATR	0.060	0.061	0.001	2.5%	0.000
Volume	7,265	9,122	1,857	25.6%	39,211

Daily Pivots for day following 19-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.738	2.688	2.522
R3	2.658	2.608	2.500
R2	2.578	2.578	2.493
R1	2.528	2.528	2.485	2.513
PP	2.498	2.498	2.498	2.491
S1	2.448	2.448	2.471	2.433
S2	2.418	2.418	2.463
S3	2.338	2.368	2.456
S4	2.258	2.288	2.434

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.892	2.848	2.627
R3	2.770	2.726	2.594
R2	2.648	2.648	2.582
R1	2.604	2.604	2.571	2.626
PP	2.526	2.526	2.526	2.537
S1	2.482	2.482	2.549	2.504
S2	2.404	2.404	2.538
S3	2.282	2.360	2.526
S4	2.160	2.238	2.493

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.602	2.468	0.134	5.4%	0.062	2.5%	7%	False	True	6,889
10	2.602	2.448	0.154	6.2%	0.061	2.4%	19%	False	False	7,659
20	2.637	2.374	0.263	10.6%	0.066	2.7%	40%	False	False	6,987
40	2.809	2.374	0.435	17.6%	0.055	2.2%	24%	False	False	5,153

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2.888
2.618	2.757
1.618	2.677
1.000	2.628
0.618	2.597
HIGH	2.548
0.618	2.517
0.500	2.508
0.382	2.499
LOW	2.468
0.618	2.419
1.000	2.388
1.618	2.339
2.618	2.259
4.250	2.128

Fisher Pivots for day following 19-Nov-2015
Pivot	1 day	3 day
R1	2.508	2.527
PP	2.498	2.510
S1	2.488	2.494

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

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