NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 27-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	27-Nov-2015	Change	Change %	Previous Week
Open	2.445	2.432	-0.013	-0.5%	2.398
High	2.498	2.432	-0.066	-2.6%	2.498
Low	2.443	2.397	-0.046	-1.9%	2.384
Close	2.469	2.414	-0.055	-2.2%	2.414
Range	0.055	0.035	-0.020	-36.4%	0.114
ATR	0.063	0.064	0.001	1.0%	0.000
Volume	1,824	1,755	-69	-3.8%	11,550

Daily Pivots for day following 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.519	2.502	2.433
R3	2.484	2.467	2.424
R2	2.449	2.449	2.420
R1	2.432	2.432	2.417	2.423
PP	2.414	2.414	2.414	2.410
S1	2.397	2.397	2.411	2.388
S2	2.379	2.379	2.408
S3	2.344	2.362	2.404
S4	2.309	2.327	2.395

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.774	2.708	2.477
R3	2.660	2.594	2.445
R2	2.546	2.546	2.435
R1	2.480	2.480	2.424	2.513
PP	2.432	2.432	2.432	2.449
S1	2.366	2.366	2.404	2.399
S2	2.318	2.318	2.393
S3	2.204	2.252	2.383
S4	2.090	2.138	2.351

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.501	2.384	0.117	4.8%	0.066	2.8%	26%	False	False	3,256
10	2.642	2.384	0.258	10.7%	0.063	2.6%	12%	False	False	3,046
20	2.642	2.384	0.258	10.7%	0.061	2.5%	12%	False	False	3,333
40	2.787	2.384	0.403	16.7%	0.053	2.2%	7%	False	False	2,838

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 17 trading days

Fibonacci Retracements and Extensions
4.250	2.581
2.618	2.524
1.618	2.489
1.000	2.467
0.618	2.454
HIGH	2.432
0.618	2.419
0.500	2.415
0.382	2.410
LOW	2.397
0.618	2.375
1.000	2.362
1.618	2.340
2.618	2.305
4.250	2.248

Fisher Pivots for day following 27-Nov-2015
Pivot	1 day	3 day
R1	2.415	2.448
PP	2.414	2.436
S1	2.414	2.425

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

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