NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 02-Dec-2015

Day Change Summary
	Previous	Current
	01-Dec-2015	02-Dec-2015	Change	Change %	Previous Week
Open	2.450	2.410	-0.040	-1.6%	2.398
High	2.450	2.424	-0.026	-1.1%	2.498
Low	2.412	2.389	-0.023	-1.0%	2.384
Close	2.445	2.399	-0.046	-1.9%	2.414
Range	0.038	0.035	-0.003	-7.9%	0.114
ATR	0.061	0.060	0.000	-0.5%	0.000
Volume	4,549	6,331	1,782	39.2%	11,550

Daily Pivots for day following 02-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.509	2.489	2.418
R3	2.474	2.454	2.409
R2	2.439	2.439	2.405
R1	2.419	2.419	2.402	2.412
PP	2.404	2.404	2.404	2.400
S1	2.384	2.384	2.396	2.377
S2	2.369	2.369	2.393
S3	2.334	2.349	2.389
S4	2.299	2.314	2.380

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	2.498	2.389	0.109	4.5%	0.041	1.7%	9%	False	True	3,428
10	2.622	2.384	0.238	9.9%	0.058	2.4%	6%	False	False	3,635
20	2.642	2.384	0.258	10.8%	0.058	2.4%	6%	False	False	3,313
40	2.787	2.384	0.403	16.8%	0.053	2.2%	4%	False	False	3,033

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.573
2.618	2.516
1.618	2.481
1.000	2.459
0.618	2.446
HIGH	2.424
0.618	2.411
0.500	2.407
0.382	2.402
LOW	2.389
0.618	2.367
1.000	2.354
1.618	2.332
2.618	2.297
4.250	2.240

Fisher Pivots for day following 02-Dec-2015
Pivot	1 day	3 day
R1	2.407	2.420
PP	2.404	2.413
S1	2.402	2.406

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

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