NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 10-Nov-2015

Day Change Summary
	Previous	Current
	09-Nov-2015	10-Nov-2015	Change	Change %	Previous Week
Open	2.373	2.305	-0.068	-2.9%	2.268
High	2.387	2.364	-0.023	-1.0%	2.398
Low	2.274	2.292	0.018	0.8%	2.231
Close	2.300	2.320	0.020	0.9%	2.371
Range	0.113	0.072	-0.041	-36.3%	0.167
ATR	0.089	0.087	-0.001	-1.3%	0.000
Volume	151,379	149,632	-1,747	-1.2%	732,642

Daily Pivots for day following 10-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.541	2.503	2.360
R3	2.469	2.431	2.340
R2	2.397	2.397	2.333
R1	2.359	2.359	2.327	2.378
PP	2.325	2.325	2.325	2.335
S1	2.287	2.287	2.313	2.306
S2	2.253	2.253	2.307
S3	2.181	2.215	2.300
S4	2.109	2.143	2.280

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.834	2.770	2.463
R3	2.667	2.603	2.417
R2	2.500	2.500	2.402
R1	2.436	2.436	2.386	2.468
PP	2.333	2.333	2.333	2.350
S1	2.269	2.269	2.356	2.301
S2	2.166	2.166	2.340
S3	1.999	2.102	2.325
S4	1.832	1.935	2.279

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.398	2.249	0.149	6.4%	0.092	4.0%	48%	False	False	156,478
10	2.398	2.188	0.210	9.1%	0.097	4.2%	63%	False	False	154,926
20	2.780	2.188	0.592	25.5%	0.086	3.7%	22%	False	False	130,380
40	2.959	2.188	0.771	33.2%	0.075	3.3%	17%	False	False	87,106
60	3.049	2.188	0.861	37.1%	0.070	3.0%	15%	False	False	64,843
80	3.237	2.188	1.049	45.2%	0.069	3.0%	13%	False	False	52,977
100	3.237	2.188	1.049	45.2%	0.068	2.9%	13%	False	False	45,019
120	3.292	2.188	1.104	47.6%	0.070	3.0%	12%	False	False	39,194

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.670
2.618	2.552
1.618	2.480
1.000	2.436
0.618	2.408
HIGH	2.364
0.618	2.336
0.500	2.328
0.382	2.320
LOW	2.292
0.618	2.248
1.000	2.220
1.618	2.176
2.618	2.104
4.250	1.986

Fisher Pivots for day following 10-Nov-2015
Pivot	1 day	3 day
R1	2.328	2.336
PP	2.325	2.331
S1	2.323	2.325

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

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