NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 12-Nov-2015

Day Change Summary
	Previous	Current
	11-Nov-2015	12-Nov-2015	Change	Change %	Previous Week
Open	2.332	2.265	-0.067	-2.9%	2.268
High	2.350	2.313	-0.037	-1.6%	2.398
Low	2.249	2.234	-0.015	-0.7%	2.231
Close	2.263	2.260	-0.003	-0.1%	2.371
Range	0.101	0.079	-0.022	-21.8%	0.167
ATR	0.088	0.088	-0.001	-0.8%	0.000
Volume	162,914	151,541	-11,373	-7.0%	732,642

Daily Pivots for day following 12-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.506	2.462	2.303
R3	2.427	2.383	2.282
R2	2.348	2.348	2.274
R1	2.304	2.304	2.267	2.287
PP	2.269	2.269	2.269	2.260
S1	2.225	2.225	2.253	2.208
S2	2.190	2.190	2.246
S3	2.111	2.146	2.238
S4	2.032	2.067	2.217

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	2.234	0.164	7.3%	0.089	3.9%	16%	False	True	159,681
10	2.398	2.188	0.210	9.3%	0.089	4.0%	34%	False	False	153,448
20	2.699	2.188	0.511	22.6%	0.087	3.9%	14%	False	False	137,444
40	2.902	2.188	0.714	31.6%	0.076	3.4%	10%	False	False	93,784
60	3.049	2.188	0.861	38.1%	0.071	3.1%	8%	False	False	69,665
80	3.237	2.188	1.049	46.4%	0.069	3.1%	7%	False	False	56,631
100	3.237	2.188	1.049	46.4%	0.068	3.0%	7%	False	False	47,985
120	3.283	2.188	1.095	48.5%	0.070	3.1%	7%	False	False	41,722

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.649
2.618	2.520
1.618	2.441
1.000	2.392
0.618	2.362
HIGH	2.313
0.618	2.283
0.500	2.274
0.382	2.264
LOW	2.234
0.618	2.185
1.000	2.155
1.618	2.106
2.618	2.027
4.250	1.898

Fisher Pivots for day following 12-Nov-2015
Pivot	1 day	3 day
R1	2.274	2.299
PP	2.269	2.286
S1	2.265	2.273

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

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