NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 23-Nov-2015

Day Change Summary
	Previous	Current
	20-Nov-2015	23-Nov-2015	Change	Change %	Previous Week
Open	2.260	2.111	-0.149	-6.6%	2.449
High	2.275	2.226	-0.049	-2.2%	2.460
Low	2.123	2.051	-0.072	-3.4%	2.123
Close	2.145	2.210	0.065	3.0%	2.145
Range	0.152	0.175	0.023	15.1%	0.337
ATR	0.100	0.105	0.005	5.4%	0.000
Volume	136,869	83,260	-53,609	-39.2%	670,316

Daily Pivots for day following 23-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.687	2.624	2.306
R3	2.512	2.449	2.258
R2	2.337	2.337	2.242
R1	2.274	2.274	2.226	2.306
PP	2.162	2.162	2.162	2.178
S1	2.099	2.099	2.194	2.131
S2	1.987	1.987	2.178
S3	1.812	1.924	2.162
S4	1.637	1.749	2.114

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.254	3.036	2.330
R3	2.917	2.699	2.238
R2	2.580	2.580	2.207
R1	2.362	2.362	2.176	2.303
PP	2.243	2.243	2.243	2.213
S1	2.025	2.025	2.114	1.966
S2	1.906	1.906	2.083
S3	1.569	1.688	2.052
S4	1.232	1.351	1.960

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.410	2.051	0.359	16.2%	0.128	5.8%	44%	False	True	119,242
10	2.460	2.051	0.409	18.5%	0.113	5.1%	39%	False	True	138,538
20	2.460	2.051	0.409	18.5%	0.106	4.8%	39%	False	True	146,707
40	2.842	2.051	0.791	35.8%	0.088	4.0%	20%	False	True	112,152
60	2.998	2.051	0.947	42.9%	0.078	3.5%	17%	False	True	82,696
80	3.197	2.051	1.146	51.9%	0.074	3.3%	14%	False	True	66,995
100	3.237	2.051	1.186	53.7%	0.073	3.3%	13%	False	True	56,253
120	3.283	2.051	1.232	55.7%	0.073	3.3%	13%	False	True	48,928

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	0.029
Widest range in 186 trading days

Fibonacci Retracements and Extensions
4.250	2.970
2.618	2.684
1.618	2.509
1.000	2.401
0.618	2.334
HIGH	2.226
0.618	2.159
0.500	2.139
0.382	2.118
LOW	2.051
0.618	1.943
1.000	1.876
1.618	1.768
2.618	1.593
4.250	1.307

Fisher Pivots for day following 23-Nov-2015
Pivot	1 day	3 day
R1	2.186	2.214
PP	2.162	2.212
S1	2.139	2.211

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

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