NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 24-Nov-2015

Day Change Summary
	Previous	Current
	23-Nov-2015	24-Nov-2015	Change	Change %	Previous Week
Open	2.111	2.206	0.095	4.5%	2.449
High	2.226	2.218	-0.008	-0.4%	2.460
Low	2.051	2.130	0.079	3.9%	2.123
Close	2.210	2.200	-0.010	-0.5%	2.145
Range	0.175	0.088	-0.087	-49.7%	0.337
ATR	0.105	0.104	-0.001	-1.2%	0.000
Volume	83,260	57,912	-25,348	-30.4%	670,316

Daily Pivots for day following 24-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.447	2.411	2.248
R3	2.359	2.323	2.224
R2	2.271	2.271	2.216
R1	2.235	2.235	2.208	2.209
PP	2.183	2.183	2.183	2.170
S1	2.147	2.147	2.192	2.121
S2	2.095	2.095	2.184
S3	2.007	2.059	2.176
S4	1.919	1.971	2.152

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	16.3%	0.124	5.6%	42%	False	False	105,821
10	2.460	2.051	0.409	18.6%	0.115	5.2%	36%	False	False	129,366
20	2.460	2.051	0.409	18.6%	0.106	4.8%	36%	False	False	142,146
40	2.786	2.051	0.735	33.4%	0.088	4.0%	20%	False	False	112,688
60	2.998	2.051	0.947	43.0%	0.079	3.6%	16%	False	False	83,437
80	3.197	2.051	1.146	52.1%	0.074	3.4%	13%	False	False	67,556
100	3.237	2.051	1.186	53.9%	0.073	3.3%	13%	False	False	56,669
120	3.283	2.051	1.232	56.0%	0.073	3.3%	12%	False	False	49,316

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	0.028
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.592
2.618	2.448
1.618	2.360
1.000	2.306
0.618	2.272
HIGH	2.218
0.618	2.184
0.500	2.174
0.382	2.164
LOW	2.130
0.618	2.076
1.000	2.042
1.618	1.988
2.618	1.900
4.250	1.756

Fisher Pivots for day following 24-Nov-2015
Pivot	1 day	3 day
R1	2.191	2.188
PP	2.183	2.175
S1	2.174	2.163

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

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