NYMEX Natural Gas Future January 2016

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	2.535	2.460	-0.075	-3.0%	2.436
High	2.544	2.507	-0.037	-1.5%	2.566
Low	2.423	2.441	0.018	0.7%	2.412
Close	2.449	2.484	0.035	1.4%	2.532
Range	0.121	0.066	-0.055	-45.5%	0.154
ATR	0.084	0.083	-0.001	-1.6%	0.000
Volume	99,342	99,267	-75	-0.1%	360,860

Daily Pivots for day following 10-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.675	2.646	2.520
R3	2.609	2.580	2.502
R2	2.543	2.543	2.496
R1	2.514	2.514	2.490	2.529
PP	2.477	2.477	2.477	2.485
S1	2.448	2.448	2.478	2.463
S2	2.411	2.411	2.472
S3	2.345	2.382	2.466
S4	2.279	2.316	2.448

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.965	2.903	2.617
R3	2.811	2.749	2.574
R2	2.657	2.657	2.560
R1	2.595	2.595	2.546	2.626
PP	2.503	2.503	2.503	2.519
S1	2.441	2.441	2.518	2.472
S2	2.349	2.349	2.504
S3	2.195	2.287	2.490
S4	2.041	2.133	2.447

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.566	2.423	0.143	5.8%	0.090	3.6%	43%	False	False	87,333
10	2.566	2.357	0.209	8.4%	0.094	3.8%	61%	False	False	75,375
20	2.918	2.357	0.561	22.6%	0.082	3.3%	23%	False	False	61,256
40	3.068	2.357	0.711	28.6%	0.071	2.9%	18%	False	False	49,541
60	3.146	2.357	0.789	31.8%	0.066	2.7%	16%	False	False	40,476
80	3.343	2.357	0.986	39.7%	0.065	2.6%	13%	False	False	35,393
100	3.343	2.357	0.986	39.7%	0.066	2.6%	13%	False	False	31,449
120	3.389	2.357	1.032	41.5%	0.067	2.7%	12%	False	False	28,701

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	2.788
2.618	2.680
1.618	2.614
1.000	2.573
0.618	2.548
HIGH	2.507
0.618	2.482
0.500	2.474
0.382	2.466
LOW	2.441
0.618	2.400
1.000	2.375
1.618	2.334
2.618	2.268
4.250	2.161

Fisher Pivots for day following 10-Nov-2015
Pivot	1 day	3 day
R1	2.481	2.495
PP	2.477	2.491
S1	2.474	2.488

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

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