NYMEX Natural Gas Future January 2016

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	2.492	2.460	-0.032	-1.3%	2.436
High	2.514	2.498	-0.016	-0.6%	2.566
Low	2.438	2.429	-0.009	-0.4%	2.412
Close	2.452	2.445	-0.007	-0.3%	2.532
Range	0.076	0.069	-0.007	-9.2%	0.154
ATR	0.083	0.082	-0.001	-1.2%	0.000
Volume	104,353	99,923	-4,430	-4.2%	360,860

Daily Pivots for day following 12-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.664	2.624	2.483
R3	2.595	2.555	2.464
R2	2.526	2.526	2.458
R1	2.486	2.486	2.451	2.472
PP	2.457	2.457	2.457	2.450
S1	2.417	2.417	2.439	2.403
S2	2.388	2.388	2.432
S3	2.319	2.348	2.426
S4	2.250	2.279	2.407

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%	0.081	3.3%	15%	False	False	100,826
10	2.566	2.357	0.209	8.5%	0.084	3.4%	42%	False	False	83,780
20	2.842	2.357	0.485	19.8%	0.082	3.3%	18%	False	False	65,611
40	3.005	2.357	0.648	26.5%	0.071	2.9%	14%	False	False	53,810
60	3.146	2.357	0.789	32.3%	0.067	2.7%	11%	False	False	43,047
80	3.343	2.357	0.986	40.3%	0.066	2.7%	9%	False	False	37,568
100	3.343	2.357	0.986	40.3%	0.066	2.7%	9%	False	False	33,248
120	3.383	2.357	1.026	42.0%	0.067	2.7%	9%	False	False	30,237

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	0.025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.791
2.618	2.679
1.618	2.610
1.000	2.567
0.618	2.541
HIGH	2.498
0.618	2.472
0.500	2.464
0.382	2.455
LOW	2.429
0.618	2.386
1.000	2.360
1.618	2.317
2.618	2.248
4.250	2.136

Fisher Pivots for day following 12-Nov-2015
Pivot	1 day	3 day
R1	2.464	2.472
PP	2.457	2.463
S1	2.451	2.454

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

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