NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 13-Nov-2015

Day Change Summary
	Previous	Current
	12-Nov-2015	13-Nov-2015	Change	Change %	Previous Week
Open	2.460	2.470	0.010	0.4%	2.535
High	2.498	2.547	0.049	2.0%	2.547
Low	2.429	2.467	0.038	1.6%	2.423
Close	2.445	2.526	0.081	3.3%	2.526
Range	0.069	0.080	0.011	15.9%	0.124
ATR	0.082	0.083	0.001	1.8%	0.000
Volume	99,923	93,634	-6,289	-6.3%	496,519

Daily Pivots for day following 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.753	2.720	2.570
R3	2.673	2.640	2.548
R2	2.593	2.593	2.541
R1	2.560	2.560	2.533	2.577
PP	2.513	2.513	2.513	2.522
S1	2.480	2.480	2.519	2.497
S2	2.433	2.433	2.511
S3	2.353	2.400	2.504
S4	2.273	2.320	2.482

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.871	2.822	2.594
R3	2.747	2.698	2.560
R2	2.623	2.623	2.549
R1	2.574	2.574	2.537	2.537
PP	2.499	2.499	2.499	2.480
S1	2.450	2.450	2.515	2.413
S2	2.375	2.375	2.503
S3	2.251	2.326	2.492
S4	2.127	2.202	2.458

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.547	2.423	0.124	4.9%	0.082	3.3%	83%	True	False	99,303
10	2.566	2.412	0.154	6.1%	0.077	3.0%	74%	False	False	85,737
20	2.842	2.357	0.485	19.2%	0.084	3.3%	35%	False	False	68,355
40	2.987	2.357	0.630	24.9%	0.072	2.8%	27%	False	False	55,706
60	3.131	2.357	0.774	30.6%	0.067	2.6%	22%	False	False	44,184
80	3.293	2.357	0.936	37.1%	0.065	2.6%	18%	False	False	38,530
100	3.343	2.357	0.986	39.0%	0.066	2.6%	17%	False	False	34,103
120	3.383	2.357	1.026	40.6%	0.067	2.7%	16%	False	False	30,933

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.887
2.618	2.756
1.618	2.676
1.000	2.627
0.618	2.596
HIGH	2.547
0.618	2.516
0.500	2.507
0.382	2.498
LOW	2.467
0.618	2.418
1.000	2.387
1.618	2.338
2.618	2.258
4.250	2.127

Fisher Pivots for day following 13-Nov-2015
Pivot	1 day	3 day
R1	2.520	2.513
PP	2.513	2.501
S1	2.507	2.488

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

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