NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 18-Nov-2015

Day Change Summary
	Previous	Current
	17-Nov-2015	18-Nov-2015	Change	Change %	Previous Week
Open	2.505	2.539	0.034	1.4%	2.535
High	2.552	2.564	0.012	0.5%	2.547
Low	2.462	2.479	0.017	0.7%	2.423
Close	2.527	2.495	-0.032	-1.3%	2.526
Range	0.090	0.085	-0.005	-5.6%	0.124
ATR	0.084	0.085	0.000	0.0%	0.000
Volume	84,319	87,015	2,696	3.2%	496,519

Daily Pivots for day following 18-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.768	2.716	2.542
R3	2.683	2.631	2.518
R2	2.598	2.598	2.511
R1	2.546	2.546	2.503	2.530
PP	2.513	2.513	2.513	2.504
S1	2.461	2.461	2.487	2.445
S2	2.428	2.428	2.479
S3	2.343	2.376	2.472
S4	2.258	2.291	2.448

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	2.600	2.429	0.171	6.9%	0.084	3.4%	39%	False	False	91,992
10	2.600	2.423	0.177	7.1%	0.088	3.5%	41%	False	False	94,020
20	2.768	2.357	0.411	16.5%	0.088	3.5%	34%	False	False	76,015
40	2.987	2.357	0.630	25.3%	0.076	3.1%	22%	False	False	60,935
60	3.103	2.357	0.746	29.9%	0.068	2.7%	18%	False	False	47,642
80	3.293	2.357	0.936	37.5%	0.067	2.7%	15%	False	False	41,453
100	3.343	2.357	0.986	39.5%	0.067	2.7%	14%	False	False	36,282
120	3.383	2.357	1.026	41.1%	0.068	2.7%	13%	False	False	32,827

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	0.020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.925
2.618	2.787
1.618	2.702
1.000	2.649
0.618	2.617
HIGH	2.564
0.618	2.532
0.500	2.522
0.382	2.511
LOW	2.479
0.618	2.426
1.000	2.394
1.618	2.341
2.618	2.256
4.250	2.118

Fisher Pivots for day following 18-Nov-2015
Pivot	1 day	3 day
R1	2.522	2.531
PP	2.513	2.519
S1	2.504	2.507

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

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