NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 23-Nov-2015

Day Change Summary
	Previous	Current
	20-Nov-2015	23-Nov-2015	Change	Change %	Previous Week
Open	2.400	2.270	-0.130	-5.4%	2.595
High	2.412	2.351	-0.061	-2.5%	2.600
Low	2.278	2.229	-0.049	-2.2%	2.278
Close	2.291	2.343	0.052	2.3%	2.291
Range	0.134	0.122	-0.012	-9.0%	0.322
ATR	0.090	0.092	0.002	2.5%	0.000
Volume	144,176	121,346	-22,830	-15.8%	523,883

Daily Pivots for day following 23-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.674	2.630	2.410
R3	2.552	2.508	2.377
R2	2.430	2.430	2.365
R1	2.386	2.386	2.354	2.408
PP	2.308	2.308	2.308	2.319
S1	2.264	2.264	2.332	2.286
S2	2.186	2.186	2.321
S3	2.064	2.142	2.309
S4	1.942	2.020	2.276

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.356	3.145	2.468
R3	3.034	2.823	2.380
R2	2.712	2.712	2.350
R1	2.501	2.501	2.321	2.446
PP	2.390	2.390	2.390	2.362
S1	2.179	2.179	2.261	2.124
S2	2.068	2.068	2.232
S3	1.746	1.857	2.202
S4	1.424	1.535	2.114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.564	2.229	0.335	14.3%	0.110	4.7%	34%	False	True	110,031
10	2.600	2.229	0.371	15.8%	0.093	4.0%	31%	False	True	104,240
20	2.600	2.229	0.371	15.8%	0.095	4.1%	31%	False	True	87,096
40	2.958	2.229	0.729	31.1%	0.080	3.4%	16%	False	True	67,835
60	3.103	2.229	0.874	37.3%	0.072	3.1%	13%	False	True	53,106
80	3.293	2.229	1.064	45.4%	0.069	2.9%	11%	False	True	45,587
100	3.343	2.229	1.114	47.5%	0.069	2.9%	10%	False	True	39,592
120	3.383	2.229	1.154	49.3%	0.069	2.9%	10%	False	True	35,600

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	True
Bull Hook	False
Stretch	0.022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.870
2.618	2.670
1.618	2.548
1.000	2.473
0.618	2.426
HIGH	2.351
0.618	2.304
0.500	2.290
0.382	2.276
LOW	2.229
0.618	2.154
1.000	2.107
1.618	2.032
2.618	1.910
4.250	1.711

Fisher Pivots for day following 23-Nov-2015
Pivot	1 day	3 day
R1	2.325	2.370
PP	2.308	2.361
S1	2.290	2.352

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

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