NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 25-Nov-2015

Day Change Summary
	Previous	Current
	24-Nov-2015	25-Nov-2015	Change	Change %	Previous Week
Open	2.330	2.312	-0.018	-0.8%	2.595
High	2.342	2.347	0.005	0.2%	2.600
Low	2.258	2.271	0.013	0.6%	2.278
Close	2.324	2.299	-0.025	-1.1%	2.291
Range	0.084	0.076	-0.008	-9.5%	0.322
ATR	0.092	0.091	-0.001	-1.2%	0.000
Volume	123,639	102,101	-21,538	-17.4%	523,883

Daily Pivots for day following 25-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.534	2.492	2.341
R3	2.458	2.416	2.320
R2	2.382	2.382	2.313
R1	2.340	2.340	2.306	2.323
PP	2.306	2.306	2.306	2.297
S1	2.264	2.264	2.292	2.247
S2	2.230	2.230	2.285
S3	2.154	2.188	2.278
S4	2.078	2.112	2.257

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	2.510	2.229	0.281	12.2%	0.107	4.6%	25%	False	False	120,912
10	2.600	2.229	0.371	16.1%	0.095	4.1%	19%	False	False	106,452
20	2.600	2.229	0.371	16.1%	0.092	4.0%	19%	False	False	92,575
40	2.918	2.229	0.689	30.0%	0.080	3.5%	10%	False	False	71,884
60	3.103	2.229	0.874	38.0%	0.073	3.2%	8%	False	False	56,236
80	3.293	2.229	1.064	46.3%	0.069	3.0%	7%	False	False	47,839
100	3.343	2.229	1.114	48.5%	0.068	3.0%	6%	False	False	41,586
120	3.383	2.229	1.154	50.2%	0.069	3.0%	6%	False	False	37,196

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.023
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2.670
2.618	2.546
1.618	2.470
1.000	2.423
0.618	2.394
HIGH	2.347
0.618	2.318
0.500	2.309
0.382	2.300
LOW	2.271
0.618	2.224
1.000	2.195
1.618	2.148
2.618	2.072
4.250	1.948

Fisher Pivots for day following 25-Nov-2015
Pivot	1 day	3 day
R1	2.309	2.296
PP	2.306	2.293
S1	2.302	2.290

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

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