NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 20-Nov-2015

Day Change Summary
	Previous	Current
	19-Nov-2015	20-Nov-2015	Change	Change %	Previous Week
Open	2.525	2.452	-0.073	-2.9%	2.614
High	2.549	2.456	-0.093	-3.6%	2.637
Low	2.440	2.327	-0.113	-4.6%	2.327
Close	2.458	2.338	-0.120	-4.9%	2.338
Range	0.109	0.129	0.020	18.3%	0.310
ATR	0.082	0.086	0.003	4.2%	0.000
Volume	25,336	29,663	4,327	17.1%	119,287

Daily Pivots for day following 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.761	2.678	2.409
R3	2.632	2.549	2.373
R2	2.503	2.503	2.362
R1	2.420	2.420	2.350	2.397
PP	2.374	2.374	2.374	2.362
S1	2.291	2.291	2.326	2.268
S2	2.245	2.245	2.314
S3	2.116	2.162	2.303
S4	1.987	2.033	2.267

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.364	3.161	2.509
R3	3.054	2.851	2.423
R2	2.744	2.744	2.395
R1	2.541	2.541	2.366	2.488
PP	2.434	2.434	2.434	2.407
S1	2.231	2.231	2.310	2.178
S2	2.124	2.124	2.281
S3	1.814	1.921	2.253
S4	1.504	1.611	2.168

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.637	2.327	0.310	13.3%	0.099	4.2%	4%	False	True	23,857
10	2.637	2.327	0.310	13.3%	0.088	3.8%	4%	False	True	25,452
20	2.637	2.327	0.310	13.3%	0.089	3.8%	4%	False	True	23,601
40	2.989	2.327	0.662	28.3%	0.074	3.2%	2%	False	True	18,429
60	3.097	2.327	0.770	32.9%	0.067	2.8%	1%	False	True	14,888
80	3.282	2.327	0.955	40.8%	0.064	2.7%	1%	False	True	12,373
100	3.333	2.327	1.006	43.0%	0.063	2.7%	1%	False	True	10,565

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 15 trading days

Fibonacci Retracements and Extensions
4.250	3.004
2.618	2.794
1.618	2.665
1.000	2.585
0.618	2.536
HIGH	2.456
0.618	2.407
0.500	2.392
0.382	2.376
LOW	2.327
0.618	2.247
1.000	2.198
1.618	2.118
2.618	1.989
4.250	1.779

Fisher Pivots for day following 20-Nov-2015
Pivot	1 day	3 day
R1	2.392	2.466
PP	2.374	2.423
S1	2.356	2.381

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

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