NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 27-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	27-Nov-2015	Change	Change %	Previous Week
Open	2.359	2.337	-0.022	-0.9%	2.313
High	2.395	2.348	-0.047	-2.0%	2.395
Low	2.324	2.258	-0.066	-2.8%	2.258
Close	2.349	2.265	-0.084	-3.6%	2.265
Range	0.071	0.090	0.019	26.8%	0.137
ATR	0.086	0.087	0.000	0.4%	0.000
Volume	20,078	11,954	-8,124	-40.5%	76,253

Daily Pivots for day following 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.560	2.503	2.315
R3	2.470	2.413	2.290
R2	2.380	2.380	2.282
R1	2.323	2.323	2.273	2.307
PP	2.290	2.290	2.290	2.282
S1	2.233	2.233	2.257	2.217
S2	2.200	2.200	2.249
S3	2.110	2.143	2.240
S4	2.020	2.053	2.216

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.717	2.628	2.340
R3	2.580	2.491	2.303
R2	2.443	2.443	2.290
R1	2.354	2.354	2.278	2.330
PP	2.306	2.306	2.306	2.294
S1	2.217	2.217	2.252	2.193
S2	2.169	2.169	2.240
S3	2.032	2.080	2.227
S4	1.895	1.943	2.190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.456	2.258	0.198	8.7%	0.098	4.3%	4%	False	True	21,183
10	2.637	2.258	0.379	16.7%	0.093	4.1%	2%	False	True	22,438
20	2.637	2.258	0.379	16.7%	0.086	3.8%	2%	False	True	23,639
40	2.920	2.258	0.662	29.2%	0.076	3.4%	1%	False	True	19,018
60	3.097	2.258	0.839	37.0%	0.070	3.1%	1%	False	True	15,878
80	3.282	2.258	1.024	45.2%	0.065	2.9%	1%	False	True	13,113
100	3.333	2.258	1.075	47.5%	0.064	2.8%	1%	False	True	11,212
120	3.370	2.258	1.112	49.1%	0.063	2.8%	1%	False	True	9,805

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.731
2.618	2.584
1.618	2.494
1.000	2.438
0.618	2.404
HIGH	2.348
0.618	2.314
0.500	2.303
0.382	2.292
LOW	2.258
0.618	2.202
1.000	2.168
1.618	2.112
2.618	2.022
4.250	1.876

Fisher Pivots for day following 27-Nov-2015
Pivot	1 day	3 day
R1	2.303	2.327
PP	2.290	2.306
S1	2.278	2.286

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

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