NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 06-Nov-2015

Day Change Summary
	Previous	Current
	05-Nov-2015	06-Nov-2015	Change	Change %	Previous Week
Open	2.458	2.548	0.090	3.7%	2.459
High	2.564	2.580	0.016	0.6%	2.580
Low	2.450	2.503	0.053	2.2%	2.434
Close	2.551	2.548	-0.003	-0.1%	2.548
Range	0.114	0.077	-0.037	-32.5%	0.146
ATR	0.076	0.076	0.000	0.1%	0.000
Volume	39,919	34,273	-5,646	-14.1%	149,982

Daily Pivots for day following 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.775	2.738	2.590
R3	2.698	2.661	2.569
R2	2.621	2.621	2.562
R1	2.584	2.584	2.555	2.587
PP	2.544	2.544	2.544	2.545
S1	2.507	2.507	2.541	2.510
S2	2.467	2.467	2.534
S3	2.390	2.430	2.527
S4	2.313	2.353	2.506

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.959	2.899	2.628
R3	2.813	2.753	2.588
R2	2.667	2.667	2.575
R1	2.607	2.607	2.561	2.637
PP	2.521	2.521	2.521	2.536
S1	2.461	2.461	2.535	2.491
S2	2.375	2.375	2.521
S3	2.229	2.315	2.508
S4	2.083	2.169	2.468

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.580	2.434	0.146	5.7%	0.069	2.7%	78%	True	False	29,996
10	2.606	2.368	0.238	9.3%	0.091	3.6%	76%	False	False	31,235
20	2.887	2.368	0.519	20.4%	0.073	2.9%	35%	False	False	26,820
40	3.062	2.368	0.694	27.2%	0.064	2.5%	26%	False	False	21,385
60	3.166	2.368	0.798	31.3%	0.058	2.3%	23%	False	False	17,081
80	3.290	2.368	0.922	36.2%	0.059	2.3%	20%	False	False	14,676

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	0.024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.907
2.618	2.782
1.618	2.705
1.000	2.657
0.618	2.628
HIGH	2.580
0.618	2.551
0.500	2.542
0.382	2.532
LOW	2.503
0.618	2.455
1.000	2.426
1.618	2.378
2.618	2.301
4.250	2.176

Fisher Pivots for day following 06-Nov-2015
Pivot	1 day	3 day
R1	2.546	2.537
PP	2.544	2.526
S1	2.542	2.515

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

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