NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 16-Nov-2015

Day Change Summary
	Previous	Current
	13-Nov-2015	16-Nov-2015	Change	Change %	Previous Week
Open	2.531	2.627	0.096	3.8%	2.559
High	2.580	2.631	0.051	2.0%	2.580
Low	2.514	2.550	0.036	1.4%	2.449
Close	2.567	2.592	0.025	1.0%	2.567
Range	0.066	0.081	0.015	22.7%	0.131
ATR	0.076	0.076	0.000	0.5%	0.000
Volume	30,114	27,840	-2,274	-7.6%	168,848

Daily Pivots for day following 16-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.834	2.794	2.637
R3	2.753	2.713	2.614
R2	2.672	2.672	2.607
R1	2.632	2.632	2.599	2.612
PP	2.591	2.591	2.591	2.581
S1	2.551	2.551	2.585	2.531
S2	2.510	2.510	2.577
S3	2.429	2.470	2.570
S4	2.348	2.389	2.547

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.925	2.877	2.639
R3	2.794	2.746	2.603
R2	2.663	2.663	2.591
R1	2.615	2.615	2.579	2.639
PP	2.532	2.532	2.532	2.544
S1	2.484	2.484	2.555	2.508
S2	2.401	2.401	2.543
S3	2.270	2.353	2.531
S4	2.139	2.222	2.495

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.631	2.472	0.159	6.1%	0.067	2.6%	75%	True	False	33,783
10	2.631	2.449	0.182	7.0%	0.075	2.9%	79%	True	False	31,903
20	2.820	2.368	0.452	17.4%	0.081	3.1%	50%	False	False	30,541
40	2.956	2.368	0.588	22.7%	0.067	2.6%	38%	False	False	24,649
60	3.062	2.368	0.694	26.8%	0.060	2.3%	32%	False	False	19,669
80	3.238	2.368	0.870	33.6%	0.060	2.3%	26%	False	False	16,652

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.975
2.618	2.843
1.618	2.762
1.000	2.712
0.618	2.681
HIGH	2.631
0.618	2.600
0.500	2.591
0.382	2.581
LOW	2.550
0.618	2.500
1.000	2.469
1.618	2.419
2.618	2.338
4.250	2.206

Fisher Pivots for day following 16-Nov-2015
Pivot	1 day	3 day
R1	2.592	2.579
PP	2.591	2.567
S1	2.591	2.554

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

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