NYMEX Natural Gas Future March 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	2.538	2.461	-0.077	-3.0%	2.627
High	2.557	2.466	-0.091	-3.6%	2.631
Low	2.451	2.343	-0.108	-4.4%	2.343
Close	2.469	2.353	-0.116	-4.7%	2.353
Range	0.106	0.123	0.017	16.0%	0.288
ATR	0.079	0.082	0.003	4.2%	0.000
Volume	27,335	39,594	12,259	44.8%	151,039

Daily Pivots for day following 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.756	2.678	2.421
R3	2.633	2.555	2.387
R2	2.510	2.510	2.376
R1	2.432	2.432	2.364	2.410
PP	2.387	2.387	2.387	2.376
S1	2.309	2.309	2.342	2.287
S2	2.264	2.264	2.330
S3	2.141	2.186	2.319
S4	2.018	2.063	2.285

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.306	3.118	2.511
R3	3.018	2.830	2.432
R2	2.730	2.730	2.406
R1	2.542	2.542	2.379	2.492
PP	2.442	2.442	2.442	2.418
S1	2.254	2.254	2.327	2.204
S2	2.154	2.154	2.300
S3	1.866	1.966	2.274
S4	1.578	1.678	2.195

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.631	2.343	0.288	12.2%	0.095	4.0%	3%	False	True	30,207
10	2.631	2.343	0.288	12.2%	0.084	3.6%	3%	False	True	31,988
20	2.631	2.343	0.288	12.2%	0.088	3.7%	3%	False	True	31,612
40	2.956	2.343	0.613	26.1%	0.072	3.1%	2%	False	True	26,643
60	3.062	2.343	0.719	30.6%	0.064	2.7%	1%	False	True	21,287
80	3.238	2.343	0.895	38.0%	0.061	2.6%	1%	False	True	17,916

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	0.016
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	2.989
2.618	2.788
1.618	2.665
1.000	2.589
0.618	2.542
HIGH	2.466
0.618	2.419
0.500	2.405
0.382	2.390
LOW	2.343
0.618	2.267
1.000	2.220
1.618	2.144
2.618	2.021
4.250	1.820

Fisher Pivots for day following 20-Nov-2015
Pivot	1 day	3 day
R1	2.405	2.474
PP	2.387	2.434
S1	2.370	2.393

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

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