NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 23-Nov-2015

Day Change Summary
	Previous	Current
	20-Nov-2015	23-Nov-2015	Change	Change %	Previous Week
Open	2.461	2.334	-0.127	-5.2%	2.627
High	2.466	2.409	-0.057	-2.3%	2.631
Low	2.343	2.294	-0.049	-2.1%	2.343
Close	2.353	2.405	0.052	2.2%	2.353
Range	0.123	0.115	-0.008	-6.5%	0.288
ATR	0.082	0.085	0.002	2.8%	0.000
Volume	39,594	25,863	-13,731	-34.7%	151,039

Daily Pivots for day following 23-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.714	2.675	2.468
R3	2.599	2.560	2.437
R2	2.484	2.484	2.426
R1	2.445	2.445	2.416	2.465
PP	2.369	2.369	2.369	2.379
S1	2.330	2.330	2.394	2.350
S2	2.254	2.254	2.384
S3	2.139	2.215	2.373
S4	2.024	2.100	2.342

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	2.605	2.294	0.311	12.9%	0.102	4.2%	36%	False	True	29,812
10	2.631	2.294	0.337	14.0%	0.084	3.5%	33%	False	True	31,798
20	2.631	2.294	0.337	14.0%	0.088	3.7%	33%	False	True	31,205
40	2.927	2.294	0.633	26.3%	0.073	3.1%	18%	False	True	26,717
60	3.062	2.294	0.768	31.9%	0.065	2.7%	14%	False	True	21,637
80	3.238	2.294	0.944	39.3%	0.062	2.6%	12%	False	True	18,175

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	True
Bull Hook	False
Stretch	0.020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.898
2.618	2.710
1.618	2.595
1.000	2.524
0.618	2.480
HIGH	2.409
0.618	2.365
0.500	2.352
0.382	2.338
LOW	2.294
0.618	2.223
1.000	2.179
1.618	2.108
2.618	1.993
4.250	1.805

Fisher Pivots for day following 23-Nov-2015
Pivot	1 day	3 day
R1	2.387	2.426
PP	2.369	2.419
S1	2.352	2.412

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

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