NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 30-Nov-2015

Day Change Summary
	Previous	Current
	27-Nov-2015	30-Nov-2015	Change	Change %	Previous Week
Open	2.360	2.260	-0.100	-4.2%	2.334
High	2.363	2.328	-0.035	-1.5%	2.412
Low	2.270	2.260	-0.010	-0.4%	2.270
Close	2.293	2.319	0.026	1.1%	2.293
Range	0.093	0.068	-0.025	-26.9%	0.142
ATR	0.085	0.083	-0.001	-1.4%	0.000
Volume	13,370	25,427	12,057	90.2%	98,824

Daily Pivots for day following 30-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.506	2.481	2.356
R3	2.438	2.413	2.338
R2	2.370	2.370	2.331
R1	2.345	2.345	2.325	2.358
PP	2.302	2.302	2.302	2.309
S1	2.277	2.277	2.313	2.290
S2	2.234	2.234	2.307
S3	2.166	2.209	2.300
S4	2.098	2.141	2.282

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.751	2.664	2.371
R3	2.609	2.522	2.332
R2	2.467	2.467	2.319
R1	2.380	2.380	2.306	2.353
PP	2.325	2.325	2.325	2.311
S1	2.238	2.238	2.280	2.211
S2	2.183	2.183	2.267
S3	2.041	2.096	2.254
S4	1.899	1.954	2.215

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.412	2.260	0.152	6.6%	0.084	3.6%	39%	False	True	24,850
10	2.631	2.260	0.371	16.0%	0.090	3.9%	16%	False	True	27,529
20	2.631	2.260	0.371	16.0%	0.080	3.5%	16%	False	True	29,706
40	2.887	2.260	0.627	27.0%	0.074	3.2%	9%	False	True	26,991
60	3.062	2.260	0.802	34.6%	0.067	2.9%	7%	False	True	22,524
80	3.238	2.260	0.978	42.2%	0.063	2.7%	6%	False	True	18,906
100	3.290	2.260	1.030	44.4%	0.062	2.7%	6%	False	True	16,638

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.017
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	2.617
2.618	2.506
1.618	2.438
1.000	2.396
0.618	2.370
HIGH	2.328
0.618	2.302
0.500	2.294
0.382	2.286
LOW	2.260
0.618	2.218
1.000	2.192
1.618	2.150
2.618	2.082
4.250	1.971

Fisher Pivots for day following 30-Nov-2015
Pivot	1 day	3 day
R1	2.311	2.336
PP	2.302	2.330
S1	2.294	2.325

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

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