NYMEX Natural Gas Future April 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	2.505	2.573	0.068	2.7%	2.509
High	2.542	2.581	0.039	1.5%	2.542
Low	2.489	2.513	0.024	1.0%	2.414
Close	2.529	2.551	0.022	0.9%	2.529
Range	0.053	0.068	0.015	28.3%	0.128
ATR	0.064	0.064	0.000	0.4%	0.000
Volume	23,114	20,498	-2,616	-11.3%	128,243

Daily Pivots for day following 16-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.752	2.720	2.588
R3	2.684	2.652	2.570
R2	2.616	2.616	2.563
R1	2.584	2.584	2.557	2.566
PP	2.548	2.548	2.548	2.540
S1	2.516	2.516	2.545	2.498
S2	2.480	2.480	2.539
S3	2.412	2.448	2.532
S4	2.344	2.380	2.514

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.879	2.832	2.599
R3	2.751	2.704	2.564
R2	2.623	2.623	2.552
R1	2.576	2.576	2.541	2.600
PP	2.495	2.495	2.495	2.507
S1	2.448	2.448	2.517	2.472
S2	2.367	2.367	2.506
S3	2.239	2.320	2.494
S4	2.111	2.192	2.459

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.581	2.441	0.140	5.5%	0.058	2.3%	79%	True	False	25,440
10	2.581	2.414	0.167	6.5%	0.063	2.5%	82%	True	False	24,212
20	2.691	2.337	0.354	13.9%	0.067	2.6%	60%	False	False	24,023
40	2.811	2.337	0.474	18.6%	0.057	2.2%	45%	False	False	19,032
60	2.912	2.337	0.575	22.5%	0.051	2.0%	37%	False	False	15,759

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	0.016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.870
2.618	2.759
1.618	2.691
1.000	2.649
0.618	2.623
HIGH	2.581
0.618	2.555
0.500	2.547
0.382	2.539
LOW	2.513
0.618	2.471
1.000	2.445
1.618	2.403
2.618	2.335
4.250	2.224

Fisher Pivots for day following 16-Nov-2015
Pivot	1 day	3 day
R1	2.550	2.539
PP	2.548	2.527
S1	2.547	2.516

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

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