NYMEX Natural Gas Future April 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	2.493	2.444	-0.049	-2.0%	2.573
High	2.519	2.444	-0.075	-3.0%	2.581
Low	2.430	2.338	-0.092	-3.8%	2.338
Close	2.444	2.346	-0.098	-4.0%	2.346
Range	0.089	0.106	0.017	19.1%	0.243
ATR	0.067	0.069	0.003	4.2%	0.000
Volume	27,807	32,663	4,856	17.5%	127,520

Daily Pivots for day following 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.694	2.626	2.404
R3	2.588	2.520	2.375
R2	2.482	2.482	2.365
R1	2.414	2.414	2.356	2.395
PP	2.376	2.376	2.376	2.367
S1	2.308	2.308	2.336	2.289
S2	2.270	2.270	2.327
S3	2.164	2.202	2.317
S4	2.058	2.096	2.288

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.151	2.991	2.480
R3	2.908	2.748	2.413
R2	2.665	2.665	2.391
R1	2.505	2.505	2.368	2.464
PP	2.422	2.422	2.422	2.401
S1	2.262	2.262	2.324	2.221
S2	2.179	2.179	2.301
S3	1.936	2.019	2.279
S4	1.693	1.776	2.212

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.581	2.338	0.243	10.4%	0.080	3.4%	3%	False	True	25,504
10	2.581	2.338	0.243	10.4%	0.072	3.1%	3%	False	True	25,576
20	2.581	2.337	0.244	10.4%	0.074	3.2%	4%	False	False	24,897
40	2.811	2.337	0.474	20.2%	0.061	2.6%	2%	False	False	20,739
60	2.912	2.337	0.575	24.5%	0.054	2.3%	2%	False	False	17,106

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	0.015
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	2.895
2.618	2.722
1.618	2.616
1.000	2.550
0.618	2.510
HIGH	2.444
0.618	2.404
0.500	2.391
0.382	2.378
LOW	2.338
0.618	2.272
1.000	2.232
1.618	2.166
2.618	2.060
4.250	1.888

Fisher Pivots for day following 20-Nov-2015
Pivot	1 day	3 day
R1	2.391	2.448
PP	2.376	2.414
S1	2.361	2.380

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

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