NYMEX Natural Gas Future April 2016

Trading Metrics calculated at close of trading on 27-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	27-Nov-2015	Change	Change %	Previous Week
Open	2.389	2.358	-0.031	-1.3%	2.331
High	2.412	2.365	-0.047	-1.9%	2.412
Low	2.343	2.303	-0.040	-1.7%	2.293
Close	2.378	2.318	-0.060	-2.5%	2.318
Range	0.069	0.062	-0.007	-10.1%	0.119
ATR	0.072	0.072	0.000	0.3%	0.000
Volume	19,757	9,801	-9,956	-50.4%	75,978

Daily Pivots for day following 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.515	2.478	2.352
R3	2.453	2.416	2.335
R2	2.391	2.391	2.329
R1	2.354	2.354	2.324	2.342
PP	2.329	2.329	2.329	2.322
S1	2.292	2.292	2.312	2.280
S2	2.267	2.267	2.307
S3	2.205	2.230	2.301
S4	2.143	2.168	2.284

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.698	2.627	2.383
R3	2.579	2.508	2.351
R2	2.460	2.460	2.340
R1	2.389	2.389	2.329	2.365
PP	2.341	2.341	2.341	2.329
S1	2.270	2.270	2.307	2.246
S2	2.222	2.222	2.296
S3	2.103	2.151	2.285
S4	1.984	2.032	2.253

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.444	2.293	0.151	6.5%	0.084	3.6%	17%	False	False	21,728
10	2.581	2.293	0.288	12.4%	0.077	3.3%	9%	False	False	22,661
20	2.581	2.293	0.288	12.4%	0.072	3.1%	9%	False	False	23,572
40	2.746	2.293	0.453	19.5%	0.062	2.7%	6%	False	False	20,691
60	2.912	2.293	0.619	26.7%	0.057	2.5%	4%	False	False	17,880
80	3.056	2.293	0.763	32.9%	0.053	2.3%	3%	False	False	15,378

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	False
Bull Hook	False
Stretch	0.016
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2.629
2.618	2.527
1.618	2.465
1.000	2.427
0.618	2.403
HIGH	2.365
0.618	2.341
0.500	2.334
0.382	2.327
LOW	2.303
0.618	2.265
1.000	2.241
1.618	2.203
2.618	2.141
4.250	2.040

Fisher Pivots for day following 27-Nov-2015
Pivot	1 day	3 day
R1	2.334	2.358
PP	2.329	2.344
S1	2.323	2.331

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

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