NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 09-Nov-2015

Day Change Summary
	Previous	Current
	06-Nov-2015	09-Nov-2015	Change	Change %	Previous Week
Open	2.519	2.529	0.010	0.4%	2.446
High	2.547	2.535	-0.012	-0.5%	2.547
Low	2.490	2.448	-0.042	-1.7%	2.432
Close	2.532	2.478	-0.054	-2.1%	2.532
Range	0.057	0.087	0.030	52.6%	0.115
ATR	0.059	0.061	0.002	3.5%	0.000
Volume	8,836	9,664	828	9.4%	30,103

Daily Pivots for day following 09-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.748	2.700	2.526
R3	2.661	2.613	2.502
R2	2.574	2.574	2.494
R1	2.526	2.526	2.486	2.507
PP	2.487	2.487	2.487	2.477
S1	2.439	2.439	2.470	2.420
S2	2.400	2.400	2.462
S3	2.313	2.352	2.454
S4	2.226	2.265	2.430

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.849	2.805	2.595
R3	2.734	2.690	2.564
R2	2.619	2.619	2.553
R1	2.575	2.575	2.543	2.597
PP	2.504	2.504	2.504	2.515
S1	2.460	2.460	2.521	2.482
S2	2.389	2.389	2.511
S3	2.274	2.345	2.500
S4	2.159	2.230	2.469

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.547	2.448	0.099	4.0%	0.064	2.6%	30%	False	True	6,742
10	2.547	2.374	0.173	7.0%	0.073	2.9%	60%	False	False	6,896
20	2.753	2.374	0.379	15.3%	0.058	2.4%	27%	False	False	5,321
40	2.907	2.374	0.533	21.5%	0.050	2.0%	20%	False	False	4,042

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.905
2.618	2.763
1.618	2.676
1.000	2.622
0.618	2.589
HIGH	2.535
0.618	2.502
0.500	2.492
0.382	2.481
LOW	2.448
0.618	2.394
1.000	2.361
1.618	2.307
2.618	2.220
4.250	2.078

Fisher Pivots for day following 09-Nov-2015
Pivot	1 day	3 day
R1	2.492	2.498
PP	2.487	2.491
S1	2.483	2.485

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

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