NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 10-Nov-2015

Day Change Summary
	Previous	Current
	09-Nov-2015	10-Nov-2015	Change	Change %	Previous Week
Open	2.529	2.488	-0.041	-1.6%	2.446
High	2.535	2.525	-0.010	-0.4%	2.547
Low	2.448	2.471	0.023	0.9%	2.432
Close	2.478	2.519	0.041	1.7%	2.532
Range	0.087	0.054	-0.033	-37.9%	0.115
ATR	0.061	0.060	0.000	-0.8%	0.000
Volume	9,664	6,877	-2,787	-28.8%	30,103

Daily Pivots for day following 10-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.667	2.647	2.549
R3	2.613	2.593	2.534
R2	2.559	2.559	2.529
R1	2.539	2.539	2.524	2.549
PP	2.505	2.505	2.505	2.510
S1	2.485	2.485	2.514	2.495
S2	2.451	2.451	2.509
S3	2.397	2.431	2.504
S4	2.343	2.377	2.489

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	3.9%	0.068	2.7%	72%	False	False	7,024
10	2.547	2.374	0.173	6.9%	0.071	2.8%	84%	False	False	7,012
20	2.753	2.374	0.379	15.0%	0.059	2.4%	38%	False	False	5,522
40	2.871	2.374	0.497	19.7%	0.051	2.0%	29%	False	False	4,160

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.755
2.618	2.666
1.618	2.612
1.000	2.579
0.618	2.558
HIGH	2.525
0.618	2.504
0.500	2.498
0.382	2.492
LOW	2.471
0.618	2.438
1.000	2.417
1.618	2.384
2.618	2.330
4.250	2.242

Fisher Pivots for day following 10-Nov-2015
Pivot	1 day	3 day
R1	2.512	2.512
PP	2.505	2.505
S1	2.498	2.498

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

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