NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 11-Nov-2015

Day Change Summary
	Previous	Current
	10-Nov-2015	11-Nov-2015	Change	Change %	Previous Week
Open	2.488	2.528	0.040	1.6%	2.446
High	2.525	2.536	0.011	0.4%	2.547
Low	2.471	2.492	0.021	0.8%	2.432
Close	2.519	2.505	-0.014	-0.6%	2.532
Range	0.054	0.044	-0.010	-18.5%	0.115
ATR	0.060	0.059	-0.001	-1.9%	0.000
Volume	6,877	8,620	1,743	25.3%	30,103

Daily Pivots for day following 11-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.643	2.618	2.529
R3	2.599	2.574	2.517
R2	2.555	2.555	2.513
R1	2.530	2.530	2.509	2.521
PP	2.511	2.511	2.511	2.506
S1	2.486	2.486	2.501	2.477
S2	2.467	2.467	2.497
S3	2.423	2.442	2.493
S4	2.379	2.398	2.481

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%	0.066	2.6%	58%	False	False	7,907
10	2.547	2.374	0.173	6.9%	0.066	2.6%	76%	False	False	7,176
20	2.753	2.374	0.379	15.1%	0.060	2.4%	35%	False	False	5,808
40	2.838	2.374	0.464	18.5%	0.051	2.0%	28%	False	False	4,332

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	True
Stretch	0.019
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2.723
2.618	2.651
1.618	2.607
1.000	2.580
0.618	2.563
HIGH	2.536
0.618	2.519
0.500	2.514
0.382	2.509
LOW	2.492
0.618	2.465
1.000	2.448
1.618	2.421
2.618	2.377
4.250	2.305

Fisher Pivots for day following 11-Nov-2015
Pivot	1 day	3 day
R1	2.514	2.501
PP	2.511	2.496
S1	2.508	2.492

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

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