NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 17-Nov-2015

Day Change Summary
	Previous	Current
	16-Nov-2015	17-Nov-2015	Change	Change %	Previous Week
Open	2.595	2.551	-0.044	-1.7%	2.529
High	2.602	2.585	-0.017	-0.7%	2.570
Low	2.544	2.512	-0.032	-1.3%	2.448
Close	2.582	2.575	-0.007	-0.3%	2.560
Range	0.058	0.073	0.015	25.9%	0.122
ATR	0.058	0.059	0.001	1.8%	0.000
Volume	6,900	5,265	-1,635	-23.7%	39,211

Daily Pivots for day following 17-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.776	2.749	2.615
R3	2.703	2.676	2.595
R2	2.630	2.630	2.588
R1	2.603	2.603	2.582	2.617
PP	2.557	2.557	2.557	2.564
S1	2.530	2.530	2.568	2.544
S2	2.484	2.484	2.562
S3	2.411	2.457	2.555
S4	2.338	2.384	2.535

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.892	2.848	2.627
R3	2.770	2.726	2.594
R2	2.648	2.648	2.582
R1	2.604	2.604	2.571	2.626
PP	2.526	2.526	2.526	2.537
S1	2.482	2.482	2.549	2.504
S2	2.404	2.404	2.538
S3	2.282	2.360	2.526
S4	2.160	2.238	2.493

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.602	2.489	0.113	4.4%	0.054	2.1%	76%	False	False	6,967
10	2.602	2.448	0.154	6.0%	0.061	2.4%	82%	False	False	6,995
20	2.692	2.374	0.318	12.3%	0.064	2.5%	63%	False	False	6,546
40	2.809	2.374	0.435	16.9%	0.053	2.1%	46%	False	False	4,850

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2.895
2.618	2.776
1.618	2.703
1.000	2.658
0.618	2.630
HIGH	2.585
0.618	2.557
0.500	2.549
0.382	2.540
LOW	2.512
0.618	2.467
1.000	2.439
1.618	2.394
2.618	2.321
4.250	2.202

Fisher Pivots for day following 17-Nov-2015
Pivot	1 day	3 day
R1	2.566	2.569
PP	2.557	2.563
S1	2.549	2.557

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

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