NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 20-Nov-2015

Day Change Summary
	Previous	Current
	19-Nov-2015	20-Nov-2015	Change	Change %	Previous Week
Open	2.512	2.470	-0.042	-1.7%	2.595
High	2.548	2.470	-0.078	-3.1%	2.602
Low	2.468	2.382	-0.086	-3.5%	2.382
Close	2.478	2.388	-0.090	-3.6%	2.388
Range	0.080	0.088	0.008	10.0%	0.220
ATR	0.061	0.063	0.003	4.1%	0.000
Volume	9,122	10,395	1,273	14.0%	38,947

Daily Pivots for day following 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.677	2.621	2.436
R3	2.589	2.533	2.412
R2	2.501	2.501	2.404
R1	2.445	2.445	2.396	2.429
PP	2.413	2.413	2.413	2.406
S1	2.357	2.357	2.380	2.341
S2	2.325	2.325	2.372
S3	2.237	2.269	2.364
S4	2.149	2.181	2.340

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.117	2.973	2.509
R3	2.897	2.753	2.449
R2	2.677	2.677	2.428
R1	2.533	2.533	2.408	2.495
PP	2.457	2.457	2.457	2.439
S1	2.313	2.313	2.368	2.275
S2	2.237	2.237	2.348
S3	2.017	2.093	2.328
S4	1.797	1.873	2.267

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.602	2.382	0.220	9.2%	0.072	3.0%	3%	False	True	7,789
10	2.602	2.382	0.220	9.2%	0.064	2.7%	3%	False	True	7,815
20	2.602	2.374	0.228	9.5%	0.067	2.8%	6%	False	False	7,271
40	2.809	2.374	0.435	18.2%	0.055	2.3%	3%	False	False	5,374

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	2.844
2.618	2.700
1.618	2.612
1.000	2.558
0.618	2.524
HIGH	2.470
0.618	2.436
0.500	2.426
0.382	2.416
LOW	2.382
0.618	2.328
1.000	2.294
1.618	2.240
2.618	2.152
4.250	2.008

Fisher Pivots for day following 20-Nov-2015
Pivot	1 day	3 day
R1	2.426	2.483
PP	2.413	2.451
S1	2.401	2.420

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

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