NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 23-Nov-2015

Day Change Summary
	Previous	Current
	20-Nov-2015	23-Nov-2015	Change	Change %	Previous Week
Open	2.470	2.374	-0.096	-3.9%	2.595
High	2.470	2.446	-0.024	-1.0%	2.602
Low	2.382	2.334	-0.048	-2.0%	2.382
Close	2.388	2.443	0.055	2.3%	2.388
Range	0.088	0.112	0.024	27.3%	0.220
ATR	0.063	0.067	0.003	5.5%	0.000
Volume	10,395	7,213	-3,182	-30.6%	38,947

Daily Pivots for day following 23-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.744	2.705	2.505
R3	2.632	2.593	2.474
R2	2.520	2.520	2.464
R1	2.481	2.481	2.453	2.501
PP	2.408	2.408	2.408	2.417
S1	2.369	2.369	2.433	2.389
S2	2.296	2.296	2.422
S3	2.184	2.257	2.412
S4	2.072	2.145	2.381

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	2.585	2.334	0.251	10.3%	0.083	3.4%	43%	False	True	7,852
10	2.602	2.334	0.268	11.0%	0.066	2.7%	41%	False	True	7,570
20	2.602	2.334	0.268	11.0%	0.070	2.9%	41%	False	True	7,233
40	2.790	2.334	0.456	18.7%	0.057	2.3%	24%	False	True	5,480

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	0.020
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	2.922
2.618	2.739
1.618	2.627
1.000	2.558
0.618	2.515
HIGH	2.446
0.618	2.403
0.500	2.390
0.382	2.377
LOW	2.334
0.618	2.265
1.000	2.222
1.618	2.153
2.618	2.041
4.250	1.858

Fisher Pivots for day following 23-Nov-2015
Pivot	1 day	3 day
R1	2.425	2.442
PP	2.408	2.442
S1	2.390	2.441

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

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