NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 25-Nov-2015

Day Change Summary
	Previous	Current
	24-Nov-2015	25-Nov-2015	Change	Change %	Previous Week
Open	2.431	2.431	0.000	0.0%	2.595
High	2.449	2.451	0.002	0.1%	2.602
Low	2.376	2.393	0.017	0.7%	2.382
Close	2.437	2.422	-0.015	-0.6%	2.388
Range	0.073	0.058	-0.015	-20.5%	0.220
ATR	0.067	0.067	-0.001	-1.0%	0.000
Volume	10,429	6,497	-3,932	-37.7%	38,947

Daily Pivots for day following 25-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.596	2.567	2.454
R3	2.538	2.509	2.438
R2	2.480	2.480	2.433
R1	2.451	2.451	2.427	2.437
PP	2.422	2.422	2.422	2.415
S1	2.393	2.393	2.417	2.379
S2	2.364	2.364	2.411
S3	2.306	2.335	2.406
S4	2.248	2.277	2.390

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	2.548	2.334	0.214	8.8%	0.082	3.4%	41%	False	False	8,731
10	2.602	2.334	0.268	11.1%	0.070	2.9%	33%	False	False	7,713
20	2.602	2.334	0.268	11.1%	0.068	2.8%	33%	False	False	7,445
40	2.760	2.334	0.426	17.6%	0.057	2.4%	21%	False	False	5,701
60	2.907	2.334	0.573	23.7%	0.052	2.1%	15%	False	False	4,501

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	False
Stretch	0.021
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2.698
2.618	2.603
1.618	2.545
1.000	2.509
0.618	2.487
HIGH	2.451
0.618	2.429
0.500	2.422
0.382	2.415
LOW	2.393
0.618	2.357
1.000	2.335
1.618	2.299
2.618	2.241
4.250	2.147

Fisher Pivots for day following 25-Nov-2015
Pivot	1 day	3 day
R1	2.422	2.412
PP	2.422	2.402
S1	2.422	2.393

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

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