NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 27-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	27-Nov-2015	Change	Change %	Previous Week
Open	2.431	2.388	-0.043	-1.8%	2.374
High	2.451	2.388	-0.063	-2.6%	2.451
Low	2.393	2.350	-0.043	-1.8%	2.334
Close	2.422	2.366	-0.056	-2.3%	2.366
Range	0.058	0.038	-0.020	-34.5%	0.117
ATR	0.067	0.067	0.000	0.6%	0.000
Volume	6,497	3,293	-3,204	-49.3%	27,432

Daily Pivots for day following 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.482	2.462	2.387
R3	2.444	2.424	2.376
R2	2.406	2.406	2.373
R1	2.386	2.386	2.369	2.377
PP	2.368	2.368	2.368	2.364
S1	2.348	2.348	2.363	2.339
S2	2.330	2.330	2.359
S3	2.292	2.310	2.356
S4	2.254	2.272	2.345

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.735	2.667	2.430
R3	2.618	2.550	2.398
R2	2.501	2.501	2.387
R1	2.433	2.433	2.377	2.409
PP	2.384	2.384	2.384	2.371
S1	2.316	2.316	2.355	2.292
S2	2.267	2.267	2.345
S3	2.150	2.199	2.334
S4	2.033	2.082	2.302

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.470	2.334	0.136	5.7%	0.074	3.1%	24%	False	False	7,565
10	2.602	2.334	0.268	11.3%	0.068	2.9%	12%	False	False	7,227
20	2.602	2.334	0.268	11.3%	0.065	2.7%	12%	False	False	7,224
40	2.760	2.334	0.426	18.0%	0.057	2.4%	8%	False	False	5,684
60	2.907	2.334	0.573	24.2%	0.052	2.2%	6%	False	False	4,515

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	0.019
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	2.550
2.618	2.487
1.618	2.449
1.000	2.426
0.618	2.411
HIGH	2.388
0.618	2.373
0.500	2.369
0.382	2.365
LOW	2.350
0.618	2.327
1.000	2.312
1.618	2.289
2.618	2.251
4.250	2.189

Fisher Pivots for day following 27-Nov-2015
Pivot	1 day	3 day
R1	2.369	2.401
PP	2.368	2.389
S1	2.367	2.378

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

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