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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |