NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 03-Dec-2015

Day Change Summary
	Previous	Current
	02-Dec-2015	03-Dec-2015	Change	Change %	Previous Week
Open	2.381	2.338	-0.043	-1.8%	2.374
High	2.386	2.368	-0.018	-0.8%	2.451
Low	2.342	2.324	-0.018	-0.8%	2.334
Close	2.352	2.349	-0.003	-0.1%	2.366
Range	0.044	0.044	0.000	0.0%	0.117
ATR	0.063	0.062	-0.001	-2.2%	0.000
Volume	15,359	11,351	-4,008	-26.1%	27,432

Daily Pivots for day following 03-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.479	2.458	2.373
R3	2.435	2.414	2.361
R2	2.391	2.391	2.357
R1	2.370	2.370	2.353	2.381
PP	2.347	2.347	2.347	2.352
S1	2.326	2.326	2.345	2.337
S2	2.303	2.303	2.341
S3	2.259	2.282	2.337
S4	2.215	2.238	2.325

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	2.404	2.324	0.080	3.4%	0.043	1.8%	31%	False	True	10,040
10	2.548	2.324	0.224	9.5%	0.063	2.7%	11%	False	True	9,386
20	2.602	2.324	0.278	11.8%	0.062	2.6%	9%	False	True	8,343
40	2.760	2.324	0.436	18.6%	0.058	2.4%	6%	False	True	6,423
60	2.907	2.324	0.583	24.8%	0.052	2.2%	4%	False	True	5,166

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	0.015

Fibonacci Retracements and Extensions
4.250	2.555
2.618	2.483
1.618	2.439
1.000	2.412
0.618	2.395
HIGH	2.368
0.618	2.351
0.500	2.346
0.382	2.341
LOW	2.324
0.618	2.297
1.000	2.280
1.618	2.253
2.618	2.209
4.250	2.137

Fisher Pivots for day following 03-Dec-2015
Pivot	1 day	3 day
R1	2.348	2.364
PP	2.347	2.359
S1	2.346	2.354

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

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