Do you have a neutral W-W and phase leg BK-BK to the first light? Daisy chain may not be the appropriate word if the circuit from L5 does not return to the switch.I have 5 light fixtures wired in a daisy chain. I have them wired using 12-2 romex from the breaker to the switch then to each light. So it is sw- L1-L2-L3-L4-L5. I have 120 volts at the switch and each box with the switch on. Now I can't figure out why the lights aren't working. I even broke the chain and just wired the first light still nothing. What am I missing? Thanks