NYMEX Natural Gas Future January 2016

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

Day Change Summary
	Previous	Current
	26-Oct-2015	27-Oct-2015	Change	Change %	Previous Week
Open	2.576	2.520	-0.056	-2.2%	2.823
High	2.590	2.581	-0.009	-0.3%	2.842
Low	2.500	2.492	-0.008	-0.3%	2.623
Close	2.515	2.531	0.016	0.6%	2.632
Range	0.090	0.089	-0.001	-1.1%	0.219
ATR	0.069	0.070	0.001	2.1%	0.000
Volume	56,807	45,043	-11,764	-20.7%	213,589

Daily Pivots for day following 27-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.802	2.755	2.580
R3	2.713	2.666	2.555
R2	2.624	2.624	2.547
R1	2.577	2.577	2.539	2.601
PP	2.535	2.535	2.535	2.546
S1	2.488	2.488	2.523	2.512
S2	2.446	2.446	2.515
S3	2.357	2.399	2.507
S4	2.268	2.310	2.482

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.356	3.213	2.752
R3	3.137	2.994	2.692
R2	2.918	2.918	2.672
R1	2.775	2.775	2.652	2.737
PP	2.699	2.699	2.699	2.680
S1	2.556	2.556	2.612	2.518
S2	2.480	2.480	2.592
S3	2.261	2.337	2.572
S4	2.042	2.118	2.512

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.832	2.492	0.340	13.4%	0.086	3.4%	11%	False	True	49,575
10	2.918	2.492	0.426	16.8%	0.069	2.7%	9%	False	True	47,138
20	2.918	2.492	0.426	16.8%	0.065	2.6%	9%	False	True	49,376
40	3.103	2.492	0.611	24.1%	0.061	2.4%	6%	False	True	36,811
60	3.293	2.492	0.801	31.6%	0.060	2.4%	5%	False	True	32,178
80	3.343	2.492	0.851	33.6%	0.062	2.4%	5%	False	True	28,138
100	3.383	2.492	0.891	35.2%	0.064	2.5%	4%	False	True	25,596

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.959
2.618	2.814
1.618	2.725
1.000	2.670
0.618	2.636
HIGH	2.581
0.618	2.547
0.500	2.537
0.382	2.526
LOW	2.492
0.618	2.437
1.000	2.403
1.618	2.348
2.618	2.259
4.250	2.114

Fisher Pivots for day following 27-Oct-2015
Pivot	1 day	3 day
R1	2.537	2.600
PP	2.535	2.577
S1	2.533	2.554

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

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