NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 19-Oct-2015

Day Change Summary
	Previous	Current
	16-Oct-2015	19-Oct-2015	Change	Change %	Previous Week
Open	2.812	2.800	-0.012	-0.4%	2.858
High	2.813	2.812	-0.001	0.0%	2.887
Low	2.776	2.781	0.005	0.2%	2.776
Close	2.782	2.790	0.008	0.3%	2.782
Range	0.037	0.031	-0.006	-16.2%	0.111
ATR	0.054	0.052	-0.002	-3.1%	0.000
Volume	16,131	12,860	-3,271	-20.3%	109,423

Daily Pivots for day following 19-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.887	2.870	2.807
R3	2.856	2.839	2.799
R2	2.825	2.825	2.796
R1	2.808	2.808	2.793	2.801
PP	2.794	2.794	2.794	2.791
S1	2.777	2.777	2.787	2.770
S2	2.763	2.763	2.784
S3	2.732	2.746	2.781
S4	2.701	2.715	2.773

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.148	3.076	2.843
R3	3.037	2.965	2.813
R2	2.926	2.926	2.802
R1	2.854	2.854	2.792	2.835
PP	2.815	2.815	2.815	2.805
S1	2.743	2.743	2.772	2.724
S2	2.704	2.704	2.762
S3	2.593	2.632	2.751
S4	2.482	2.521	2.721

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.887	2.776	0.111	4.0%	0.048	1.7%	13%	False	False	20,759
10	2.887	2.775	0.112	4.0%	0.048	1.7%	13%	False	False	20,523
20	2.956	2.733	0.223	8.0%	0.054	1.9%	26%	False	False	18,757
40	3.062	2.733	0.329	11.8%	0.050	1.8%	17%	False	False	14,232
60	3.238	2.733	0.505	18.1%	0.053	1.9%	11%	False	False	12,023

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	2.944
2.618	2.893
1.618	2.862
1.000	2.843
0.618	2.831
HIGH	2.812
0.618	2.800
0.500	2.797
0.382	2.793
LOW	2.781
0.618	2.762
1.000	2.750
1.618	2.731
2.618	2.700
4.250	2.649

Fisher Pivots for day following 19-Oct-2015
Pivot	1 day	3 day
R1	2.797	2.832
PP	2.794	2.818
S1	2.792	2.804

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

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