NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 01-Oct-2015

Day Change Summary
	Previous	Current
	30-Sep-2015	01-Oct-2015	Change	Change %	Previous Week
Open	2.585	2.522	-0.063	-2.4%	2.658
High	2.611	2.541	-0.070	-2.7%	2.687
Low	2.511	2.420	-0.091	-3.6%	2.592
Close	2.524	2.433	-0.091	-3.6%	2.631
Range	0.100	0.121	0.021	21.0%	0.095
ATR	0.072	0.076	0.003	4.9%	0.000
Volume	131,356	165,222	33,866	25.8%	497,674

Daily Pivots for day following 01-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.828	2.751	2.500
R3	2.707	2.630	2.466
R2	2.586	2.586	2.455
R1	2.509	2.509	2.444	2.487
PP	2.465	2.465	2.465	2.454
S1	2.388	2.388	2.422	2.366
S2	2.344	2.344	2.411
S3	2.223	2.267	2.400
S4	2.102	2.146	2.366

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.922	2.871	2.683
R3	2.827	2.776	2.657
R2	2.732	2.732	2.648
R1	2.681	2.681	2.640	2.659
PP	2.637	2.637	2.637	2.626
S1	2.586	2.586	2.622	2.564
S2	2.542	2.542	2.614
S3	2.447	2.491	2.605
S4	2.352	2.396	2.579

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.720	2.420	0.300	12.3%	0.095	3.9%	4%	False	True	138,354
10	2.744	2.420	0.324	13.3%	0.074	3.1%	4%	False	True	113,005
20	2.859	2.420	0.439	18.0%	0.072	3.0%	3%	False	True	88,744
40	3.052	2.420	0.632	26.0%	0.067	2.8%	2%	False	True	64,995
60	3.079	2.420	0.659	27.1%	0.069	2.9%	2%	False	True	51,471
80	3.118	2.420	0.698	28.7%	0.071	2.9%	2%	False	True	43,393
100	3.254	2.420	0.834	34.3%	0.074	3.1%	2%	False	True	37,501
120	3.254	2.420	0.834	34.3%	0.073	3.0%	2%	False	True	32,561

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	3.055
2.618	2.858
1.618	2.737
1.000	2.662
0.618	2.616
HIGH	2.541
0.618	2.495
0.500	2.481
0.382	2.466
LOW	2.420
0.618	2.345
1.000	2.299
1.618	2.224
2.618	2.103
4.250	1.906

Fisher Pivots for day following 01-Oct-2015
Pivot	1 day	3 day
R1	2.481	2.547
PP	2.465	2.509
S1	2.449	2.471

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

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