NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 06-Oct-2015

Day Change Summary
	Previous	Current
	05-Oct-2015	06-Oct-2015	Change	Change %	Previous Week
Open	2.451	2.459	0.008	0.3%	2.674
High	2.491	2.489	-0.002	-0.1%	2.720
Low	2.429	2.436	0.007	0.3%	2.403
Close	2.450	2.470	0.020	0.8%	2.451
Range	0.062	0.053	-0.009	-14.5%	0.317
ATR	0.074	0.073	-0.002	-2.0%	0.000
Volume	103,985	140,217	36,232	34.8%	673,801

Daily Pivots for day following 06-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.624	2.600	2.499
R3	2.571	2.547	2.485
R2	2.518	2.518	2.480
R1	2.494	2.494	2.475	2.506
PP	2.465	2.465	2.465	2.471
S1	2.441	2.441	2.465	2.453
S2	2.412	2.412	2.460
S3	2.359	2.388	2.455
S4	2.306	2.335	2.441

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.476	3.280	2.625
R3	3.159	2.963	2.538
R2	2.842	2.842	2.509
R1	2.646	2.646	2.480	2.586
PP	2.525	2.525	2.525	2.494
S1	2.329	2.329	2.422	2.269
S2	2.208	2.208	2.393
S3	1.891	2.012	2.364
S4	1.574	1.695	2.277

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.611	2.403	0.208	8.4%	0.081	3.3%	32%	False	False	130,770
10	2.720	2.403	0.317	12.8%	0.078	3.2%	21%	False	False	125,490
20	2.859	2.403	0.456	18.5%	0.070	2.8%	15%	False	False	99,392
40	3.052	2.403	0.649	26.3%	0.067	2.7%	10%	False	False	70,219
60	3.079	2.403	0.676	27.4%	0.069	2.8%	10%	False	False	56,184
80	3.118	2.403	0.715	28.9%	0.070	2.8%	9%	False	False	46,895
100	3.254	2.403	0.851	34.5%	0.073	3.0%	8%	False	False	40,603
120	3.254	2.403	0.851	34.5%	0.073	2.9%	8%	False	False	35,379

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	0.021
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2.714
2.618	2.628
1.618	2.575
1.000	2.542
0.618	2.522
HIGH	2.489
0.618	2.469
0.500	2.463
0.382	2.456
LOW	2.436
0.618	2.403
1.000	2.383
1.618	2.350
2.618	2.297
4.250	2.211

Fisher Pivots for day following 06-Oct-2015
Pivot	1 day	3 day
R1	2.468	2.462
PP	2.465	2.455
S1	2.463	2.447

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

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