NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 21-Oct-2015

Day Change Summary
	Previous	Current
	20-Oct-2015	21-Oct-2015	Change	Change %	Previous Week
Open	2.453	2.493	0.040	1.6%	2.520
High	2.499	2.493	-0.006	-0.2%	2.578
Low	2.444	2.379	-0.065	-2.7%	2.410
Close	2.476	2.404	-0.072	-2.9%	2.430
Range	0.055	0.114	0.059	107.3%	0.168
ATR	0.071	0.074	0.003	4.4%	0.000
Volume	147,317	156,828	9,511	6.5%	730,110

Daily Pivots for day following 21-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.767	2.700	2.467
R3	2.653	2.586	2.435
R2	2.539	2.539	2.425
R1	2.472	2.472	2.414	2.449
PP	2.425	2.425	2.425	2.414
S1	2.358	2.358	2.394	2.335
S2	2.311	2.311	2.383
S3	2.197	2.244	2.373
S4	2.083	2.130	2.341

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.977	2.871	2.522
R3	2.809	2.703	2.476
R2	2.641	2.641	2.461
R1	2.535	2.535	2.445	2.504
PP	2.473	2.473	2.473	2.457
S1	2.367	2.367	2.415	2.336
S2	2.305	2.305	2.399
S3	2.137	2.199	2.384
S4	1.969	2.031	2.338

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.578	2.379	0.199	8.3%	0.080	3.3%	13%	False	True	139,730
10	2.578	2.379	0.199	8.3%	0.072	3.0%	13%	False	True	144,031
20	2.720	2.379	0.341	14.2%	0.077	3.2%	7%	False	True	138,846
40	2.859	2.379	0.480	20.0%	0.068	2.8%	5%	False	True	97,925
60	3.052	2.379	0.673	28.0%	0.069	2.9%	4%	False	True	78,792
80	3.079	2.379	0.700	29.1%	0.069	2.9%	4%	False	True	64,449
100	3.118	2.379	0.739	30.7%	0.072	3.0%	3%	False	True	55,295
120	3.254	2.379	0.875	36.4%	0.074	3.1%	3%	False	True	48,095

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.978
2.618	2.791
1.618	2.677
1.000	2.607
0.618	2.563
HIGH	2.493
0.618	2.449
0.500	2.436
0.382	2.423
LOW	2.379
0.618	2.309
1.000	2.265
1.618	2.195
2.618	2.081
4.250	1.895

Fisher Pivots for day following 21-Oct-2015
Pivot	1 day	3 day
R1	2.436	2.439
PP	2.425	2.427
S1	2.415	2.416

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

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