NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 23-Oct-2015

Day Change Summary
	Previous	Current
	22-Oct-2015	23-Oct-2015	Change	Change %	Previous Week
Open	2.398	2.372	-0.026	-1.1%	2.464
High	2.435	2.374	-0.061	-2.5%	2.499
Low	2.356	2.275	-0.081	-3.4%	2.275
Close	2.386	2.286	-0.100	-4.2%	2.286
Range	0.079	0.099	0.020	25.3%	0.224
ATR	0.074	0.077	0.003	3.6%	0.000
Volume	138,906	107,554	-31,352	-22.6%	646,465

Daily Pivots for day following 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.609	2.546	2.340
R3	2.510	2.447	2.313
R2	2.411	2.411	2.304
R1	2.348	2.348	2.295	2.330
PP	2.312	2.312	2.312	2.303
S1	2.249	2.249	2.277	2.231
S2	2.213	2.213	2.268
S3	2.114	2.150	2.259
S4	2.015	2.051	2.232

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.025	2.880	2.409
R3	2.801	2.656	2.348
R2	2.577	2.577	2.327
R1	2.432	2.432	2.307	2.393
PP	2.353	2.353	2.353	2.334
S1	2.208	2.208	2.265	2.169
S2	2.129	2.129	2.245
S3	1.905	1.984	2.224
S4	1.681	1.760	2.163

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.499	2.275	0.224	9.8%	0.079	3.4%	5%	False	True	129,293
10	2.578	2.275	0.303	13.3%	0.076	3.3%	4%	False	True	137,657
20	2.720	2.275	0.445	19.5%	0.077	3.4%	2%	False	True	138,410
40	2.859	2.275	0.584	25.5%	0.070	3.1%	2%	False	True	102,449
60	3.052	2.275	0.777	34.0%	0.069	3.0%	1%	False	True	82,212
80	3.079	2.275	0.804	35.2%	0.070	3.1%	1%	False	True	67,064
100	3.118	2.275	0.843	36.9%	0.072	3.1%	1%	False	True	57,468
120	3.254	2.275	0.979	42.8%	0.075	3.3%	1%	False	True	50,052

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.795
2.618	2.633
1.618	2.534
1.000	2.473
0.618	2.435
HIGH	2.374
0.618	2.336
0.500	2.325
0.382	2.313
LOW	2.275
0.618	2.214
1.000	2.176
1.618	2.115
2.618	2.016
4.250	1.854

Fisher Pivots for day following 23-Oct-2015
Pivot	1 day	3 day
R1	2.325	2.384
PP	2.312	2.351
S1	2.299	2.319

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

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