NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 02-Oct-2015

Day Change Summary
	Previous	Current
	01-Oct-2015	02-Oct-2015	Change	Change %	Previous Week
Open	2.700	2.625	-0.075	-2.8%	2.836
High	2.714	2.684	-0.030	-1.1%	2.875
Low	2.618	2.607	-0.011	-0.4%	2.607
Close	2.631	2.664	0.033	1.3%	2.664
Range	0.096	0.077	-0.019	-19.8%	0.268
ATR	0.069	0.069	0.001	0.8%	0.000
Volume	57,466	45,324	-12,142	-21.1%	220,784

Daily Pivots for day following 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.883	2.850	2.706
R3	2.806	2.773	2.685
R2	2.729	2.729	2.678
R1	2.696	2.696	2.671	2.713
PP	2.652	2.652	2.652	2.660
S1	2.619	2.619	2.657	2.636
S2	2.575	2.575	2.650
S3	2.498	2.542	2.643
S4	2.421	2.465	2.622

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.519	3.360	2.811
R3	3.251	3.092	2.738
R2	2.983	2.983	2.713
R1	2.824	2.824	2.689	2.770
PP	2.715	2.715	2.715	2.688
S1	2.556	2.556	2.639	2.502
S2	2.447	2.447	2.615
S3	2.179	2.288	2.590
S4	1.911	2.020	2.517

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.875	2.607	0.268	10.1%	0.082	3.1%	21%	False	True	44,156
10	2.875	2.607	0.268	10.1%	0.069	2.6%	21%	False	True	35,078
20	2.998	2.607	0.391	14.7%	0.064	2.4%	15%	False	True	29,446
40	3.197	2.607	0.590	22.1%	0.061	2.3%	10%	False	True	24,561
60	3.237	2.607	0.630	23.6%	0.064	2.4%	9%	False	True	21,193
80	3.283	2.607	0.676	25.4%	0.065	2.4%	8%	False	True	18,970
100	3.391	2.607	0.784	29.4%	0.068	2.5%	7%	False	True	16,991
120	3.391	2.607	0.784	29.4%	0.068	2.5%	7%	False	True	15,149

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.011
2.618	2.886
1.618	2.809
1.000	2.761
0.618	2.732
HIGH	2.684
0.618	2.655
0.500	2.646
0.382	2.636
LOW	2.607
0.618	2.559
1.000	2.530
1.618	2.482
2.618	2.405
4.250	2.280

Fisher Pivots for day following 02-Oct-2015
Pivot	1 day	3 day
R1	2.658	2.697
PP	2.652	2.686
S1	2.646	2.675

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

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