NYMEX Natural Gas Future December 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	2.656	2.683	0.027	1.0%	2.836
High	2.697	2.713	0.016	0.6%	2.875
Low	2.643	2.667	0.024	0.9%	2.607
Close	2.676	2.673	-0.003	-0.1%	2.664
Range	0.054	0.046	-0.008	-14.8%	0.268
ATR	0.068	0.067	-0.002	-2.3%	0.000
Volume	36,786	64,671	27,885	75.8%	220,784

Daily Pivots for day following 06-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.822	2.794	2.698
R3	2.776	2.748	2.686
R2	2.730	2.730	2.681
R1	2.702	2.702	2.677	2.693
PP	2.684	2.684	2.684	2.680
S1	2.656	2.656	2.669	2.647
S2	2.638	2.638	2.665
S3	2.592	2.610	2.660
S4	2.546	2.564	2.648

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	2.786	2.607	0.179	6.7%	0.073	2.7%	37%	False	False	49,823
10	2.875	2.607	0.268	10.0%	0.072	2.7%	25%	False	False	40,470
20	2.998	2.607	0.391	14.6%	0.064	2.4%	17%	False	False	31,963
40	3.197	2.607	0.590	22.1%	0.062	2.3%	11%	False	False	26,043
60	3.237	2.607	0.630	23.6%	0.064	2.4%	10%	False	False	22,385
80	3.283	2.607	0.676	25.3%	0.065	2.4%	10%	False	False	19,897
100	3.391	2.607	0.784	29.3%	0.067	2.5%	8%	False	False	17,826
120	3.391	2.607	0.784	29.3%	0.067	2.5%	8%	False	False	15,880

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.020
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2.909
2.618	2.833
1.618	2.787
1.000	2.759
0.618	2.741
HIGH	2.713
0.618	2.695
0.500	2.690
0.382	2.685
LOW	2.667
0.618	2.639
1.000	2.621
1.618	2.593
2.618	2.547
4.250	2.472

Fisher Pivots for day following 06-Oct-2015
Pivot	1 day	3 day
R1	2.690	2.669
PP	2.684	2.664
S1	2.679	2.660

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

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