NYMEX Natural Gas Future December 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	2.667	2.689	0.022	0.8%	2.734
High	2.699	2.689	-0.010	-0.4%	2.780
Low	2.654	2.584	-0.070	-2.6%	2.642
Close	2.671	2.603	-0.068	-2.5%	2.650
Range	0.045	0.105	0.060	133.3%	0.138
ATR	0.062	0.066	0.003	4.9%	0.000
Volume	87,293	118,291	30,998	35.5%	393,701

Daily Pivots for day following 21-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.940	2.877	2.661
R3	2.835	2.772	2.632
R2	2.730	2.730	2.622
R1	2.667	2.667	2.613	2.646
PP	2.625	2.625	2.625	2.615
S1	2.562	2.562	2.593	2.541
S2	2.520	2.520	2.584
S3	2.415	2.457	2.574
S4	2.310	2.352	2.545

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.105	3.015	2.726
R3	2.967	2.877	2.688
R2	2.829	2.829	2.675
R1	2.739	2.739	2.663	2.715
PP	2.691	2.691	2.691	2.679
S1	2.601	2.601	2.637	2.577
S2	2.553	2.553	2.625
S3	2.415	2.463	2.612
S4	2.277	2.325	2.574

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.780	2.584	0.196	7.5%	0.069	2.7%	10%	False	True	86,803
10	2.780	2.584	0.196	7.5%	0.064	2.5%	10%	False	True	79,480
20	2.875	2.584	0.291	11.2%	0.069	2.7%	7%	False	True	62,707
40	2.998	2.584	0.414	15.9%	0.062	2.4%	5%	False	True	42,214
60	3.198	2.584	0.614	23.6%	0.063	2.4%	3%	False	True	34,483
80	3.237	2.584	0.653	25.1%	0.063	2.4%	3%	False	True	29,333
100	3.283	2.584	0.699	26.9%	0.066	2.5%	3%	False	True	25,691
120	3.391	2.584	0.807	31.0%	0.068	2.6%	2%	False	True	22,678

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	3.135
2.618	2.964
1.618	2.859
1.000	2.794
0.618	2.754
HIGH	2.689
0.618	2.649
0.500	2.637
0.382	2.624
LOW	2.584
0.618	2.519
1.000	2.479
1.618	2.414
2.618	2.309
4.250	2.138

Fisher Pivots for day following 21-Oct-2015
Pivot	1 day	3 day
R1	2.637	2.642
PP	2.625	2.629
S1	2.614	2.616

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

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