NYMEX Natural Gas Future December 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	2.595	2.566	-0.029	-1.1%	2.678
High	2.624	2.570	-0.054	-2.1%	2.699
Low	2.555	2.483	-0.072	-2.8%	2.483
Close	2.583	2.493	-0.090	-3.5%	2.493
Range	0.069	0.087	0.018	26.1%	0.216
ATR	0.066	0.068	0.002	3.7%	0.000
Volume	96,522	108,385	11,863	12.3%	464,519

Daily Pivots for day following 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.776	2.722	2.541
R3	2.689	2.635	2.517
R2	2.602	2.602	2.509
R1	2.548	2.548	2.501	2.532
PP	2.515	2.515	2.515	2.507
S1	2.461	2.461	2.485	2.445
S2	2.428	2.428	2.477
S3	2.341	2.374	2.469
S4	2.254	2.287	2.445

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.206	3.066	2.612
R3	2.990	2.850	2.552
R2	2.774	2.774	2.533
R1	2.634	2.634	2.513	2.596
PP	2.558	2.558	2.558	2.540
S1	2.418	2.418	2.473	2.380
S2	2.342	2.342	2.453
S3	2.126	2.202	2.434
S4	1.910	1.986	2.374

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.699	2.483	0.216	8.7%	0.070	2.8%	5%	False	True	92,903
10	2.780	2.483	0.297	11.9%	0.067	2.7%	3%	False	True	85,822
20	2.875	2.483	0.392	15.7%	0.068	2.7%	3%	False	True	69,871
40	2.998	2.483	0.515	20.7%	0.063	2.5%	2%	False	True	46,426
60	3.197	2.483	0.714	28.6%	0.063	2.5%	1%	False	True	37,472
80	3.237	2.483	0.754	30.2%	0.064	2.6%	1%	False	True	31,492
100	3.283	2.483	0.800	32.1%	0.066	2.6%	1%	False	True	27,553
120	3.391	2.483	0.908	36.4%	0.068	2.7%	1%	False	True	24,283

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	0.015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.940
2.618	2.798
1.618	2.711
1.000	2.657
0.618	2.624
HIGH	2.570
0.618	2.537
0.500	2.527
0.382	2.516
LOW	2.483
0.618	2.429
1.000	2.396
1.618	2.342
2.618	2.255
4.250	2.113

Fisher Pivots for day following 23-Oct-2015
Pivot	1 day	3 day
R1	2.527	2.586
PP	2.515	2.555
S1	2.504	2.524

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

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