NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 27-Oct-2015

Day Change Summary
	Previous	Current
	26-Oct-2015	27-Oct-2015	Change	Change %	Previous Week
Open	2.450	2.360	-0.090	-3.7%	2.678
High	2.450	2.417	-0.033	-1.3%	2.699
Low	2.342	2.325	-0.017	-0.7%	2.483
Close	2.353	2.361	0.008	0.3%	2.493
Range	0.108	0.092	-0.016	-14.8%	0.216
ATR	0.074	0.075	0.001	1.7%	0.000
Volume	191,169	149,131	-42,038	-22.0%	464,519

Daily Pivots for day following 27-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.644	2.594	2.412
R3	2.552	2.502	2.386
R2	2.460	2.460	2.378
R1	2.410	2.410	2.369	2.435
PP	2.368	2.368	2.368	2.380
S1	2.318	2.318	2.353	2.343
S2	2.276	2.276	2.344
S3	2.184	2.226	2.336
S4	2.092	2.134	2.310

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	2.689	2.325	0.364	15.4%	0.092	3.9%	10%	False	True	132,699
10	2.780	2.325	0.455	19.3%	0.075	3.2%	8%	False	True	105,833
20	2.786	2.325	0.461	19.5%	0.071	3.0%	8%	False	True	83,230
40	2.998	2.325	0.673	28.5%	0.066	2.8%	5%	False	True	54,082
60	3.197	2.325	0.872	36.9%	0.064	2.7%	4%	False	True	42,692
80	3.237	2.325	0.912	38.6%	0.065	2.8%	4%	False	True	35,299
100	3.283	2.325	0.958	40.6%	0.066	2.8%	4%	False	True	30,750
120	3.391	2.325	1.066	45.2%	0.069	2.9%	3%	False	True	27,042

Crabel Price Patterns
NR	True
NR4	False
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	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.808
2.618	2.658
1.618	2.566
1.000	2.509
0.618	2.474
HIGH	2.417
0.618	2.382
0.500	2.371
0.382	2.360
LOW	2.325
0.618	2.268
1.000	2.233
1.618	2.176
2.618	2.084
4.250	1.934

Fisher Pivots for day following 27-Oct-2015
Pivot	1 day	3 day
R1	2.371	2.448
PP	2.368	2.419
S1	2.364	2.390

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

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