NYMEX Natural Gas Future January 2016

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	2.830	2.760	-0.070	-2.5%	2.950
High	2.839	2.813	-0.026	-0.9%	2.987
Low	2.750	2.745	-0.005	-0.2%	2.745
Close	2.763	2.798	0.035	1.3%	2.798
Range	0.089	0.068	-0.021	-23.6%	0.242
ATR	0.065	0.065	0.000	0.3%	0.000
Volume	50,630	44,120	-6,510	-12.9%	192,453

Daily Pivots for day following 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.989	2.962	2.835
R3	2.921	2.894	2.817
R2	2.853	2.853	2.810
R1	2.826	2.826	2.804	2.840
PP	2.785	2.785	2.785	2.792
S1	2.758	2.758	2.792	2.772
S2	2.717	2.717	2.786
S3	2.649	2.690	2.779
S4	2.581	2.622	2.761

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.569	3.426	2.931
R3	3.327	3.184	2.865
R2	3.085	3.085	2.842
R1	2.942	2.942	2.820	2.893
PP	2.843	2.843	2.843	2.819
S1	2.700	2.700	2.776	2.651
S2	2.601	2.601	2.754
S3	2.359	2.458	2.731
S4	2.117	2.216	2.665

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.987	2.745	0.242	8.6%	0.076	2.7%	22%	False	True	38,490
10	2.987	2.745	0.242	8.6%	0.064	2.3%	22%	False	True	31,857
20	3.103	2.745	0.358	12.8%	0.060	2.2%	15%	False	True	27,072
40	3.293	2.745	0.548	19.6%	0.058	2.1%	10%	False	True	24,795
60	3.343	2.745	0.598	21.4%	0.062	2.2%	9%	False	True	22,385
80	3.383	2.745	0.638	22.8%	0.063	2.3%	8%	False	True	20,476
100	3.483	2.745	0.738	26.4%	0.065	2.3%	7%	False	True	19,247

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	0.015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.102
2.618	2.991
1.618	2.923
1.000	2.881
0.618	2.855
HIGH	2.813
0.618	2.787
0.500	2.779
0.382	2.771
LOW	2.745
0.618	2.703
1.000	2.677
1.618	2.635
2.618	2.567
4.250	2.456

Fisher Pivots for day following 02-Oct-2015
Pivot	1 day	3 day
R1	2.792	2.825
PP	2.785	2.816
S1	2.779	2.807

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

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