NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 05-Oct-2015

Day Change Summary
	Previous	Current
	02-Oct-2015	05-Oct-2015	Change	Change %	Previous Week
Open	2.760	2.798	0.038	1.4%	2.950
High	2.813	2.824	0.011	0.4%	2.987
Low	2.745	2.777	0.032	1.2%	2.745
Close	2.798	2.806	0.008	0.3%	2.798
Range	0.068	0.047	-0.021	-30.9%	0.242
ATR	0.065	0.064	-0.001	-2.0%	0.000
Volume	44,120	30,916	-13,204	-29.9%	192,453

Daily Pivots for day following 05-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.943	2.922	2.832
R3	2.896	2.875	2.819
R2	2.849	2.849	2.815
R1	2.828	2.828	2.810	2.839
PP	2.802	2.802	2.802	2.808
S1	2.781	2.781	2.802	2.792
S2	2.755	2.755	2.797
S3	2.708	2.734	2.793
S4	2.661	2.687	2.780

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	2.958	2.745	0.213	7.6%	0.073	2.6%	29%	False	False	37,887
10	2.987	2.745	0.242	8.6%	0.065	2.3%	25%	False	False	32,747
20	3.103	2.745	0.358	12.8%	0.061	2.2%	17%	False	False	27,469
40	3.293	2.745	0.548	19.5%	0.058	2.1%	11%	False	False	25,013
60	3.343	2.745	0.598	21.3%	0.061	2.2%	10%	False	False	22,646
80	3.383	2.745	0.638	22.7%	0.063	2.2%	10%	False	False	20,609
100	3.483	2.745	0.738	26.3%	0.065	2.3%	8%	False	False	19,394

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	0.016
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.024
2.618	2.947
1.618	2.900
1.000	2.871
0.618	2.853
HIGH	2.824
0.618	2.806
0.500	2.801
0.382	2.795
LOW	2.777
0.618	2.748
1.000	2.730
1.618	2.701
2.618	2.654
4.250	2.577

Fisher Pivots for day following 05-Oct-2015
Pivot	1 day	3 day
R1	2.804	2.801
PP	2.802	2.797
S1	2.801	2.792

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

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