NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Oct-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Oct-2015 | 13-Oct-2015 | Change | Change % | Previous Week |  
                        | Open | 2.865 | 2.893 | 0.028 | 1.0% | 2.798 |  
                        | High | 2.908 | 2.901 | -0.007 | -0.2% | 2.875 |  
                        | Low | 2.858 | 2.848 | -0.010 | -0.3% | 2.777 |  
                        | Close | 2.889 | 2.861 | -0.028 | -1.0% | 2.857 |  
                        | Range | 0.050 | 0.053 | 0.003 | 6.0% | 0.098 |  
                        | ATR | 0.061 | 0.060 | -0.001 | -0.9% | 0.000 |  
                        | Volume | 57,544 | 60,518 | 2,974 | 5.2% | 268,565 |  | 
    
| 
        
            | Daily Pivots for day following 13-Oct-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.029 | 2.998 | 2.890 |  |  
                | R3 | 2.976 | 2.945 | 2.876 |  |  
                | R2 | 2.923 | 2.923 | 2.871 |  |  
                | R1 | 2.892 | 2.892 | 2.866 | 2.881 |  
                | PP | 2.870 | 2.870 | 2.870 | 2.865 |  
                | S1 | 2.839 | 2.839 | 2.856 | 2.828 |  
                | S2 | 2.817 | 2.817 | 2.851 |  |  
                | S3 | 2.764 | 2.786 | 2.846 |  |  
                | S4 | 2.711 | 2.733 | 2.832 |  |  | 
        
            | Weekly Pivots for week ending 09-Oct-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.130 | 3.092 | 2.911 |  |  
                | R3 | 3.032 | 2.994 | 2.884 |  |  
                | R2 | 2.934 | 2.934 | 2.875 |  |  
                | R1 | 2.896 | 2.896 | 2.866 | 2.915 |  
                | PP | 2.836 | 2.836 | 2.836 | 2.846 |  
                | S1 | 2.798 | 2.798 | 2.848 | 2.817 |  
                | S2 | 2.738 | 2.738 | 2.839 |  |  
                | S3 | 2.640 | 2.700 | 2.830 |  |  
                | S4 | 2.542 | 2.602 | 2.803 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 2.908 | 2.791 | 0.117 | 4.1% | 0.056 | 2.0% | 60% | False | False | 62,283 |  
                | 10 | 2.908 | 2.745 | 0.163 | 5.7% | 0.061 | 2.1% | 71% | False | False | 51,615 |  
                | 20 | 3.068 | 2.745 | 0.323 | 11.3% | 0.060 | 2.1% | 36% | False | False | 37,825 |  
                | 40 | 3.146 | 2.745 | 0.401 | 14.0% | 0.058 | 2.0% | 29% | False | False | 30,085 |  
                | 60 | 3.343 | 2.745 | 0.598 | 20.9% | 0.060 | 2.1% | 19% | False | False | 26,772 |  
                | 80 | 3.343 | 2.745 | 0.598 | 20.9% | 0.061 | 2.1% | 19% | False | False | 23,997 |  
                | 100 | 3.389 | 2.745 | 0.644 | 22.5% | 0.064 | 2.2% | 18% | False | False | 22,190 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.126 |  
            | 2.618 | 3.040 |  
            | 1.618 | 2.987 |  
            | 1.000 | 2.954 |  
            | 0.618 | 2.934 |  
            | HIGH | 2.901 |  
            | 0.618 | 2.881 |  
            | 0.500 | 2.875 |  
            | 0.382 | 2.868 |  
            | LOW | 2.848 |  
            | 0.618 | 2.815 |  
            | 1.000 | 2.795 |  
            | 1.618 | 2.762 |  
            | 2.618 | 2.709 |  
            | 4.250 | 2.623 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Oct-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 2.875 | 2.861 |  
                                | PP | 2.870 | 2.861 |  
                                | S1 | 2.866 | 2.861 |  |