NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 19-Oct-2015

Day Change Summary
	Previous	Current
	16-Oct-2015	19-Oct-2015	Change	Change %	Previous Week
Open	2.839	2.823	-0.016	-0.6%	2.865
High	2.839	2.835	-0.004	-0.1%	2.918
Low	2.791	2.799	0.008	0.3%	2.791
Close	2.799	2.807	0.008	0.3%	2.799
Range	0.048	0.036	-0.012	-25.0%	0.127
ATR	0.061	0.059	-0.002	-2.9%	0.000
Volume	38,771	27,318	-11,453	-29.5%	274,005

Daily Pivots for day following 19-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.922	2.900	2.827
R3	2.886	2.864	2.817
R2	2.850	2.850	2.814
R1	2.828	2.828	2.810	2.821
PP	2.814	2.814	2.814	2.810
S1	2.792	2.792	2.804	2.785
S2	2.778	2.778	2.800
S3	2.742	2.756	2.797
S4	2.706	2.720	2.787

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.217	3.135	2.869
R3	3.090	3.008	2.834
R2	2.963	2.963	2.822
R1	2.881	2.881	2.811	2.859
PP	2.836	2.836	2.836	2.825
S1	2.754	2.754	2.787	2.732
S2	2.709	2.709	2.776
S3	2.582	2.627	2.764
S4	2.455	2.500	2.729

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.918	2.791	0.127	4.5%	0.056	2.0%	13%	False	False	48,755
10	2.918	2.791	0.127	4.5%	0.055	1.9%	13%	False	False	53,897
20	2.987	2.745	0.242	8.6%	0.060	2.1%	26%	False	False	43,322
40	3.103	2.745	0.358	12.8%	0.057	2.0%	17%	False	False	32,386
60	3.293	2.745	0.548	19.5%	0.059	2.1%	11%	False	False	28,870
80	3.343	2.745	0.598	21.3%	0.062	2.2%	10%	False	False	25,675
100	3.383	2.745	0.638	22.7%	0.063	2.3%	10%	False	False	23,526

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	2.988
2.618	2.929
1.618	2.893
1.000	2.871
0.618	2.857
HIGH	2.835
0.618	2.821
0.500	2.817
0.382	2.813
LOW	2.799
0.618	2.777
1.000	2.763
1.618	2.741
2.618	2.705
4.250	2.646

Fisher Pivots for day following 19-Oct-2015
Pivot	1 day	3 day
R1	2.817	2.855
PP	2.814	2.839
S1	2.810	2.823

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

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