NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 21-Oct-2015

Day Change Summary
	Previous	Current
	20-Oct-2015	21-Oct-2015	Change	Change %	Previous Week
Open	2.821	2.832	0.011	0.4%	2.865
High	2.842	2.832	-0.010	-0.4%	2.918
Low	2.804	2.735	-0.069	-2.5%	2.791
Close	2.815	2.750	-0.065	-2.3%	2.799
Range	0.038	0.097	0.059	155.3%	0.127
ATR	0.058	0.061	0.003	4.9%	0.000
Volume	40,245	45,632	5,387	13.4%	274,005

Daily Pivots for day following 21-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.063	3.004	2.803
R3	2.966	2.907	2.777
R2	2.869	2.869	2.768
R1	2.810	2.810	2.759	2.791
PP	2.772	2.772	2.772	2.763
S1	2.713	2.713	2.741	2.694
S2	2.675	2.675	2.732
S3	2.578	2.616	2.723
S4	2.481	2.519	2.697

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	2.735	0.183	6.7%	0.062	2.3%	8%	False	True	43,753
10	2.918	2.735	0.183	6.7%	0.058	2.1%	8%	False	True	50,828
20	2.987	2.735	0.252	9.2%	0.064	2.3%	6%	False	True	45,856
40	3.103	2.735	0.368	13.4%	0.058	2.1%	4%	False	True	33,456
60	3.293	2.735	0.558	20.3%	0.059	2.2%	3%	False	True	29,932
80	3.343	2.735	0.608	22.1%	0.061	2.2%	2%	False	True	26,349
100	3.383	2.735	0.648	23.6%	0.063	2.3%	2%	False	True	24,189

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	3.244
2.618	3.086
1.618	2.989
1.000	2.929
0.618	2.892
HIGH	2.832
0.618	2.795
0.500	2.784
0.382	2.772
LOW	2.735
0.618	2.675
1.000	2.638
1.618	2.578
2.618	2.481
4.250	2.323

Fisher Pivots for day following 21-Oct-2015
Pivot	1 day	3 day
R1	2.784	2.789
PP	2.772	2.776
S1	2.761	2.763

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

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