NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 23-Oct-2015

Day Change Summary
	Previous	Current
	22-Oct-2015	23-Oct-2015	Change	Change %	Previous Week
Open	2.746	2.700	-0.046	-1.7%	2.823
High	2.768	2.708	-0.060	-2.2%	2.842
Low	2.699	2.623	-0.076	-2.8%	2.623
Close	2.721	2.632	-0.089	-3.3%	2.632
Range	0.069	0.085	0.016	23.2%	0.219
ATR	0.061	0.064	0.003	4.3%	0.000
Volume	51,672	48,722	-2,950	-5.7%	213,589

Daily Pivots for day following 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.909	2.856	2.679
R3	2.824	2.771	2.655
R2	2.739	2.739	2.648
R1	2.686	2.686	2.640	2.670
PP	2.654	2.654	2.654	2.647
S1	2.601	2.601	2.624	2.585
S2	2.569	2.569	2.616
S3	2.484	2.516	2.609
S4	2.399	2.431	2.585

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.356	3.213	2.752
R3	3.137	2.994	2.692
R2	2.918	2.918	2.672
R1	2.775	2.775	2.652	2.737
PP	2.699	2.699	2.699	2.680
S1	2.556	2.556	2.612	2.518
S2	2.480	2.480	2.592
S3	2.261	2.337	2.572
S4	2.042	2.118	2.512

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.842	2.623	0.219	8.3%	0.065	2.5%	4%	False	True	42,717
10	2.918	2.623	0.295	11.2%	0.062	2.3%	3%	False	True	48,759
20	2.987	2.623	0.364	13.8%	0.063	2.4%	2%	False	True	47,430
40	3.103	2.623	0.480	18.2%	0.059	2.3%	2%	False	True	34,949
60	3.293	2.623	0.670	25.5%	0.059	2.3%	1%	False	True	31,063
80	3.343	2.623	0.720	27.4%	0.062	2.4%	1%	False	True	27,210
100	3.383	2.623	0.760	28.9%	0.063	2.4%	1%	False	True	24,906

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.069
2.618	2.931
1.618	2.846
1.000	2.793
0.618	2.761
HIGH	2.708
0.618	2.676
0.500	2.666
0.382	2.655
LOW	2.623
0.618	2.570
1.000	2.538
1.618	2.485
2.618	2.400
4.250	2.262

Fisher Pivots for day following 23-Oct-2015
Pivot	1 day	3 day
R1	2.666	2.728
PP	2.654	2.696
S1	2.643	2.664

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

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