NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 26-Oct-2015

Day Change Summary
	Previous	Current
	23-Oct-2015	26-Oct-2015	Change	Change %	Previous Week
Open	2.700	2.576	-0.124	-4.6%	2.823
High	2.708	2.590	-0.118	-4.4%	2.842
Low	2.623	2.500	-0.123	-4.7%	2.623
Close	2.632	2.515	-0.117	-4.4%	2.632
Range	0.085	0.090	0.005	5.9%	0.219
ATR	0.064	0.069	0.005	7.6%	0.000
Volume	48,722	56,807	8,085	16.6%	213,589

Daily Pivots for day following 26-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.805	2.750	2.565
R3	2.715	2.660	2.540
R2	2.625	2.625	2.532
R1	2.570	2.570	2.523	2.553
PP	2.535	2.535	2.535	2.526
S1	2.480	2.480	2.507	2.463
S2	2.445	2.445	2.499
S3	2.355	2.390	2.490
S4	2.265	2.300	2.466

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	2.500	0.342	13.6%	0.076	3.0%	4%	False	True	48,615
10	2.918	2.500	0.418	16.6%	0.066	2.6%	4%	False	True	48,685
20	2.958	2.500	0.458	18.2%	0.065	2.6%	3%	False	True	48,574
40	3.103	2.500	0.603	24.0%	0.060	2.4%	2%	False	True	36,111
60	3.293	2.500	0.793	31.5%	0.060	2.4%	2%	False	True	31,751
80	3.343	2.500	0.843	33.5%	0.062	2.5%	2%	False	True	27,716
100	3.383	2.500	0.883	35.1%	0.063	2.5%	2%	False	True	25,301

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	0.013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.973
2.618	2.826
1.618	2.736
1.000	2.680
0.618	2.646
HIGH	2.590
0.618	2.556
0.500	2.545
0.382	2.534
LOW	2.500
0.618	2.444
1.000	2.410
1.618	2.354
2.618	2.264
4.250	2.118

Fisher Pivots for day following 26-Oct-2015
Pivot	1 day	3 day
R1	2.545	2.634
PP	2.535	2.594
S1	2.525	2.555

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

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