NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 28-Oct-2015

Day Change Summary
	Previous	Current
	27-Oct-2015	28-Oct-2015	Change	Change %	Previous Week
Open	2.520	2.540	0.020	0.8%	2.823
High	2.581	2.552	-0.029	-1.1%	2.842
Low	2.492	2.431	-0.061	-2.4%	2.623
Close	2.531	2.461	-0.070	-2.8%	2.632
Range	0.089	0.121	0.032	36.0%	0.219
ATR	0.070	0.074	0.004	5.2%	0.000
Volume	45,043	71,126	26,083	57.9%	213,589

Daily Pivots for day following 28-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.844	2.774	2.528
R3	2.723	2.653	2.494
R2	2.602	2.602	2.483
R1	2.532	2.532	2.472	2.507
PP	2.481	2.481	2.481	2.469
S1	2.411	2.411	2.450	2.386
S2	2.360	2.360	2.439
S3	2.239	2.290	2.428
S4	2.118	2.169	2.394

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	2.768	2.431	0.337	13.7%	0.091	3.7%	9%	False	True	54,674
10	2.918	2.431	0.487	19.8%	0.077	3.1%	6%	False	True	49,213
20	2.918	2.431	0.487	19.8%	0.067	2.7%	6%	False	True	51,194
40	3.103	2.431	0.672	27.3%	0.063	2.6%	4%	False	True	38,066
60	3.293	2.431	0.862	35.0%	0.061	2.5%	3%	False	True	32,927
80	3.343	2.431	0.912	37.1%	0.062	2.5%	3%	False	True	28,839
100	3.383	2.431	0.952	38.7%	0.064	2.6%	3%	False	True	26,121

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	0.014
Widest range in 120 trading days

Fibonacci Retracements and Extensions
4.250	3.066
2.618	2.869
1.618	2.748
1.000	2.673
0.618	2.627
HIGH	2.552
0.618	2.506
0.500	2.492
0.382	2.477
LOW	2.431
0.618	2.356
1.000	2.310
1.618	2.235
2.618	2.114
4.250	1.917

Fisher Pivots for day following 28-Oct-2015
Pivot	1 day	3 day
R1	2.492	2.511
PP	2.481	2.494
S1	2.471	2.478

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

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