NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 02-Oct-2015

Day Change Summary
	Previous	Current
	01-Oct-2015	02-Oct-2015	Change	Change %	Previous Week
Open	2.842	2.779	-0.063	-2.2%	2.950
High	2.846	2.821	-0.025	-0.9%	2.989
Low	2.764	2.760	-0.004	-0.1%	2.760
Close	2.775	2.808	0.033	1.2%	2.808
Range	0.082	0.061	-0.021	-25.6%	0.229
ATR	0.061	0.061	0.000	0.0%	0.000
Volume	15,792	13,038	-2,754	-17.4%	65,748

Daily Pivots for day following 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.979	2.955	2.842
R3	2.918	2.894	2.825
R2	2.857	2.857	2.819
R1	2.833	2.833	2.814	2.845
PP	2.796	2.796	2.796	2.803
S1	2.772	2.772	2.802	2.784
S2	2.735	2.735	2.797
S3	2.674	2.711	2.791
S4	2.613	2.650	2.774

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.539	3.403	2.934
R3	3.310	3.174	2.871
R2	3.081	3.081	2.850
R1	2.945	2.945	2.829	2.899
PP	2.852	2.852	2.852	2.829
S1	2.716	2.716	2.787	2.670
S2	2.623	2.623	2.766
S3	2.394	2.487	2.745
S4	2.165	2.258	2.682

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.989	2.760	0.229	8.2%	0.071	2.5%	21%	False	True	13,149
10	2.989	2.760	0.229	8.2%	0.059	2.1%	21%	False	True	11,361
20	3.097	2.760	0.337	12.0%	0.056	2.0%	14%	False	True	9,478
40	3.282	2.760	0.522	18.6%	0.054	1.9%	9%	False	True	7,404
60	3.333	2.760	0.573	20.4%	0.056	2.0%	8%	False	True	6,158
80	3.370	2.760	0.610	21.7%	0.057	2.0%	8%	False	True	5,311

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.080
2.618	2.981
1.618	2.920
1.000	2.882
0.618	2.859
HIGH	2.821
0.618	2.798
0.500	2.791
0.382	2.783
LOW	2.760
0.618	2.722
1.000	2.699
1.618	2.661
2.618	2.600
4.250	2.501

Fisher Pivots for day following 02-Oct-2015
Pivot	1 day	3 day
R1	2.802	2.835
PP	2.796	2.826
S1	2.791	2.817

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

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