NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 05-Oct-2015

Day Change Summary
	Previous	Current
	02-Oct-2015	05-Oct-2015	Change	Change %	Previous Week
Open	2.779	2.817	0.038	1.4%	2.950
High	2.821	2.833	0.012	0.4%	2.989
Low	2.760	2.788	0.028	1.0%	2.760
Close	2.808	2.816	0.008	0.3%	2.808
Range	0.061	0.045	-0.016	-26.2%	0.229
ATR	0.061	0.060	-0.001	-1.8%	0.000
Volume	13,038	8,723	-4,315	-33.1%	65,748

Daily Pivots for day following 05-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.947	2.927	2.841
R3	2.902	2.882	2.828
R2	2.857	2.857	2.824
R1	2.837	2.837	2.820	2.825
PP	2.812	2.812	2.812	2.806
S1	2.792	2.792	2.812	2.780
S2	2.767	2.767	2.808
S3	2.722	2.747	2.804
S4	2.677	2.702	2.791

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	2.963	2.760	0.203	7.2%	0.068	2.4%	28%	False	False	11,992
10	2.989	2.760	0.229	8.1%	0.061	2.2%	24%	False	False	11,468
20	3.097	2.760	0.337	12.0%	0.056	2.0%	17%	False	False	9,640
40	3.282	2.760	0.522	18.5%	0.054	1.9%	11%	False	False	7,520
60	3.333	2.760	0.573	20.3%	0.056	2.0%	10%	False	False	6,240
80	3.370	2.760	0.610	21.7%	0.057	2.0%	9%	False	False	5,371

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.013
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.024
2.618	2.951
1.618	2.906
1.000	2.878
0.618	2.861
HIGH	2.833
0.618	2.816
0.500	2.811
0.382	2.805
LOW	2.788
0.618	2.760
1.000	2.743
1.618	2.715
2.618	2.670
4.250	2.597

Fisher Pivots for day following 05-Oct-2015
Pivot	1 day	3 day
R1	2.814	2.812
PP	2.812	2.807
S1	2.811	2.803

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

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